DBX9.DE vs. XDWD.DE
DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DBX9.DE is a China Equities fund tracking the FTSE China 50, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DBX9.DE returned 3.94%/yr vs 12.83%/yr for XDWD.DE. A 0.54 correlation means they provide meaningful diversification when combined. DBX9.DE charges 0.60%/yr vs 0.19%/yr for XDWD.DE.
Performance
DBX9.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX9.DE achieves a 9.85% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, DBX9.DE has underperformed XDWD.DE with an annualized return of 3.94%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
DBX9.DE
- 1D
- -0.73%
- 1M
- 1.75%
- YTD
- 9.85%
- 6M
- 13.25%
- 1Y
- 32.77%
- 3Y*
- 13.37%
- 5Y*
- 0.17%
- 10Y*
- 3.94%
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%
DBX9.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C | 9.85% | 10.01% | 37.68% | -16.44% | -13.62% | -14.98% | -0.87% | 18.35% | -9.23% | 18.88% |
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 DBX9.DE and XDWD.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.54 |
The correlation between DBX9.DE and XDWD.DE shifts across timeframes, from 0.31 (3 years) to 0.54 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBX9.DE vs. XDWD.DE — Risk / Return Rank
DBX9.DE
XDWD.DE
DBX9.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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.
| DBX9.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 3.63 | -1.74 |
| Martin ratioReturn relative to average drawdown | 3.67 | 14.44 | -10.77 |
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
| DBX9.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.14 | -0.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.90 | -0.90 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.84 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.78 | -0.70 |
Drawdowns
DBX9.DE vs. XDWD.DE - Drawdown Comparison
The maximum DBX9.DE drawdown since its inception was -66.51%, 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 DBX9.DE and XDWD.DE.
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Drawdown Indicators
| DBX9.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.51% | -33.55% | -32.96% |
Max Drawdown (1Y)Largest decline over 1 year | -17.20% | -6.54% | -10.66% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -21.64% | -6.19% |
Max Drawdown (5Y)Largest decline over 5 years | -47.59% | -21.64% | -25.95% |
Max Drawdown (10Y)Largest decline over 10 years | -53.98% | -33.55% | -20.43% |
Current DrawdownCurrent decline from peak | -14.62% | -0.33% | -14.29% |
Average DrawdownAverage peak-to-trough decline | -29.50% | -4.55% | -24.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.91% | 1.65% | +7.26% |
Volatility
DBX9.DE vs. XDWD.DE - Volatility Comparison
Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) has a higher volatility of 5.29% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that DBX9.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
| DBX9.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 2.60% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 7.77% | +2.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.35% | 11.12% | +15.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.75% | 14.13% | +14.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.42% | 15.16% | +10.26% |
DBX9.DE vs. XDWD.DE - Expense Ratio Comparison
DBX9.DE has a 0.60% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Dividends
DBX9.DE vs. XDWD.DE - Dividend Comparison
Neither DBX9.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX9.DE and XDWD.DE have a correlation of 0.35, 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 0.60% for DBX9.DE.
DBX9.DE is categorized as China Equities, while XDWD.DE is Global Equities. DBX9.DE tracks FTSE China 50, while XDWD.DE tracks MSCI World. Their fees differ too: 0.60% for DBX9.DE and 0.19% for XDWD.DE.
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