IBCH.DE vs. XWEB.DE
IBCH.DE (iShares MSCI World EUR Hedged UCITS ETF Accumulating) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - IBCH.DE tracks the MSCI World 100% Hedged to EUR Net while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, IBCH.DE returned 23.44% vs 3.62% for XWEB.DE. At a 0.50 correlation, their price movements are largely independent. IBCH.DE charges 0.55%/yr vs 0.25%/yr for XWEB.DE.
Performance
IBCH.DE vs. XWEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBCH.DE achieves a 8.84% return, which is significantly higher than XWEB.DE's 1.64% return.
IBCH.DE
- 1D
- 0.09%
- 1M
- 2.82%
- YTD
- 8.84%
- 6M
- 9.58%
- 1Y
- 23.44%
- 3Y*
- 18.41%
- 5Y*
- 10.57%
- 10Y*
- 11.23%
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.08%
- YTD
- 1.64%
- 6M
- 1.64%
- 1Y
- 3.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBCH.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
IBCH.DE iShares MSCI World EUR Hedged UCITS ETF Accumulating | 8.84% | 16.80% | 19.60% | 5.28% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
Correlation
The correlation between IBCH.DE and XWEB.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.50 |
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Return for Risk
IBCH.DE vs. XWEB.DE — Risk / Return Rank
IBCH.DE
XWEB.DE
IBCH.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.
| IBCH.DE | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.07 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 0.63 | +2.40 |
| Martin ratioReturn relative to average drawdown | 13.04 | 1.53 | +11.52 |
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
| IBCH.DE | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.08 | 0.41 | +1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.89 | -0.25 |
Drawdowns
IBCH.DE vs. XWEB.DE - Drawdown Comparison
The maximum IBCH.DE drawdown since its inception was -33.56%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for IBCH.DE and XWEB.DE.
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Drawdown Indicators
| IBCH.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.56% | -14.46% | -19.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -5.03% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.56% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -3.10% | +2.71% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -3.02% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.10% | -0.28% |
Volatility
IBCH.DE vs. XWEB.DE - Volatility Comparison
iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.DE) has a higher volatility of 2.94% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that IBCH.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBCH.DE | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.94% | 2.21% | +0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 5.37% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 7.78% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 9.49% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.32% | 9.49% | +5.83% |
IBCH.DE vs. XWEB.DE - Expense Ratio Comparison
IBCH.DE has a 0.55% expense ratio, which is higher than XWEB.DE's 0.25% expense ratio.
Dividends
IBCH.DE vs. XWEB.DE - Dividend Comparison
Neither IBCH.DE nor XWEB.DE has paid dividends to shareholders.
Frequently Asked Questions
IBCH.DE and XWEB.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEB.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for IBCH.DE.
IBCH.DE tracks MSCI World 100% Hedged to EUR Net, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.55% for IBCH.DE and 0.25% for XWEB.DE.
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