PortfoliosLab logoPortfoliosLab logo
DBXT.DE vs. XDWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXT.DE vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DBXT.DE achieves a 1.02% return, which is significantly lower than XDWD.DE's 12.57% return. Over the past 10 years, DBXT.DE has underperformed XDWD.DE with an annualized return of 0.73%, while XDWD.DE has yielded a comparatively higher 13.00% annualized return.


DBXT.DE

1D
0.02%
1M
0.19%
6M
0.99%
YTD
1.02%
1Y
1.99%
3Y*
2.99%
5Y*
1.99%
10Y*
0.73%

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

DBXT.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXT.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc)
1.02%2.22%3.80%3.29%-0.04%-0.58%-0.56%-0.49%-0.48%-0.51%
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 DBXT.DE and XDWD.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.05

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

DBXT.DE vs. XDWD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBXT.DE
DBXT.DE Risk / Return Rank: 9999
Overall Rank
DBXT.DE Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DBXT.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
DBXT.DE Omega Ratio Rank: 9999
Omega Ratio Rank
DBXT.DE Calmar Ratio Rank: 100100
Calmar Ratio Rank
DBXT.DE Martin Ratio Rank: 100100
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 8383
Overall Rank
XDWD.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 8888
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.

DBXT.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.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.


DBXT.DEXDWD.DEDifference
Sharpe ratioReturn per unit of total volatility

+8.22

Sortino ratioReturn per unit of downside risk

+21.77

Omega ratioGain probability vs. loss probability

5.49

1.40

+4.10

Calmar ratioReturn relative to maximum drawdown

73.33

3.82

+69.51

Martin ratioReturn relative to average drawdown

349.66

15.31

+334.35

DBXT.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current DBXT.DE Sharpe Ratio is 10.37, which is higher than the XDWD.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of DBXT.DE and XDWD.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...

Drawdowns

DBXT.DE vs. XDWD.DE - Drawdown Comparison

The maximum DBXT.DE drawdown since its inception was -4.63%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for DBXT.DE and XDWD.DE.


Loading charts...

Drawdown Indicators


DBXT.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-4.63%

-33.55%

+28.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-6.34%

+6.31%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

-21.64%

+21.52%

Max Drawdown (5Y)

Largest decline over 5 years

-1.59%

-21.64%

+20.05%

Max Drawdown (10Y)

Largest decline over 10 years

-4.14%

-33.55%

+29.41%

Current Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-0.90%

-4.52%

+3.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.58%

-1.57%

Volatility

DBXT.DE vs. XDWD.DE - Volatility Comparison

The current volatility for Xtrackers II EUR Overnight Rate Swap UCITS ETF (Acc) (DBXT.DE) is 0.06%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 3.15%. This indicates that DBXT.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.


Loading charts...

Volatility by Period


DBXT.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

3.15%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.14%

7.97%

-7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

11.30%

-11.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.87%

14.15%

-13.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.13%

15.09%

-13.96%

DBXT.DE vs. XDWD.DE - Expense Ratio Comparison

DBXT.DE has a 0.10% 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

DBXT.DE vs. XDWD.DE - Dividend Comparison

Neither DBXT.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBXT.DE and XDWD.DE have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DBXT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DBXT.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for XDWD.DE.

DBXT.DE is categorized as Money Market, while XDWD.DE is Global Equities. DBXT.DE tracks Solactive €STR +8.5 Daily Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.10% for DBXT.DE and 0.19% for XDWD.DE.

Portfolio Optimizer

Find the right allocation for DBXT.DE and XDWD.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