IWLE.DE vs. XWEB.DE
IWLE.DE (iShares Core MSCI World UCITS ETF EUR Hedged Dist) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - IWLE.DE tracks the MSCI World Net TR Index while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, IWLE.DE returned 20.78% vs 7.77% for XWEB.DE. At a 0.48 correlation, their price movements are largely independent. IWLE.DE charges 0.30%/yr vs 0.25%/yr for XWEB.DE.
Performance
IWLE.DE vs. XWEB.DE - Performance Comparison
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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*
- —
IWLE.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
IWLE.DE
XWEB.DE
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.DE | XWEB.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.77% | -10.17% | +8.40% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -6.09% | +0.82% |
Ulcer IndexDepth 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.DE | XWEB.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
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