D5BC.DE vs. XDWD.DE
D5BC.DE (Xtrackers II Germany Government Bond 1-3 UCITS ETF) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - D5BC.DE is a European Government Bonds fund tracking the iBoxx® EUR Germany 1-3, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, D5BC.DE returned -0.22%/yr vs 12.83%/yr for XDWD.DE. At a correlation of -0.03, they often move in opposite directions. D5BC.DE charges 0.15%/yr vs 0.19%/yr for XDWD.DE.
Performance
D5BC.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BC.DE achieves a 0.01% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, D5BC.DE has underperformed XDWD.DE with an annualized return of -0.22%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
D5BC.DE
- 1D
- 0.03%
- 1M
- 0.03%
- YTD
- 0.01%
- 6M
- 0.07%
- 1Y
- 0.64%
- 3Y*
- 2.03%
- 5Y*
- 0.22%
- 10Y*
- -0.22%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
D5BC.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BC.DE Xtrackers II Germany Government Bond 1-3 UCITS ETF | 0.01% | 1.69% | 2.24% | 2.60% | -4.78% | -0.95% | -0.76% | -0.89% | -0.01% | -1.07% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between D5BC.DE and XDWD.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | -0.03 |
The correlation between D5BC.DE and XDWD.DE shifts across timeframes, from -0.03 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
D5BC.DE vs. XDWD.DE — Risk / Return Rank
D5BC.DE
XDWD.DE
D5BC.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| D5BC.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.40 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 3.63 | -3.17 |
| Martin ratioReturn relative to average drawdown | 1.39 | 14.44 | -13.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BC.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 2.14 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.90 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | 0.84 | -1.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.78 | -0.65 |
Drawdowns
D5BC.DE vs. XDWD.DE - Drawdown Comparison
The maximum D5BC.DE drawdown since its inception was -9.22%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for D5BC.DE and XDWD.DE.
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Drawdown Indicators
| D5BC.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.22% | -33.55% | +24.33% |
Max Drawdown (1Y)Largest decline over 1 year | -1.08% | -6.54% | +5.46% |
Max Drawdown (3Y)Largest decline over 3 years | -1.08% | -21.64% | +20.56% |
Max Drawdown (5Y)Largest decline over 5 years | -6.12% | -21.64% | +15.52% |
Max Drawdown (10Y)Largest decline over 10 years | -9.22% | -33.55% | +24.33% |
Current DrawdownCurrent decline from peak | -2.33% | -0.33% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -4.55% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 1.65% | -1.29% |
Volatility
D5BC.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) is 0.42%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.60%. This indicates that D5BC.DE experiences smaller price fluctuations and is considered to be less risky than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BC.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.42% | 2.60% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 1.01% | 7.77% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.11% | 11.12% | -10.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.57% | 14.13% | -12.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.21% | 15.16% | -13.95% |
D5BC.DE vs. XDWD.DE - Expense Ratio Comparison
D5BC.DE has a 0.15% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
D5BC.DE vs. XDWD.DE - Dividend Comparison
D5BC.DE's dividend yield for the trailing twelve months is around 1.26%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BC.DE Xtrackers II Germany Government Bond 1-3 UCITS ETF | 1.26% | 1.05% | 0.35% | 0.62% | 1.27% | 0.76% | 0.00% | 0.00% | 0.47% | 0.00% | 0.46% | 0.54% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
D5BC.DE and XDWD.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BC.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for XDWD.DE.
D5BC.DE is categorized as European Government Bonds, while XDWD.DE is Global Equities. D5BC.DE tracks iBoxx® EUR Germany 1-3, while XDWD.DE tracks MSCI World. Their fees differ too: 0.15% for D5BC.DE and 0.19% for XDWD.DE.
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