IXUA.DE vs. XWEB.DE
IXUA.DE (iShares MSCI World ex-USA UCITS ETF USD Acc) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - IXUA.DE tracks the MSCI World ex USA while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, IXUA.DE returned 20.67% vs 3.62% for XWEB.DE. A 0.61 correlation means they provide meaningful diversification when combined. IXUA.DE charges 0.15%/yr vs 0.25%/yr for XWEB.DE.
Performance
IXUA.DE vs. XWEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IXUA.DE achieves a 9.84% return, which is significantly higher than XWEB.DE's 1.64% return.
IXUA.DE
- 1D
- 0.20%
- 1M
- 1.58%
- YTD
- 9.84%
- 6M
- 11.80%
- 1Y
- 20.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.08%
- YTD
- 1.64%
- 6M
- 1.64%
- 1Y
- 3.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IXUA.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IXUA.DE iShares MSCI World ex-USA UCITS ETF USD Acc | 9.84% | 11.45% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | -1.55% |
Correlation
The correlation between IXUA.DE and XWEB.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025 | 0.61 |
The correlation between IXUA.DE and XWEB.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
IXUA.DE vs. XWEB.DE — Risk / Return Rank
IXUA.DE
XWEB.DE
IXUA.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.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.
| IXUA.DE | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.07 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 0.63 | +1.81 |
| Martin ratioReturn relative to average drawdown | 9.50 | 1.53 | +7.98 |
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
| IXUA.DE | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 0.41 | +1.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.89 | +0.21 |
Drawdowns
IXUA.DE vs. XWEB.DE - Drawdown Comparison
The maximum IXUA.DE drawdown since its inception was -16.58%, 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 IXUA.DE and XWEB.DE.
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Drawdown Indicators
| IXUA.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.58% | -14.46% | -2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -5.03% | -3.50% |
Current DrawdownCurrent decline from peak | -0.74% | -3.10% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -2.09% | -3.02% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.10% | +0.10% |
Volatility
IXUA.DE vs. XWEB.DE - Volatility Comparison
iShares MSCI World ex-USA UCITS ETF USD Acc (IXUA.DE) has a higher volatility of 3.28% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that IXUA.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
| IXUA.DE | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.28% | 2.21% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.95% | 5.37% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 7.78% | +4.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 9.49% | +5.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 9.49% | +5.25% |
IXUA.DE vs. XWEB.DE - Expense Ratio Comparison
IXUA.DE has a 0.15% expense ratio, which is lower than XWEB.DE'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
IXUA.DE vs. XWEB.DE - Dividend Comparison
Neither IXUA.DE nor XWEB.DE has paid dividends to shareholders.
Frequently Asked Questions
IXUA.DE and XWEB.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IXUA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IXUA.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XWEB.DE.
IXUA.DE tracks MSCI World ex USA, 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: 0.15% for IXUA.DE and 0.25% for XWEB.DE.
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