DXSC.DE vs. XDWI.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) are both Industrials Equities funds from Xtrackers - DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35 while XDWI.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, DXSC.DE returned 12.15%/yr vs 12.07%/yr for XDWI.DE. A 0.62 correlation means they provide meaningful diversification when combined. DXSC.DE charges 0.17%/yr vs 0.25%/yr for XDWI.DE.
Performance
DXSC.DE vs. XDWI.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 XDWI.DE's 12.20% return. Both investments have delivered pretty close results over the past 10 years, with DXSC.DE having a 12.15% annualized return and XDWI.DE not far behind at 12.07%.
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%
XDWI.DE
- 1D
- 0.11%
- 1M
- 1.18%
- YTD
- 12.20%
- 6M
- 13.38%
- 1Y
- 19.56%
- 3Y*
- 18.27%
- 5Y*
- 12.48%
- 10Y*
- 12.07%
DXSC.DE vs. XDWI.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% |
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 12.20% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.50% | -11.18% | 10.04% |
Correlation
The correlation between DXSC.DE and XDWI.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.63 |
The correlation between DXSC.DE and XDWI.DE has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
DXSC.DE vs. XDWI.DE — Risk / Return Rank
DXSC.DE
XDWI.DE
DXSC.DE vs. XDWI.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 Industrials UCITS ETF 1C (XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.25 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.10 | -1.52 |
| Martin ratioReturn relative to average drawdown | 1.79 | 7.51 | -5.72 |
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 | XDWI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.35 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.81 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.71 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.71 | -0.64 |
Drawdowns
DXSC.DE vs. XDWI.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than XDWI.DE's maximum drawdown of -38.10%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and XDWI.DE.
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Drawdown Indicators
| DXSC.DE | XDWI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -38.10% | -35.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -9.28% | -5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -19.09% | +1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -19.09% | -6.54% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -38.10% | -6.86% |
Current DrawdownCurrent decline from peak | -1.80% | -0.98% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -4.30% | -25.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 2.60% | +2.01% |
Volatility
DXSC.DE vs. XDWI.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 Industrials UCITS ETF 1C (XDWI.DE) at 3.96%. This indicates that DXSC.DE's price experiences larger fluctuations and is considered to be riskier than XDWI.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 | XDWI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 3.96% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 11.67% | +2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 14.44% | +2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 15.31% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 16.78% | +7.00% |
DXSC.DE vs. XDWI.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% expense ratio, which is lower than XDWI.DE's 0.25% 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. XDWI.DE - Dividend Comparison
Neither DXSC.DE nor XDWI.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and XDWI.DE have a correlation of 0.57, 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 0.25% for XDWI.DE.
DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while XDWI.DE tracks MSCI World/Materials NR USD. Their fees differ too: 0.17% for DXSC.DE and 0.25% for XDWI.DE.
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