DXSL.DE vs. XDWI.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) are both Industrials Equities funds from Xtrackers - DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35 while XDWI.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, DXSL.DE returned 11.00%/yr vs 12.07%/yr for XDWI.DE. Their correlation of 0.83 suggests significant overlap in exposure. DXSL.DE charges 0.17%/yr vs 0.25%/yr for XDWI.DE.
Performance
DXSL.DE vs. XDWI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSL.DE achieves a 8.84% return, which is significantly lower than XDWI.DE's 12.20% return. Over the past 10 years, DXSL.DE has underperformed XDWI.DE with an annualized return of 11.00%, while XDWI.DE has yielded a comparatively higher 12.07% annualized return.
DXSL.DE
- 1D
- 0.45%
- 1M
- -0.31%
- YTD
- 8.84%
- 6M
- 10.88%
- 1Y
- 14.61%
- 3Y*
- 14.15%
- 5Y*
- 9.06%
- 10Y*
- 11.00%
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%
DXSL.DE vs. XDWI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 8.84% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
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 DXSL.DE and XDWI.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.83 |
The correlation between DXSL.DE and XDWI.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
DXSL.DE vs. XDWI.DE — Risk / Return Rank
DXSL.DE
XDWI.DE
DXSL.DE vs. XDWI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.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.
| DXSL.DE | XDWI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.25 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.10 | -1.00 |
| Martin ratioReturn relative to average drawdown | 3.89 | 7.51 | -3.62 |
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
| DXSL.DE | XDWI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.35 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.81 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.71 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.71 | -0.33 |
Drawdowns
DXSL.DE vs. XDWI.DE - Drawdown Comparison
The maximum DXSL.DE drawdown since its inception was -58.54%, 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 DXSL.DE and XDWI.DE.
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Drawdown Indicators
| DXSL.DE | XDWI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -38.10% | -20.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -9.28% | -3.93% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -19.09% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -19.09% | -11.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.92% | -38.10% | -3.82% |
Current DrawdownCurrent decline from peak | -3.07% | -0.98% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -4.30% | -5.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.60% | +1.15% |
Volatility
DXSL.DE vs. XDWI.DE - Volatility Comparison
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 6.00% compared to Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) at 3.96%. This indicates that DXSL.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
| DXSL.DE | XDWI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 3.96% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 11.67% | +4.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 14.44% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 15.31% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 16.78% | +2.86% |
DXSL.DE vs. XDWI.DE - Expense Ratio Comparison
DXSL.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
DXSL.DE vs. XDWI.DE - Dividend Comparison
Neither DXSL.DE nor XDWI.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSL.DE and XDWI.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDWI.DE.
DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while XDWI.DE tracks MSCI World/Materials NR USD. Their fees differ too: 0.17% for DXSL.DE and 0.25% for XDWI.DE.
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