DBX5.DE vs. XDWT.DE
DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - DBX5.DE is a Asia Pacific Equities fund tracking the MSCI Taiwan 20/35 Custom, 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, DBX5.DE returned 22.04%/yr vs 24.00%/yr for XDWT.DE. A 0.63 correlation means they provide meaningful diversification when combined. DBX5.DE charges 0.65%/yr vs 0.25%/yr for XDWT.DE.
Performance
DBX5.DE vs. XDWT.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 XDWT.DE's 25.23% return. Over the past 10 years, DBX5.DE has underperformed XDWT.DE with an annualized return of 22.04%, while XDWT.DE has yielded a comparatively higher 24.00% 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%
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%
DBX5.DE vs. XDWT.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% |
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 DBX5.DE and XDWT.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.63 |
The correlation between DBX5.DE and XDWT.DE has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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Return for Risk
DBX5.DE vs. XDWT.DE — Risk / Return Rank
DBX5.DE
XDWT.DE
DBX5.DE vs. XDWT.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 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.
| DBX5.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.38 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 12.09 | 3.12 | +8.98 |
| Martin ratioReturn relative to average drawdown | 35.84 | 8.24 | +27.60 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.62 | 2.38 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.99 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | 1.11 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.09 | -0.55 |
Drawdowns
DBX5.DE vs. XDWT.DE - Drawdown Comparison
The maximum DBX5.DE drawdown since its inception was -55.28%, 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 DBX5.DE and XDWT.DE.
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Drawdown Indicators
| DBX5.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.28% | -31.61% | -23.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -15.59% | +6.36% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -29.46% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -29.46% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | -31.61% | -1.01% |
Current DrawdownCurrent decline from peak | -1.97% | -2.61% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -5.82% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 5.91% | -2.79% |
Volatility
DBX5.DE vs. XDWT.DE - Volatility Comparison
Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 10.28% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) at 7.11%. This indicates that DBX5.DE's price experiences larger fluctuations and is considered to be riskier 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
| DBX5.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 7.11% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 14.96% | +4.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.18% | 20.39% | +3.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 22.55% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 21.46% | -0.91% |
DBX5.DE vs. XDWT.DE - Expense Ratio Comparison
DBX5.DE has a 0.65% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.
Dividends
DBX5.DE vs. XDWT.DE - Dividend Comparison
Neither DBX5.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX5.DE and XDWT.DE have a correlation of 0.72, 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 0.65% for DBX5.DE.
DBX5.DE is categorized as Asia Pacific Equities, while XDWT.DE is Technology Equities. DBX5.DE tracks MSCI Taiwan 20/35 Custom, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.65% for DBX5.DE and 0.25% for XDWT.DE.
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