DXSC.DE vs. XDWD.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - DXSC.DE is a Industrials Equities fund tracking the MSCI Europe Materials ESG Screened 20-35, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, DXSC.DE returned 12.15%/yr vs 12.83%/yr for XDWD.DE. A 0.60 correlation means they provide meaningful diversification when combined. DXSC.DE charges 0.17%/yr vs 0.19%/yr for XDWD.DE.
Performance
DXSC.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSC.DE achieves a 8.73% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, DXSC.DE has underperformed XDWD.DE with an annualized return of 12.15%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
DXSC.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
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 DXSC.DE and XDWD.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.60 |
The correlation between DXSC.DE and XDWD.DE has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
DXSC.DE vs. XDWD.DE — Risk / Return Rank
DXSC.DE
XDWD.DE
DXSC.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
| DXSC.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.40 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.63 | -3.06 |
| Martin ratioReturn relative to average drawdown | 1.79 | 14.44 | -12.65 |
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
| DXSC.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 2.14 | -1.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.90 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.84 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.78 | -0.72 |
Drawdowns
DXSC.DE vs. XDWD.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, 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 DXSC.DE and XDWD.DE.
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Drawdown Indicators
| DXSC.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -33.55% | -40.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -6.54% | -7.80% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -21.64% | +4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -21.64% | -3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -33.55% | -11.41% |
Current DrawdownCurrent decline from peak | -1.80% | -0.33% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -4.55% | -25.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 1.65% | +2.96% |
Volatility
DXSC.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a higher volatility of 6.43% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that DXSC.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
| DXSC.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 2.60% | +3.83% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 7.77% | +6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 11.12% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 14.13% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 15.16% | +8.62% |
DXSC.DE vs. XDWD.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% 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
DXSC.DE vs. XDWD.DE - Dividend Comparison
Neither DXSC.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and XDWD.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.19% for XDWD.DE.
DXSC.DE is categorized as Industrials Equities, while XDWD.DE is Global Equities. DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while XDWD.DE tracks MSCI World. Their fees differ too: 0.17% for DXSC.DE and 0.19% for XDWD.DE.
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