DBXF.DE vs. XDWD.DE
DBXF.DE (Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DBXF.DE is a Government Bonds fund tracking the iBoxx EUR Eurozone 15-30 Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DBXF.DE returned -2.52%/yr vs 13.00%/yr for XDWD.DE. At a correlation of -0.00, they often move in opposite directions. DBXF.DE charges 0.15%/yr vs 0.19%/yr for XDWD.DE.
Performance
DBXF.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXF.DE achieves a 1.17% return, which is significantly lower than XDWD.DE's 12.57% return. Over the past 10 years, DBXF.DE has underperformed XDWD.DE with an annualized return of -2.52%, while XDWD.DE has yielded a comparatively higher 13.00% annualized return.
DBXF.DE
- 1D
- -0.34%
- 1M
- 1.05%
- 6M
- 1.91%
- YTD
- 1.17%
- 1Y
- -1.77%
- 3Y*
- 0.32%
- 5Y*
- -7.27%
- 10Y*
- -2.52%
XDWD.DE
- 1D
- 0.32%
- 1M
- 1.49%
- 6M
- 12.36%
- YTD
- 12.57%
- 1Y
- 24.32%
- 3Y*
- 17.54%
- 5Y*
- 12.27%
- 10Y*
- 13.00%
DBXF.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXF.DE Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) | 1.17% | -5.38% | -0.73% | 9.69% | -34.17% | -6.47% | 11.63% | 15.76% | 3.26% | -1.52% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 12.57% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.84% |
Correlation
The correlation between DBXF.DE and XDWD.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | -0.00 |
The correlation between DBXF.DE and XDWD.DE shifts across timeframes, from -0.00 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DBXF.DE vs. XDWD.DE — Risk / Return Rank
DBXF.DE
XDWD.DE
DBXF.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBXF.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.40 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 3.82 | -4.11 |
| Martin ratioReturn relative to average drawdown | -0.61 | 15.31 | -15.92 |
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Drawdowns
DBXF.DE vs. XDWD.DE - Drawdown Comparison
The maximum DBXF.DE drawdown since its inception was -43.47%, 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 DBXF.DE and XDWD.DE.
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Drawdown Indicators
| DBXF.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.47% | -33.55% | -9.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.06% | -6.34% | +0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -11.81% | -21.64% | +9.83% |
Max Drawdown (5Y)Largest decline over 5 years | -41.93% | -21.64% | -20.29% |
Max Drawdown (10Y)Largest decline over 10 years | -43.47% | -33.55% | -9.92% |
Current DrawdownCurrent decline from peak | -36.34% | -0.11% | -36.23% |
Average DrawdownAverage peak-to-trough decline | -12.21% | -4.52% | -7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 1.58% | +1.29% |
Volatility
DBXF.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers II Eurozone Government Bond 15-30 UCITS ETF (Acc) (DBXF.DE) is 2.05%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 3.15%. This indicates that DBXF.DE experiences smaller price fluctuations and is considered to be less risky 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
| DBXF.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 3.15% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 7.16% | 7.97% | -0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.23% | 11.30% | -2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 14.15% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.47% | 15.09% | -3.62% |
DBXF.DE vs. XDWD.DE - Expense Ratio Comparison
DBXF.DE has a 0.15% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DBXF.DE vs. XDWD.DE - Dividend Comparison
Neither DBXF.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXF.DE and XDWD.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXF.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXF.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for XDWD.DE.
DBXF.DE is categorized as Government Bonds, while XDWD.DE is Global Equities. DBXF.DE tracks iBoxx EUR Eurozone 15-30 Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.15% for DBXF.DE and 0.19% for XDWD.DE.
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