DXS1.DE vs. XDWD.DE
DXS1.DE (Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DXS1.DE is a Money Market fund tracking the Solactive SONIA Daily Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DXS1.DE returned 1.72%/yr vs 13.00%/yr for XDWD.DE. At a 0.34 correlation, their price movements are largely independent. DXS1.DE charges 0.10%/yr vs 0.19%/yr for XDWD.DE.
Performance
DXS1.DE vs. XDWD.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXS1.DE achieves a 3.66% return, which is significantly lower than XDWD.DE's 12.57% return. Over the past 10 years, DXS1.DE has underperformed XDWD.DE with an annualized return of 1.72%, while XDWD.DE has yielded a comparatively higher 13.00% annualized return.
DXS1.DE
- 1D
- -0.04%
- 1M
- 1.20%
- 6M
- 3.49%
- YTD
- 3.66%
- 1Y
- 4.44%
- 3Y*
- 4.57%
- 5Y*
- 3.44%
- 10Y*
- 1.72%
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%
DXS1.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXS1.DE Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) | 3.66% | -0.80% | 10.14% | 6.73% | -4.26% | 7.63% | -5.68% | 6.58% | -1.34% | -3.51% |
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 DXS1.DE and XDWD.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.34 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DXS1.DE vs. XDWD.DE — Risk / Return Rank
DXS1.DE
XDWD.DE
DXS1.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.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.
| DXS1.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 3.82 | -1.12 |
| Martin ratioReturn relative to average drawdown | 6.84 | 15.31 | -8.48 |
Loading charts...
Drawdowns
DXS1.DE vs. XDWD.DE - Drawdown Comparison
The maximum DXS1.DE drawdown since its inception was -30.55%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for DXS1.DE and XDWD.DE.
Loading charts...
Drawdown Indicators
| DXS1.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.55% | -33.55% | +3.00% |
Max Drawdown (1Y)Largest decline over 1 year | -1.64% | -6.34% | +4.70% |
Max Drawdown (3Y)Largest decline over 3 years | -4.61% | -21.64% | +17.03% |
Max Drawdown (5Y)Largest decline over 5 years | -7.36% | -21.64% | +14.28% |
Max Drawdown (10Y)Largest decline over 10 years | -16.71% | -33.55% | +16.84% |
Current DrawdownCurrent decline from peak | -2.91% | -0.11% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -12.80% | -4.52% | -8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.65% | 1.58% | -0.93% |
Volatility
DXS1.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) (DXS1.DE) is 0.81%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 3.15%. This indicates that DXS1.DE experiences smaller price fluctuations and is considered to be less risky than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXS1.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 3.15% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 7.97% | -5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.06% | 11.30% | -7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 14.15% | -8.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.01% | 15.09% | -6.08% |
DXS1.DE vs. XDWD.DE - Expense Ratio Comparison
DXS1.DE has a 0.10% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DXS1.DE vs. XDWD.DE - Dividend Comparison
DXS1.DE's dividend yield for the trailing twelve months is around 4.08%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXS1.DE Xtrackers II GBP Overnight Rate Swap UCITS ETF (Dist) | 4.08% | 4.75% | 4.91% | 4.04% | 0.35% | 0.02% | 0.57% | 0.95% | 0.63% | 0.20% | 1.28% | 0.79% |
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
DXS1.DE and XDWD.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXS1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXS1.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for XDWD.DE.
DXS1.DE is categorized as Money Market, while XDWD.DE is Global Equities. DXS1.DE tracks Solactive SONIA Daily Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.10% for DXS1.DE and 0.19% for XDWD.DE.
Find the right allocation for DXS1.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.
Open Portfolio Optimizer