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EUNL.DE vs. XDWD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUNL.DE vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). The values are adjusted to include any dividend payments, if applicable.

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EUNL.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
-1.27%7.90%25.93%20.13%-13.59%32.71%5.48%31.34%-5.13%7.71%
XDWD.DE
Xtrackers MSCI World UCITS ETF 1C
-1.28%7.85%25.98%20.18%-13.67%32.74%5.48%31.27%-4.94%7.84%

Returns By Period

The year-to-date returns for both stocks are quite close, with EUNL.DE having a -1.27% return and XDWD.DE slightly lower at -1.28%. Both investments have delivered pretty close results over the past 10 years, with EUNL.DE having a 11.93% annualized return and XDWD.DE not far behind at 11.91%.


EUNL.DE

1D
2.13%
1M
-3.16%
YTD
-1.27%
6M
2.15%
1Y
12.22%
3Y*
15.10%
5Y*
10.84%
10Y*
11.93%

XDWD.DE

1D
2.06%
1M
-3.15%
YTD
-1.28%
6M
2.14%
1Y
12.13%
3Y*
15.11%
5Y*
10.83%
10Y*
11.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUNL.DE vs. XDWD.DE - Expense Ratio Comparison

EUNL.DE has a 0.20% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio. However, 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

EUNL.DE vs. XDWD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EUNL.DE
EUNL.DE Risk / Return Rank: 4545
Overall Rank
EUNL.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 6060
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 4545
Overall Rank
XDWD.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUNL.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.


EUNL.DEXDWD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.75

0.00

Sortino ratio

Return per unit of downside risk

1.10

1.09

0.00

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.40

1.40

-0.01

Martin ratio

Return relative to average drawdown

6.23

6.20

+0.04

EUNL.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current EUNL.DE Sharpe Ratio is 0.76, which is comparable to the XDWD.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of EUNL.DE and XDWD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUNL.DEXDWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.75

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.76

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.78

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.72

+0.05

Correlation

The correlation between EUNL.DE and XDWD.DE is 0.99, 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

EUNL.DE vs. XDWD.DE - Dividend Comparison

Neither EUNL.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUNL.DE vs. XDWD.DE - Drawdown Comparison

The maximum EUNL.DE drawdown since its inception was -33.63%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and XDWD.DE.


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Drawdown Indicators


EUNL.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-33.55%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-13.22%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-21.73%

-21.64%

-0.09%

Max Drawdown (10Y)

Largest decline over 10 years

-33.63%

-33.55%

-0.08%

Current Drawdown

Current decline from peak

-4.00%

-4.04%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.29%

-4.61%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.99%

-0.01%

Volatility

EUNL.DE vs. XDWD.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) have volatilities of 4.42% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNL.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

4.42%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

8.40%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

16.05%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

14.14%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.23%

15.20%

+0.03%