EXV8.DE vs. XDWI.DE
EXV8.DE (iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)) and XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) are both Industrials Equities funds - EXV8.DE tracks the STOXX® Europe 600 Construction & Materials while XDWI.DE tracks the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, EXV8.DE returned 10.37%/yr vs 12.07%/yr for XDWI.DE. A 0.76 correlation means they provide meaningful diversification when combined. EXV8.DE charges 0.46%/yr vs 0.25%/yr for XDWI.DE.
Performance
EXV8.DE vs. XDWI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than XDWI.DE's 12.20% return. Over the past 10 years, EXV8.DE has underperformed XDWI.DE with an annualized return of 10.37%, while XDWI.DE has yielded a comparatively higher 12.07% annualized return.
EXV8.DE
- 1D
- 0.17%
- 1M
- -1.18%
- YTD
- 1.00%
- 6M
- 3.34%
- 1Y
- 7.54%
- 3Y*
- 15.58%
- 5Y*
- 9.70%
- 10Y*
- 10.37%
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%
EXV8.DE vs. XDWI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.00% | 25.00% | 6.42% | 33.57% | -18.92% | 32.25% | -2.02% | 42.92% | -17.87% | 10.41% |
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 EXV8.DE and XDWI.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.76 |
The correlation between EXV8.DE and XDWI.DE has been stable across timeframes, ranging from 0.70 to 0.76 - a consistent structural relationship.
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Return for Risk
EXV8.DE vs. XDWI.DE — Risk / Return Rank
EXV8.DE
XDWI.DE
EXV8.DE vs. XDWI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.
| EXV8.DE | XDWI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.49 | 2.10 | -1.61 |
| Martin ratioReturn relative to average drawdown | 1.50 | 7.51 | -6.01 |
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
| EXV8.DE | XDWI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.35 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.81 | -0.31 |
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 | 0.44 | 0.71 | -0.27 |
Drawdowns
EXV8.DE vs. XDWI.DE - Drawdown Comparison
The maximum EXV8.DE drawdown since its inception was -66.09%, 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 EXV8.DE and XDWI.DE.
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Drawdown Indicators
| EXV8.DE | XDWI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.09% | -38.10% | -27.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.30% | -9.28% | -6.02% |
Max Drawdown (3Y)Largest decline over 3 years | -16.83% | -19.09% | +2.26% |
Max Drawdown (5Y)Largest decline over 5 years | -29.23% | -19.09% | -10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.81% | -38.10% | -4.71% |
Current DrawdownCurrent decline from peak | -6.66% | -0.98% | -5.68% |
Average DrawdownAverage peak-to-trough decline | -15.00% | -4.30% | -10.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.00% | 2.60% | +2.40% |
Volatility
EXV8.DE vs. XDWI.DE - Volatility Comparison
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) at 3.96%. This indicates that EXV8.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
| EXV8.DE | XDWI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.24% | 3.96% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 16.12% | 11.67% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 14.44% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.47% | 15.31% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.78% | +3.48% |
EXV8.DE vs. XDWI.DE - Expense Ratio Comparison
EXV8.DE has a 0.46% expense ratio, which is higher than XDWI.DE's 0.25% expense ratio.
Dividends
EXV8.DE vs. XDWI.DE - Dividend Comparison
EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while XDWI.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXV8.DE iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) | 1.39% | 1.39% | 1.69% | 1.59% | 1.78% | 1.34% | 0.53% | 1.55% | 1.66% | 2.87% | 2.80% | 2.79% |
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXV8.DE and XDWI.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWI.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWI.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for EXV8.DE.
EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while XDWI.DE tracks MSCI World/Materials NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXV8.DE and 0.25% for XDWI.DE.
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