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DBXW.DE vs. F50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXW.DE vs. F50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DBXW.DE having a 10.90% return and F50A.DE slightly lower at 10.81%.


DBXW.DE

1D
-0.01%
1M
4.86%
YTD
10.90%
6M
11.35%
1Y
23.71%
3Y*
17.46%
5Y*
12.79%
10Y*
12.75%

F50A.DE

1D
-0.04%
1M
4.86%
YTD
10.81%
6M
11.34%
1Y
24.34%
3Y*
17.70%
5Y*
12.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXW.DE vs. F50A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DBXW.DE
Xtrackers MSCI World Swap UCITS ETF 1C
10.90%7.77%25.74%20.10%-13.86%32.72%-0.47%
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
10.81%8.58%25.85%19.91%-13.61%32.73%-0.41%

Correlation

The correlation between DBXW.DE and F50A.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 19, 2020

0.91

The correlation between DBXW.DE and F50A.DE has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.

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Return for Risk

DBXW.DE vs. F50A.DE — Risk / Return Rank

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

DBXW.DE
DBXW.DE Risk / Return Rank: 6969
Overall Rank
DBXW.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DBXW.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
DBXW.DE Omega Ratio Rank: 6868
Omega Ratio Rank
DBXW.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
DBXW.DE Martin Ratio Rank: 7676
Martin Ratio Rank

F50A.DE
F50A.DE Risk / Return Rank: 7070
Overall Rank
F50A.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 6868
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 7777
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.

DBXW.DE vs. F50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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.


DBXW.DEF50A.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.58

3.66

-0.08

Martin ratioReturn relative to average drawdown

14.33

14.61

-0.29

DBXW.DE vs. F50A.DE - Sharpe Ratio Comparison

The current DBXW.DE Sharpe Ratio is 2.13, which is comparable to the F50A.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DBXW.DE and F50A.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.


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Sharpe Ratios by Period


DBXW.DEF50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.17

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.88

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.71

-0.22

Drawdowns

DBXW.DE vs. F50A.DE - Drawdown Comparison

The maximum DBXW.DE drawdown since its inception was -53.36%, which is greater than F50A.DE's maximum drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for DBXW.DE and F50A.DE.


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Drawdown Indicators


DBXW.DEF50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-32.88%

-20.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-6.62%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

-21.49%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-21.49%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.81%

Current Drawdown

Current decline from peak

-0.32%

-0.39%

+0.07%

Average Drawdown

Average peak-to-trough decline

-9.48%

-4.72%

-4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.66%

-0.01%

Volatility

DBXW.DE vs. F50A.DE - Volatility Comparison

Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE) have volatilities of 2.60% and 2.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXW.DEF50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

2.63%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

7.95%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

11.18%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

14.60%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

17.70%

-2.16%

DBXW.DE vs. F50A.DE - Expense Ratio Comparison

DBXW.DE has a 0.45% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.


Dividends

DBXW.DE vs. F50A.DE - Dividend Comparison

Neither DBXW.DE nor F50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, DBXW.DE and F50A.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.45% for DBXW.DE.

DBXW.DE tracks MSCI World, while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.45% for DBXW.DE and 0.05% for F50A.DE.

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