PortfoliosLab logoPortfoliosLab logo
DBX5.DE vs. XDWT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX5.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX5.DE vs. XDWT.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%
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DBX5.DE vs. XDWT.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

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.

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.DEXDWT.DEDifference
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

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

The current DBX5.DE Sharpe Ratio is 4.62, which is higher than the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DBX5.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.


Loading charts...

Sharpe Ratios by Period


DBX5.DEXDWT.DEDifference

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.


Loading charts...

Drawdown Indicators


DBX5.DEXDWT.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.97%

-2.61%

+0.64%

Average Drawdown

Average peak-to-trough decline

-11.61%

-5.82%

-5.79%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


DBX5.DEXDWT.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for DBX5.DE and XDWT.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer