FTWD.DE vs. XDEB.DE
FTWD.DE (Invesco FTSE All-World UCITS ETF USD Distribution) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - FTWD.DE tracks the FTSE All-World Index while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, FTWD.DE returned 17.83%/yr vs 7.75%/yr for XDEB.DE. At a 0.47 correlation, their price movements are largely independent. FTWD.DE charges 0.15%/yr vs 0.25%/yr for XDEB.DE.
Performance
FTWD.DE vs. XDEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FTWD.DE achieves a 14.08% return, which is significantly higher than XDEB.DE's 5.12% return.
FTWD.DE
- 1D
- 0.52%
- 1M
- 0.92%
- 6M
- 14.25%
- YTD
- 14.08%
- 1Y
- 26.51%
- 3Y*
- 17.83%
- 5Y*
- —
- 10Y*
- —
XDEB.DE
- 1D
- 0.46%
- 1M
- 3.30%
- 6M
- 6.00%
- YTD
- 5.12%
- 1Y
- 5.90%
- 3Y*
- 7.75%
- 5Y*
- 6.14%
- 10Y*
- 6.93%
FTWD.DE vs. XDEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
FTWD.DE Invesco FTSE All-World UCITS ETF USD Distribution | 14.08% | 9.08% | 24.54% | -0.42% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 5.12% | -1.27% | 17.84% | 3.23% |
Correlation
The correlation between FTWD.DE and XDEB.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2023 | 0.47 |
The correlation between FTWD.DE and XDEB.DE shifts across timeframes, from 0.28 (1 year) to 0.48 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
FTWD.DE vs. XDEB.DE — Risk / Return Rank
FTWD.DE
XDEB.DE
FTWD.DE vs. XDEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FTWD.DE | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.13 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.07 | 1.11 | +2.96 |
| Martin ratioReturn relative to average drawdown | 16.12 | 2.88 | +13.24 |
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Drawdowns
FTWD.DE vs. XDEB.DE - Drawdown Comparison
The maximum FTWD.DE drawdown since its inception was -21.01%, smaller than the maximum XDEB.DE drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for FTWD.DE and XDEB.DE.
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Drawdown Indicators
| FTWD.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.01% | -28.56% | +7.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -5.31% | -1.18% |
Max Drawdown (3Y)Largest decline over 3 years | -21.01% | -13.02% | -7.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.02% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.56% | — |
Current DrawdownCurrent decline from peak | -0.13% | -3.41% | +3.28% |
Average DrawdownAverage peak-to-trough decline | -3.16% | -6.78% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 2.04% | -0.40% |
Volatility
FTWD.DE vs. XDEB.DE - Volatility Comparison
Invesco FTSE All-World UCITS ETF USD Distribution (FTWD.DE) has a higher volatility of 3.62% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.06%. This indicates that FTWD.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTWD.DE | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.62% | 2.06% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 5.58% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 7.88% | +4.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.70% | 10.16% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 12.72% | +0.98% |
FTWD.DE vs. XDEB.DE - Expense Ratio Comparison
FTWD.DE has a 0.15% expense ratio, which is lower than XDEB.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
FTWD.DE vs. XDEB.DE - Dividend Comparison
FTWD.DE's dividend yield for the trailing twelve months is around 1.23%, while XDEB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
FTWD.DE Invesco FTSE All-World UCITS ETF USD Distribution | 1.23% | 1.36% | 1.49% | 0.70% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FTWD.DE and XDEB.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FTWD.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FTWD.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDEB.DE.
FTWD.DE tracks FTSE All-World Index, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: Invesco and DWS. Their fees differ too: 0.15% for FTWD.DE and 0.25% for XDEB.DE.
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