IMAE.AS vs. XDWS.L
IMAE.AS (iShares Core MSCI Europe UCITS ETF EUR (Acc)) and XDWS.L (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both exchange-traded funds - IMAE.AS is a Europe Equities fund tracking the MSCI Europe NR EUR, while XDWS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, IMAE.AS returned 9.14%/yr vs 5.43%/yr for XDWS.L. At a 0.48 correlation, their price movements are largely independent. IMAE.AS charges 0.20%/yr vs 0.25%/yr for XDWS.L.
Performance
IMAE.AS vs. XDWS.L - Performance Comparison
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Different Trading Currencies
IMAE.AS is traded in EUR, while XDWS.L is traded in USD. To make them comparable, the XDWS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IMAE.AS achieves a 6.95% return, which is significantly higher than XDWS.L's 4.71% return. Over the past 10 years, IMAE.AS has outperformed XDWS.L with an annualized return of 9.14%, while XDWS.L has yielded a comparatively lower 5.43% annualized return.
IMAE.AS
- 1D
- -0.71%
- 1M
- 3.95%
- YTD
- 6.95%
- 6M
- 9.74%
- 1Y
- 16.05%
- 3Y*
- 13.28%
- 5Y*
- 9.84%
- 10Y*
- 9.14%
XDWS.L
- 1D
- 1.03%
- 1M
- -2.83%
- YTD
- 4.71%
- 6M
- 3.74%
- 1Y
- -0.31%
- 3Y*
- 3.36%
- 5Y*
- 4.99%
- 10Y*
- 5.43%
IMAE.AS vs. XDWS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMAE.AS iShares Core MSCI Europe UCITS ETF EUR (Acc) | 6.95% | 19.74% | 8.89% | 15.99% | -9.31% | 25.66% | -3.06% | 25.45% | -9.65% | 10.15% |
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.71% | -3.66% | 12.66% | -1.09% | 0.64% | 21.28% | -1.13% | 25.08% | -5.88% | 2.68% |
Correlation
The correlation between IMAE.AS and XDWS.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2016 | 0.48 |
Over the past year, the correlation between IMAE.AS and XDWS.L has dropped to 0.21 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
IMAE.AS vs. XDWS.L — Risk / Return Rank
IMAE.AS
XDWS.L
IMAE.AS vs. XDWS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L). 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.
| IMAE.AS | XDWS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.78 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.01 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | -0.04 | +1.71 |
| Martin ratioReturn relative to average drawdown | 6.19 | -0.06 | +6.26 |
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
| IMAE.AS | XDWS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | -0.02 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.42 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.42 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.43 | +0.10 |
Drawdowns
IMAE.AS vs. XDWS.L - Drawdown Comparison
The maximum IMAE.AS drawdown since its inception was -35.60%, which is greater than XDWS.L's maximum drawdown of -23.03%. Use the drawdown chart below to compare losses from any high point for IMAE.AS and XDWS.L.
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Drawdown Indicators
| IMAE.AS | XDWS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.60% | -23.03% | -12.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.47% | -8.74% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -12.19% | -4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.44% | -12.37% | -7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -35.60% | -23.03% | -12.57% |
Current DrawdownCurrent decline from peak | -2.20% | -7.27% | +5.07% |
Average DrawdownAverage peak-to-trough decline | -5.32% | -5.02% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 4.34% | -1.78% |
Volatility
IMAE.AS vs. XDWS.L - Volatility Comparison
iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) have volatilities of 4.85% and 5.10%, 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
| IMAE.AS | XDWS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 5.10% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.61% | 10.60% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 12.77% | -0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 11.95% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 12.82% | +2.72% |
IMAE.AS vs. XDWS.L - Expense Ratio Comparison
IMAE.AS has a 0.20% expense ratio, which is lower than XDWS.L'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
IMAE.AS vs. XDWS.L - Dividend Comparison
Neither IMAE.AS nor XDWS.L has paid dividends to shareholders.
Frequently Asked Questions
IMAE.AS and XDWS.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IMAE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IMAE.AS is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWS.L.
IMAE.AS is categorized as Europe Equities, while XDWS.L is Consumer Staples Equities. IMAE.AS tracks MSCI Europe NR EUR, while XDWS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.20% for IMAE.AS and 0.25% for XDWS.L.
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