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

Performance

DBXW.DE vs. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBXW.DE achieves a 10.90% return, which is significantly lower than PSWD.DE's 16.46% return. Over the past 10 years, DBXW.DE has outperformed PSWD.DE with an annualized return of 12.75%, while PSWD.DE has yielded a comparatively lower 11.86% annualized return.


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%

PSWD.DE

1D
-0.19%
1M
4.72%
YTD
16.46%
6M
17.75%
1Y
32.88%
3Y*
18.93%
5Y*
13.34%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DBXW.DE
Xtrackers MSCI World Swap UCITS ETF 1C
10.90%7.77%25.74%20.10%-13.86%32.72%5.42%31.34%-4.85%7.73%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
16.46%14.64%17.68%12.73%-3.63%31.90%-3.90%26.32%-9.60%5.60%

Correlation

The correlation between DBXW.DE and PSWD.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.84

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2014

0.83

The correlation between DBXW.DE and PSWD.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

DBXW.DE vs. PSWD.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

PSWD.DE
PSWD.DE Risk / Return Rank: 9191
Overall Rank
PSWD.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PSWD.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
PSWD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
PSWD.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
PSWD.DE Martin Ratio Rank: 9292
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. PSWD.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 Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.DEPSWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.17

Omega ratioGain probability vs. loss probability

1.40

1.58

-0.18

Calmar ratioReturn relative to maximum drawdown

3.58

5.56

-1.97

Martin ratioReturn relative to average drawdown

14.33

22.39

-8.07

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

The current DBXW.DE Sharpe Ratio is 2.13, which is lower than the PSWD.DE Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of DBXW.DE and PSWD.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.DEPSWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

3.10

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

1.00

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.80

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.68

-0.18

Drawdowns

DBXW.DE vs. PSWD.DE - Drawdown Comparison

The maximum DBXW.DE drawdown since its inception was -53.36%, which is greater than PSWD.DE's maximum drawdown of -36.39%. Use the drawdown chart below to compare losses from any high point for DBXW.DE and PSWD.DE.


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Drawdown Indicators


DBXW.DEPSWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-36.39%

-16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-6.59%

-5.89%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-21.66%

-18.19%

-3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-21.66%

-18.19%

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.81%

-36.39%

+2.58%

Current Drawdown

Current decline from peak

-0.32%

-0.31%

-0.01%

Average Drawdown

Average peak-to-trough decline

-9.48%

-4.65%

-4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.46%

+0.19%

Volatility

DBXW.DE vs. PSWD.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.DE) is 2.60%, while Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) has a volatility of 3.08%. This indicates that DBXW.DE experiences smaller price fluctuations and is considered to be less risky than PSWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXW.DEPSWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

3.08%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

7.86%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

10.54%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

13.16%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

15.19%

+0.35%

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

DBXW.DE has a 0.45% expense ratio, which is higher than PSWD.DE's 0.39% expense ratio.


Dividends

DBXW.DE vs. PSWD.DE - Dividend Comparison

DBXW.DE has not paid dividends to shareholders, while PSWD.DE's dividend yield for the trailing twelve months is around 1.75%.


PositionTTM20252024202320222021202020192018201720162015
DBXW.DE
Xtrackers MSCI World Swap UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PSWD.DE
Invesco FTSE RAFI All World 3000 UCITS ETF
1.75%2.03%2.27%2.48%2.66%1.92%1.98%2.37%2.56%2.06%1.97%2.02%

Frequently Asked Questions


DBXW.DE and PSWD.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PSWD.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PSWD.DE is cheaper with a 0.39% expense ratio, compared with 0.45% for DBXW.DE.

DBXW.DE tracks MSCI World, while PSWD.DE tracks FTSE RAFI All-World 3000. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.45% for DBXW.DE and 0.39% for PSWD.DE.

Portfolio Optimizer

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