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

Performance

IWLE.DE vs. XWEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.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, IWLE.DE achieves a 7.23% return, which is significantly higher than XWEB.DE's 3.30% return.


IWLE.DE

1D
-0.47%
1M
-0.85%
YTD
7.23%
6M
7.12%
1Y
20.78%
3Y*
17.76%
5Y*
10.03%
10Y*

XWEB.DE

1D
0.00%
1M
0.84%
YTD
3.30%
6M
3.63%
1Y
7.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
IWLE.DE
iShares Core MSCI World UCITS ETF EUR Hedged Dist
7.23%16.76%19.70%6.29%
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
3.30%1.61%16.94%-6.46%

Correlation

The correlation between IWLE.DE and XWEB.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.48

The correlation between IWLE.DE and XWEB.DE shifts across timeframes, from 0.36 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IWLE.DE vs. XWEB.DE — Risk / Return Rank

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

IWLE.DE
IWLE.DE Risk / Return Rank: 5959
Overall Rank
IWLE.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IWLE.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
IWLE.DE Omega Ratio Rank: 5757
Omega Ratio Rank
IWLE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
IWLE.DE Martin Ratio Rank: 6969
Martin Ratio Rank

XWEB.DE
XWEB.DE Risk / Return Rank: 1616
Overall Rank
XWEB.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XWEB.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XWEB.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XWEB.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XWEB.DE Martin Ratio Rank: 1212
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.

IWLE.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.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.

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.


IWLE.DEXWEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.31

1.17

+0.14

Calmar ratioReturn relative to maximum drawdown

2.57

0.53

+2.04

Martin ratioReturn relative to average drawdown

11.25

0.78

+10.48

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

The current IWLE.DE Sharpe Ratio is 1.68, which is higher than the XWEB.DE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of IWLE.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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Drawdowns

IWLE.DE vs. XWEB.DE - Drawdown Comparison

The maximum IWLE.DE drawdown since its inception was -32.76%, which is greater than XWEB.DE's maximum drawdown of -14.73%. Use the drawdown chart below to compare losses from any high point for IWLE.DE and XWEB.DE.


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Drawdown Indicators


IWLE.DEXWEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.76%

-14.73%

-18.03%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-14.73%

+6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-17.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

Current Drawdown

Current decline from peak

-1.77%

-10.17%

+8.40%

Average Drawdown

Average peak-to-trough decline

-5.27%

-6.09%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

10.03%

-8.19%

Volatility

IWLE.DE vs. XWEB.DE - Volatility Comparison

iShares Core MSCI World UCITS ETF EUR Hedged Dist (IWLE.DE) has a higher volatility of 4.07% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 1.88%. This indicates that IWLE.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


IWLE.DEXWEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

1.88%

+2.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.70%

5.47%

+4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

22.65%

-10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.02%

16.74%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

16.74%

+0.02%

IWLE.DE vs. XWEB.DE - Expense Ratio Comparison

IWLE.DE has a 0.30% expense ratio, which is higher than XWEB.DE's 0.25% expense ratio.


Dividends

IWLE.DE vs. XWEB.DE - Dividend Comparison

IWLE.DE's dividend yield for the trailing twelve months is around 1.05%, while XWEB.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
IWLE.DE
iShares Core MSCI World UCITS ETF EUR Hedged Dist
1.05%1.11%1.27%1.43%1.76%1.20%1.04%0.53%
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IWLE.DE and XWEB.DE have a correlation of 0.36, 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 0.30% for IWLE.DE.

IWLE.DE tracks MSCI World Net TR Index, 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: 0.30% for IWLE.DE and 0.25% for XWEB.DE.

Portfolio Optimizer

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