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DX2D.DE vs. XDWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2D.DE vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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, DX2D.DE achieves a -15.03% return, which is significantly lower than XDWD.DE's 12.57% return. Over the past 10 years, DX2D.DE has underperformed XDWD.DE with an annualized return of 10.70%, while XDWD.DE has yielded a comparatively higher 13.00% annualized return.


DX2D.DE

1D
-0.28%
1M
2.67%
6M
-14.96%
YTD
-15.03%
1Y
-17.90%
3Y*
7.36%
5Y*
3.27%
10Y*
10.70%

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)

DX2D.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX2D.DE
Xtrackers LPX Private Equity Swap UCITS ETF (Acc)
-15.03%-10.95%31.41%40.37%-29.92%64.10%-0.69%45.42%-11.58%11.79%
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 DX2D.DE and XDWD.DE is 0.64, 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

0.64

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

0.72

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

0.79

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

0.79

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

0.81

The correlation between DX2D.DE and XDWD.DE shifts across timeframes, from 0.64 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DX2D.DE vs. XDWD.DE — Risk / Return Rank

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

DX2D.DE
DX2D.DE Risk / Return Rank: 33
Overall Rank
DX2D.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DX2D.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
DX2D.DE Omega Ratio Rank: 33
Omega Ratio Rank
DX2D.DE Calmar Ratio Rank: 44
Calmar Ratio Rank
DX2D.DE Martin Ratio Rank: 44
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.

DX2D.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.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.


DX2D.DEXDWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.02

Sortino ratioReturn per unit of downside risk

-4.09

Omega ratioGain probability vs. loss probability

0.86

1.40

-0.53

Calmar ratioReturn relative to maximum drawdown

-0.65

3.82

-4.47

Martin ratioReturn relative to average drawdown

-1.16

15.31

-16.47

DX2D.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current DX2D.DE Sharpe Ratio is -0.87, which is lower than the XDWD.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of DX2D.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.


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Drawdowns

DX2D.DE vs. XDWD.DE - Drawdown Comparison

The maximum DX2D.DE drawdown since its inception was -76.50%, 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 DX2D.DE and XDWD.DE.


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Drawdown Indicators


DX2D.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.50%

-33.55%

-42.95%

Max Drawdown (1Y)

Largest decline over 1 year

-27.39%

-6.34%

-21.05%

Max Drawdown (3Y)

Largest decline over 3 years

-35.34%

-21.64%

-13.70%

Max Drawdown (5Y)

Largest decline over 5 years

-36.85%

-21.64%

-15.21%

Max Drawdown (10Y)

Largest decline over 10 years

-48.24%

-33.55%

-14.69%

Current Drawdown

Current decline from peak

-30.56%

-0.11%

-30.45%

Average Drawdown

Average peak-to-trough decline

-15.75%

-4.52%

-11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.43%

1.58%

+13.85%

Volatility

DX2D.DE vs. XDWD.DE - Volatility Comparison

Xtrackers LPX Private Equity Swap UCITS ETF (Acc) (DX2D.DE) has a higher volatility of 5.46% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 3.15%. This indicates that DX2D.DE's price experiences larger fluctuations and is considered to be riskier 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


DX2D.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

3.15%

+2.31%

Volatility (6M)

Calculated over the trailing 6-month period

16.67%

7.97%

+8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

11.30%

+9.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.49%

14.15%

+9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

15.09%

+7.93%

DX2D.DE vs. XDWD.DE - Expense Ratio Comparison

DX2D.DE has a 0.70% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.


Dividends

DX2D.DE vs. XDWD.DE - Dividend Comparison

Neither DX2D.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DX2D.DE and XDWD.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.70% for DX2D.DE.

DX2D.DE tracks LPX Major Market Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.70% for DX2D.DE and 0.19% for XDWD.DE.

Portfolio Optimizer

Find the right allocation for DX2D.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.

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