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DBX5.DE vs. XDWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX5.DE vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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, DBX5.DE achieves a 69.45% return, which is significantly higher than XDWD.DE's 10.91% return. Over the past 10 years, DBX5.DE has outperformed XDWD.DE with an annualized return of 22.04%, while XDWD.DE has yielded a comparatively lower 12.83% annualized return.


DBX5.DE

1D
-1.95%
1M
14.40%
YTD
69.45%
6M
74.72%
1Y
112.23%
3Y*
40.65%
5Y*
22.99%
10Y*
22.04%

XDWD.DE

1D
-0.01%
1M
4.72%
YTD
10.91%
6M
11.37%
1Y
23.85%
3Y*
17.56%
5Y*
12.89%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX5.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX5.DE
Xtrackers MSCI Taiwan UCITS ETF 1C
69.45%18.33%31.08%24.15%-25.19%37.79%24.51%39.18%-5.55%12.67%
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 DBX5.DE and XDWD.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.65

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

0.61

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

0.63

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2014

0.65

The correlation between DBX5.DE and XDWD.DE has been stable across timeframes, ranging from 0.61 to 0.70 - a consistent structural relationship.

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Return for Risk

DBX5.DE vs. XDWD.DE — Risk / Return Rank

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

DBX5.DE
DBX5.DE Risk / Return Rank: 9696
Overall Rank
DBX5.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBX5.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
DBX5.DE Omega Ratio Rank: 9595
Omega Ratio Rank
DBX5.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBX5.DE Martin Ratio Rank: 9696
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 7070
Overall Rank
XDWD.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 7676
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.

DBX5.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.


DBX5.DEXDWD.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.48

Sortino ratioReturn per unit of downside risk

+2.39

Omega ratioGain probability vs. loss probability

1.74

1.40

+0.34

Calmar ratioReturn relative to maximum drawdown

12.09

3.63

+8.46

Martin ratioReturn relative to average drawdown

35.84

14.44

+21.40

DBX5.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current DBX5.DE Sharpe Ratio is 4.62, which is higher than the XDWD.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of DBX5.DE and XDWD.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


DBX5.DEXDWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.62

2.14

+2.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.90

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.84

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.78

-0.24

Drawdowns

DBX5.DE vs. XDWD.DE - Drawdown Comparison

The maximum DBX5.DE drawdown since its inception was -55.28%, 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 DBX5.DE and XDWD.DE.


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Drawdown Indicators


DBX5.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-55.28%

-33.55%

-21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-6.54%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-30.81%

-21.64%

-9.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

-21.64%

-10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-32.62%

-33.55%

+0.93%

Current Drawdown

Current decline from peak

-1.97%

-0.33%

-1.64%

Average Drawdown

Average peak-to-trough decline

-11.61%

-4.55%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

1.65%

+1.47%

Volatility

DBX5.DE vs. XDWD.DE - Volatility Comparison

Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 10.28% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that DBX5.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


DBX5.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.28%

2.60%

+7.68%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

7.77%

+11.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.18%

11.12%

+13.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

14.13%

+7.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.55%

15.16%

+5.39%

DBX5.DE vs. XDWD.DE - Expense Ratio Comparison

DBX5.DE has a 0.65% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.


Dividends

DBX5.DE vs. XDWD.DE - Dividend Comparison

Neither DBX5.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX5.DE and XDWD.DE have a correlation of 0.70, 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 DBX5.DE.

DBX5.DE is categorized as Asia Pacific Equities, while XDWD.DE is Global Equities. DBX5.DE tracks MSCI Taiwan 20/35 Custom, while XDWD.DE tracks MSCI World. Their fees differ too: 0.65% for DBX5.DE and 0.19% for XDWD.DE.

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