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DBX3.DE vs. XDWT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX3.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBX3.DE achieves a 9.35% return, which is significantly lower than XDWT.DE's 25.23% return. Over the past 10 years, DBX3.DE has underperformed XDWT.DE with an annualized return of 4.77%, while XDWT.DE has yielded a comparatively higher 24.00% annualized return.


DBX3.DE

1D
-1.65%
1M
-7.09%
YTD
9.35%
6M
7.34%
1Y
24.77%
3Y*
7.78%
5Y*
5.42%
10Y*
4.77%

XDWT.DE

1D
-2.03%
1M
14.75%
YTD
25.23%
6M
23.98%
1Y
48.86%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX3.DE vs. XDWT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX3.DE
Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C
9.35%40.51%-24.96%22.19%12.46%-15.09%-21.52%21.36%-3.41%7.06%
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 DBX3.DE and XDWT.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.37

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Return for Risk

DBX3.DE vs. XDWT.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBX3.DE
DBX3.DE Risk / Return Rank: 4040
Overall Rank
DBX3.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DBX3.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
DBX3.DE Omega Ratio Rank: 3737
Omega Ratio Rank
DBX3.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
DBX3.DE Martin Ratio Rank: 4242
Martin Ratio Rank

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBX3.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.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.


DBX3.DEXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratioReturn relative to maximum drawdown

2.27

3.12

-0.85

Martin ratioReturn relative to average drawdown

6.68

8.24

-1.57

DBX3.DE vs. XDWT.DE - Sharpe Ratio Comparison

The current DBX3.DE Sharpe Ratio is 1.33, which is lower than the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DBX3.DE and XDWT.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBX3.DEXDWT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.38

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.99

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

1.11

-0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.09

-1.05

Drawdowns

DBX3.DE vs. XDWT.DE - Drawdown Comparison

The maximum DBX3.DE drawdown since its inception was -60.04%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for DBX3.DE and XDWT.DE.


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Drawdown Indicators


DBX3.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.04%

-31.61%

-28.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-15.59%

+4.75%

Max Drawdown (3Y)

Largest decline over 3 years

-25.40%

-29.46%

+4.06%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

-29.46%

+3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-51.11%

-31.61%

-19.50%

Current Drawdown

Current decline from peak

-10.84%

-2.61%

-8.23%

Average Drawdown

Average peak-to-trough decline

-25.10%

-5.82%

-19.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

5.91%

-2.21%

Volatility

DBX3.DE vs. XDWT.DE - Volatility Comparison

The current volatility for Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) is 5.54%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that DBX3.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


DBX3.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

7.11%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

14.96%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

20.39%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

22.55%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.58%

21.46%

+4.12%

DBX3.DE vs. XDWT.DE - Expense Ratio Comparison

DBX3.DE has a 0.40% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.


Dividends

DBX3.DE vs. XDWT.DE - Dividend Comparison

Neither DBX3.DE nor XDWT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX3.DE and XDWT.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for DBX3.DE.

DBX3.DE is categorized as Latin America Equities, while XDWT.DE is Technology Equities. DBX3.DE tracks MSCI Emerging Markets Latin America Low Carbon SRI Leaders, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.40% for DBX3.DE and 0.25% for XDWT.DE.

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