D5BG.DE vs. XDWT.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - D5BG.DE is a European Corporate Bonds fund tracking the Bloomberg Euro Corporate Bond, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, D5BG.DE returned 0.93%/yr vs 24.00%/yr for XDWT.DE. At a 0.21 correlation, their price movements are largely independent. D5BG.DE charges 0.12%/yr vs 0.25%/yr for XDWT.DE.
Performance
D5BG.DE vs. XDWT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BG.DE achieves a 0.58% return, which is significantly lower than XDWT.DE's 25.23% return. Over the past 10 years, D5BG.DE has underperformed XDWT.DE with an annualized return of 0.93%, while XDWT.DE has yielded a comparatively higher 24.00% annualized return.
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
D5BG.DE vs. XDWT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -1.39% | 2.51% | 6.25% | -1.42% | 1.73% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between D5BG.DE and XDWT.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.21 |
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Return for Risk
D5BG.DE vs. XDWT.DE — Risk / Return Rank
D5BG.DE
XDWT.DE
D5BG.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.
| D5BG.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.38 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 3.12 | -2.38 |
| Martin ratioReturn relative to average drawdown | 2.53 | 8.24 | -5.71 |
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
| D5BG.DE | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 2.38 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 0.99 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 1.11 | -0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.09 | -0.61 |
Drawdowns
D5BG.DE vs. XDWT.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, smaller than the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and XDWT.DE.
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Drawdown Indicators
| D5BG.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -31.61% | +14.39% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -15.59% | +12.91% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -29.46% | +26.78% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -29.46% | +12.24% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | -31.61% | +14.39% |
Current DrawdownCurrent decline from peak | -0.97% | -2.61% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -5.82% | +2.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 5.91% | -5.13% |
Volatility
D5BG.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) is 1.16%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that D5BG.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BG.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 7.11% | -5.95% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 14.96% | -12.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 20.39% | -17.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 22.55% | -18.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 21.46% | -16.82% |
D5BG.DE vs. XDWT.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% expense ratio, which is lower than XDWT.DE's 0.25% 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
D5BG.DE vs. XDWT.DE - Dividend Comparison
Neither D5BG.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BG.DE and XDWT.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BG.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BG.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWT.DE.
D5BG.DE is categorized as European Corporate Bonds, while XDWT.DE is Technology Equities. D5BG.DE tracks Bloomberg Euro Corporate Bond, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.12% for D5BG.DE and 0.25% for XDWT.DE.
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