DX2X.DE vs. XDWD.DE
DX2X.DE (Xtrackers Stoxx Europe 600 UCITS ETF (Acc)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DX2X.DE is a Europe Equities fund tracking the STOXX Europe 600 Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DX2X.DE returned 10.22%/yr vs 13.00%/yr for XDWD.DE. Their correlation of 0.81 suggests significant overlap in exposure. DX2X.DE charges 0.25%/yr vs 0.19%/yr for XDWD.DE.
Performance
DX2X.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DX2X.DE having a 12.30% return and XDWD.DE slightly higher at 12.57%. Over the past 10 years, DX2X.DE has underperformed XDWD.DE with an annualized return of 10.22%, while XDWD.DE has yielded a comparatively higher 13.00% annualized return.
DX2X.DE
- 1D
- 0.80%
- 1M
- 5.43%
- 6M
- 11.55%
- YTD
- 12.30%
- 1Y
- 23.23%
- 3Y*
- 15.47%
- 5Y*
- 10.46%
- 10Y*
- 10.22%
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%
DX2X.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2X.DE Xtrackers Stoxx Europe 600 UCITS ETF (Acc) | 12.30% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
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 DX2X.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 | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
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 DX2X.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
DX2X.DE vs. XDWD.DE — Risk / Return Rank
DX2X.DE
XDWD.DE
DX2X.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.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.
| DX2X.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 3.82 | -1.46 |
| Martin ratioReturn relative to average drawdown | 9.49 | 15.31 | -5.83 |
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Drawdowns
DX2X.DE vs. XDWD.DE - Drawdown Comparison
The maximum DX2X.DE drawdown since its inception was -36.05%, 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 DX2X.DE and XDWD.DE.
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Drawdown Indicators
| DX2X.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -33.55% | -2.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.81% | -6.34% | -3.47% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -21.64% | +5.27% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -21.64% | +0.80% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -33.55% | -2.50% |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -5.24% | -4.52% | -0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 1.58% | +0.86% |
Volatility
DX2X.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) has a higher volatility of 4.18% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 3.15%. This indicates that DX2X.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
| DX2X.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.15% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.24% | 7.97% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 11.30% | +1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.46% | 14.15% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 15.09% | +0.17% |
DX2X.DE vs. XDWD.DE - Expense Ratio Comparison
DX2X.DE has a 0.25% 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
DX2X.DE vs. XDWD.DE - Dividend Comparison
Neither DX2X.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
DX2X.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 0.25% for DX2X.DE.
DX2X.DE is categorized as Europe Equities, while XDWD.DE is Global Equities. DX2X.DE tracks STOXX Europe 600 Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.25% for DX2X.DE and 0.19% for XDWD.DE.
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