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IBCH.DE vs. XWEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBCH.DE vs. XWEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World EUR Hedged UCITS ETF Accumulating (IBCH.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBCH.DE vs. XWEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

IBCH.DE
IBCH.DE Risk / Return Rank: 6565
Overall Rank
IBCH.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IBCH.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
IBCH.DE Omega Ratio Rank: 6464
Omega Ratio Rank
IBCH.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IBCH.DE Martin Ratio Rank: 7171
Martin Ratio Rank

XWEB.DE
XWEB.DE Risk / Return Rank: 1515
Overall Rank
XWEB.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XWEB.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XWEB.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XWEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XWEB.DE Martin Ratio Rank: 1616
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.

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.DEXWEB.DEDifference
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

IBCH.DE vs. XWEB.DE - Sharpe Ratio Comparison

The current IBCH.DE Sharpe Ratio is 2.08, which is higher than the XWEB.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of IBCH.DE and XWEB.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IBCH.DEXWEB.DEDifference

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.DEXWEB.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.39%

-3.10%

+2.71%

Average Drawdown

Average peak-to-trough decline

-4.62%

-3.02%

-1.60%

Ulcer Index

Depth 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.DEXWEB.DEDifference

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.


Tickers have no history of dividend payments

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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