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DX2Z.DE vs. XDWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2Z.DE vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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, DX2Z.DE achieves a 10.31% return, which is significantly lower than XDWD.DE's 12.57% return. Over the past 10 years, DX2Z.DE has underperformed XDWD.DE with an annualized return of 11.40%, while XDWD.DE has yielded a comparatively higher 13.00% annualized return.


DX2Z.DE

1D
0.61%
1M
2.36%
6M
8.54%
YTD
10.31%
1Y
29.81%
3Y*
18.61%
5Y*
12.91%
10Y*
11.40%

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)

DX2Z.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX2Z.DE
Xtrackers S&P Select Frontier Swap UCITS ETF (Acc)
10.31%18.38%30.33%20.29%-15.40%26.53%-13.05%26.32%-14.75%22.09%
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 DX2Z.DE and XDWD.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.41

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

0.45

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

0.54

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

0.58

Over the past year, the correlation between DX2Z.DE and XDWD.DE has dropped to 0.31 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

DX2Z.DE vs. XDWD.DE — Risk / Return Rank

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

DX2Z.DE
DX2Z.DE Risk / Return Rank: 5353
Overall Rank
DX2Z.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DX2Z.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
DX2Z.DE Omega Ratio Rank: 5252
Omega Ratio Rank
DX2Z.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
DX2Z.DE Martin Ratio Rank: 4848
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.

DX2Z.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.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.


DX2Z.DEXDWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratioReturn relative to maximum drawdown

2.26

3.82

-1.57

Martin ratioReturn relative to average drawdown

6.70

15.31

-8.62

DX2Z.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current DX2Z.DE Sharpe Ratio is 1.58, which is comparable to the XDWD.DE Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of DX2Z.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

DX2Z.DE vs. XDWD.DE - Drawdown Comparison

The maximum DX2Z.DE drawdown since its inception was -76.62%, 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 DX2Z.DE and XDWD.DE.


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Drawdown Indicators


DX2Z.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.62%

-33.55%

-43.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-6.34%

-6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-21.64%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

-21.64%

-1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

-33.55%

-11.99%

Current Drawdown

Current decline from peak

0.00%

-0.11%

+0.11%

Average Drawdown

Average peak-to-trough decline

-44.91%

-4.52%

-40.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

1.58%

+2.86%

Volatility

DX2Z.DE vs. XDWD.DE - Volatility Comparison

Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) has a higher volatility of 3.87% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 3.15%. This indicates that DX2Z.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


DX2Z.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

3.15%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

7.97%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

11.30%

+7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

14.15%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

15.09%

+3.69%

DX2Z.DE vs. XDWD.DE - Expense Ratio Comparison

DX2Z.DE has a 0.95% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.


Dividends

DX2Z.DE vs. XDWD.DE - Dividend Comparison

Neither DX2Z.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DX2Z.DE and XDWD.DE have a correlation of 0.31, 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 0.95% for DX2Z.DE.

DX2Z.DE is categorized as Emerging Markets Equities, while XDWD.DE is Global Equities. DX2Z.DE tracks S&P Select Frontier Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.95% for DX2Z.DE and 0.19% for XDWD.DE.

Portfolio Optimizer

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