DBX5.DE vs. XDWD.DE
DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DBX5.DE is a Asia Pacific Equities fund tracking the MSCI Taiwan 20/35 Custom, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DBX5.DE returned 22.04%/yr vs 12.83%/yr for XDWD.DE. A 0.65 correlation means they provide meaningful diversification when combined. DBX5.DE charges 0.65%/yr vs 0.19%/yr for XDWD.DE.
Performance
DBX5.DE vs. XDWD.DE - Performance Comparison
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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%
DBX5.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DBX5.DE
XDWD.DE
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.DE | XDWD.DE | Difference | |
|---|---|---|---|
| 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 |
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
| DBX5.DE | XDWD.DE | Difference | |
|---|---|---|---|
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.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.97% | -0.33% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -4.55% | -7.06% |
Ulcer IndexDepth 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.DE | XDWD.DE | Difference | |
|---|---|---|---|
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.
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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