DX2G.DE vs. XDWD.DE
DX2G.DE (Xtrackers CAC 40 UCITS ETF) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DX2G.DE is a Europe Equities fund tracking the CAC 40®, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DX2G.DE returned 9.43%/yr vs 12.83%/yr for XDWD.DE. A 0.75 correlation means they provide meaningful diversification when combined. DX2G.DE charges 0.20%/yr vs 0.19%/yr for XDWD.DE.
Performance
DX2G.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2G.DE achieves a 3.56% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, DX2G.DE has underperformed XDWD.DE with an annualized return of 9.43%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
DX2G.DE
- 1D
- 1.24%
- 1M
- 0.29%
- YTD
- 3.56%
- 6M
- 3.99%
- 1Y
- 9.17%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
DX2G.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 32.76% | -9.63% | 13.19% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between DX2G.DE and XDWD.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.75 |
The correlation between DX2G.DE and XDWD.DE shifts across timeframes, from 0.59 (3 years) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DX2G.DE vs. XDWD.DE — Risk / Return Rank
DX2G.DE
XDWD.DE
DX2G.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.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.
| DX2G.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.40 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 3.63 | -2.81 |
| Martin ratioReturn relative to average drawdown | 2.51 | 14.44 | -11.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DX2G.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.14 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.90 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.84 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.78 | -0.30 |
Drawdowns
DX2G.DE vs. XDWD.DE - Drawdown Comparison
The maximum DX2G.DE drawdown since its inception was -38.70%, 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 DX2G.DE and XDWD.DE.
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Drawdown Indicators
| DX2G.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -33.55% | -5.15% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -6.54% | -4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -21.64% | +5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -21.64% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | -33.55% | -5.15% |
Current DrawdownCurrent decline from peak | -2.30% | -0.33% | -1.97% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -4.55% | -1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 1.65% | +1.91% |
Volatility
DX2G.DE vs. XDWD.DE - Volatility Comparison
Xtrackers CAC 40 UCITS ETF (DX2G.DE) has a higher volatility of 4.71% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that DX2G.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
| DX2G.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 2.60% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 7.77% | +3.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 11.12% | +3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 14.13% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 15.16% | +2.79% |
DX2G.DE vs. XDWD.DE - Expense Ratio Comparison
DX2G.DE has a 0.20% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DX2G.DE vs. XDWD.DE - Dividend Comparison
DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
XDWD.DE Xtrackers MSCI World 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% |
Frequently Asked Questions
DX2G.DE and XDWD.DE have a correlation of 0.61, 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 0.20% for DX2G.DE.
DX2G.DE is categorized as Europe Equities, while XDWD.DE is Global Equities. DX2G.DE tracks CAC 40®, while XDWD.DE tracks MSCI World. Their fees differ too: 0.20% for DX2G.DE and 0.19% for XDWD.DE.
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