DXSC.DE vs. XDWM.DE
Compare and contrast key facts about Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE).
DXSC.DE and XDWM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXSC.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe Materials ESG Screened 20-35. It was launched on Jun 26, 2007. XDWM.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Materials NR USD. It was launched on Mar 16, 2016. Both DXSC.DE and XDWM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DXSC.DE vs. XDWM.DE - Performance Comparison
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DXSC.DE vs. XDWM.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 | -0.01% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 11.13% | 12.88% | 0.02% | 10.77% | -4.99% | 26.01% | 9.43% | 25.66% | -13.34% | 13.08% |
Returns By Period
In the year-to-date period, DXSC.DE achieves a -0.01% return, which is significantly lower than XDWM.DE's 11.13% return. Over the past 10 years, DXSC.DE has outperformed XDWM.DE with an annualized return of 12.21%, while XDWM.DE has yielded a comparatively lower 11.13% annualized return.
DXSC.DE
- 1D
- 2.42%
- 1M
- -4.16%
- YTD
- -0.01%
- 6M
- 3.29%
- 1Y
- 3.54%
- 3Y*
- 6.37%
- 5Y*
- 3.88%
- 10Y*
- 12.21%
XDWM.DE
- 1D
- -0.48%
- 1M
- -2.59%
- YTD
- 11.13%
- 6M
- 18.57%
- 1Y
- 24.73%
- 3Y*
- 10.17%
- 5Y*
- 8.47%
- 10Y*
- 11.13%
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DXSC.DE vs. XDWM.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% expense ratio, which is lower than XDWM.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%.
Return for Risk
DXSC.DE vs. XDWM.DE — Risk / Return Rank
DXSC.DE
XDWM.DE
DXSC.DE vs. XDWM.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 Materials UCITS ETF 1C (XDWM.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 | XDWM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 1.33 | -1.12 |
Sortino ratioReturn per unit of downside risk | 0.39 | 1.82 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.25 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | 2.20 | -1.93 |
Martin ratioReturn relative to average drawdown | 0.75 | 10.28 | -9.53 |
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 | XDWM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 1.33 | -1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.50 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.63 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.61 | -0.56 |
Correlation
The correlation between DXSC.DE and XDWM.DE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DXSC.DE vs. XDWM.DE - Dividend Comparison
Neither DXSC.DE nor XDWM.DE has paid dividends to shareholders.
Drawdowns
DXSC.DE vs. XDWM.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than XDWM.DE's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and XDWM.DE.
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Drawdown Indicators
| DXSC.DE | XDWM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -33.91% | -39.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -13.67% | -0.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -20.77% | -4.99% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -33.91% | -11.05% |
Current DrawdownCurrent decline from peak | -7.49% | -5.94% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -30.43% | -5.51% | -24.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 2.92% | +2.12% |
Volatility
DXSC.DE vs. XDWM.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) is 7.81%, while Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a volatility of 8.40%. This indicates that DXSC.DE experiences smaller price fluctuations and is considered to be less risky than XDWM.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 | XDWM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.81% | 8.40% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 13.76% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.07% | 18.54% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 16.59% | +1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.24% | 17.52% | +6.72% |