DR7E.DE vs. XDWT.DE

Last updated Jun 5, 2026

DR7E.DE (Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both Technology Equities funds - DR7E.DE tracks the Solactive Autonomous & Electric Vehicles while XDWT.DE tracks the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 3 years, DR7E.DE returned 18.20%/yr vs 29.29%/yr for XDWT.DE. A 0.73 correlation means they provide meaningful diversification when combined. DR7E.DE charges 0.50%/yr vs 0.25%/yr for XDWT.DE.

Performance

DR7E.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DR7E.DE achieves a 41.08% return, which is significantly higher than XDWT.DE's 25.23% return.

DR7E.DE

• 1D: -1.47%
• 1M: 7.64%
• YTD: 41.08%
• 6M: 38.98%
• 1Y: 84.37%
• 3Y*: 18.20%
• 5Y*: —
• 10Y*: —

XDWT.DE

• 1D: -2.03%
• 1M: 12.76%
• YTD: 25.23%
• 6M: 23.47%
• 1Y: 47.87%
• 3Y*: 29.29%
• 5Y*: 22.52%
• 10Y*: 24.00%

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

DR7E.DE vs. XDWT.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DR7E.DE Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating	41.08%	15.37%	0.76%	23.30%	-30.28%	-2.43%
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C	25.23%	9.56%	41.11%	50.00%	-28.10%	2.18%

Correlation

The correlation between DR7E.DE and XDWT.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Nov 19, 2021	0.74

The correlation between DR7E.DE and XDWT.DE has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

Return for Risk

DR7E.DE vs. XDWT.DE — Risk / Return Rank

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

DR7E.DE

DR7E.DE Risk / Return Rank: 93
DR7E.DE Sharpe Ratio Rank: 95
DR7E.DE Sortino Ratio Rank: 93
DR7E.DE Omega Ratio Rank: 90
DR7E.DE Calmar Ratio Rank: 96
DR7E.DE Martin Ratio Rank: 93

XDWT.DE

XDWT.DE Risk / Return Rank: 64
XDWT.DE Sharpe Ratio Rank: 75
XDWT.DE Sortino Ratio Rank: 69
XDWT.DE Omega Ratio Rank: 65
XDWT.DE Calmar Ratio Rank: 63
XDWT.DE Martin Ratio Rank: 50

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.

DR7E.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.

	DR7E.DE	XDWT.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.67	2.38	+1.28
Sortino ratio: Return per unit of downside risk	4.58	3.10	+1.48
Omega ratio: Gain probability vs. loss probability	1.57	1.38	+0.19
Calmar ratio: Return relative to maximum drawdown	8.52	3.12	+5.40
Martin ratio: Return relative to average drawdown	24.61	8.24	+16.37
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DR7E.DE vs. XDWT.DE - Sharpe Ratio Comparison

The current DR7E.DE Sharpe Ratio is 3.67, which is higher than the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DR7E.DE and XDWT.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.

Sharpe Ratios by Period

	DR7E.DE	XDWT.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.67	2.38	+1.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.99	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	1.09	-0.80

Drawdowns

DR7E.DE vs. XDWT.DE - Drawdown Comparison

The maximum DR7E.DE drawdown since its inception was -40.66%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for DR7E.DE and XDWT.DE.

Drawdown Indicators

	DR7E.DE	XDWT.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.66%	-31.61%	-9.05%
Max Drawdown (1Y) Largest decline over 1 year	-9.95%	-15.59%	+5.64%
Max Drawdown (3Y) Largest decline over 3 years	-33.99%	-29.46%	-4.53%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.61%	—
Current Drawdown Current decline from peak	-2.08%	-2.61%	+0.53%
Average Drawdown Average peak-to-trough decline	-18.33%	-5.82%	-12.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	5.91%	-2.46%

Volatility

DR7E.DE vs. XDWT.DE - Volatility Comparison

Global X Autonomous & Electric Vehicles UCITS ETF USD Accumulating (DR7E.DE) has a higher volatility of 9.64% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) at 7.11%. This indicates that DR7E.DE's price experiences larger fluctuations and is considered to be riskier than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DR7E.DE	XDWT.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.64%	7.11%	+2.53%
Volatility (6M) Calculated over the trailing 6-month period	16.91%	14.96%	+1.95%
Volatility (1Y) Calculated over the trailing 1-year period	23.14%	20.39%	+2.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.01%	22.55%	+2.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.01%	21.46%	+3.55%

DR7E.DE vs. XDWT.DE - Expense Ratio Comparison

DR7E.DE has a 0.50% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.

Dividends

DR7E.DE vs. XDWT.DE - Dividend Comparison

Neither DR7E.DE nor XDWT.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DR7E.DE and XDWT.DE in my portfolio?

DR7E.DE and XDWT.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DR7E.DE or XDWT.DE?

On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DR7E.DE or XDWT.DE?

XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for DR7E.DE.

What is the main difference between DR7E.DE and XDWT.DE?

DR7E.DE tracks Solactive Autonomous & Electric Vehicles, while XDWT.DE tracks MSCI World/Information Tech NR USD. They also come from different issuers: Global X and Xtrackers. Their fees differ too: 0.50% for DR7E.DE and 0.25% for XDWT.DE.