D5BI.DE vs. XDWD.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - D5BI.DE is a Emerging Markets Equities fund tracking the MSCI Mexico Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, D5BI.DE returned 6.75%/yr vs 13.00%/yr for XDWD.DE. A 0.52 correlation means they provide meaningful diversification when combined. D5BI.DE charges 0.65%/yr vs 0.19%/yr for XDWD.DE.
Performance
D5BI.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BI.DE achieves a 11.27% return, which is significantly lower than XDWD.DE's 12.57% return. Over the past 10 years, D5BI.DE has underperformed XDWD.DE with an annualized return of 6.75%, while XDWD.DE has yielded a comparatively higher 13.00% annualized return.
D5BI.DE
- 1D
- -1.37%
- 1M
- -1.99%
- 6M
- 12.22%
- YTD
- 11.27%
- 1Y
- 32.11%
- 3Y*
- 8.59%
- 5Y*
- 13.52%
- 10Y*
- 6.75%
XDWD.DE
- 1D
- 0.32%
- 1M
- 1.49%
- 6M
- 12.36%
- YTD
- 12.57%
- 1Y
- 24.32%
- 3Y*
- 17.54%
- 5Y*
- 12.27%
- 10Y*
- 13.00%
D5BI.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | 6.01% | 26.63% | -10.02% | 16.19% | -10.43% | -1.01% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 12.57% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.84% |
Correlation
The correlation between D5BI.DE and XDWD.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.52 |
The correlation between D5BI.DE and XDWD.DE shifts across timeframes, from 0.38 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
D5BI.DE vs. XDWD.DE — Risk / Return Rank
D5BI.DE
XDWD.DE
D5BI.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| D5BI.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 3.82 | -1.12 |
| Martin ratioReturn relative to average drawdown | 10.42 | 15.31 | -4.89 |
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Drawdowns
D5BI.DE vs. XDWD.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and XDWD.DE.
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Drawdown Indicators
| D5BI.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -33.55% | -21.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -6.34% | -5.50% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -21.64% | -9.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -21.64% | -9.25% |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | -33.55% | -16.03% |
Current DrawdownCurrent decline from peak | -4.36% | -0.11% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -4.52% | -15.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.58% | +1.49% |
Volatility
D5BI.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) has a higher volatility of 6.63% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 3.15%. This indicates that D5BI.DE's price experiences larger fluctuations and is considered to be riskier 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
| D5BI.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 3.15% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 7.97% | +8.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 11.30% | +8.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 14.15% | +6.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 15.09% | +8.85% |
D5BI.DE vs. XDWD.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Dividends
D5BI.DE vs. XDWD.DE - Dividend Comparison
Neither D5BI.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BI.DE and XDWD.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.65% for D5BI.DE.
D5BI.DE is categorized as Emerging Markets Equities, while XDWD.DE is Global Equities. D5BI.DE tracks MSCI Mexico Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.65% for D5BI.DE and 0.19% for XDWD.DE.
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