MELE.BR vs. XZW0.DE

Last updated Apr 4, 2026

Compare and contrast key facts about Melexis NV (MELE.BR) and Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE).

XZW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Low Carbon SRI Leaders. It was launched on Apr 24, 2018.

Performance

MELE.BR vs. XZW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Melexis NV (MELE.BR) and Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MELE.BR achieves a -6.00% return, which is significantly lower than XZW0.DE's -5.32% return.

MELE.BR

• 1D: -1.46%
• 1M: 1.50%
• YTD: -6.00%
• 6M: -19.56%
• 1Y: 24.52%
• 3Y*: -15.62%
• 5Y*: -6.05%
• 10Y*: 4.85%

XZW0.DE

• 1D: -0.08%
• 1M: -3.52%
• YTD: -5.32%
• 6M: -2.50%
• 1Y: 20.03%
• 3Y*: 14.01%
• 5Y*: 10.06%
• 10Y*: —

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

MELE.BR vs. XZW0.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MELE.BR Melexis NV	-6.00%	8.23%	-35.08%	17.47%	-19.89%	34.50%	23.45%	36.43%	-37.60%
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C	-5.32%	6.65%	27.16%	22.75%	-16.66%	37.46%	5.71%	33.05%	-6.04%

Correlation

The correlation between MELE.BR and XZW0.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.

Return for Risk

MELE.BR vs. XZW0.DE — Risk / Return Rank

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

MELE.BR

MELE.BR Risk / Return Rank: 51
MELE.BR Sharpe Ratio Rank: 51
MELE.BR Sortino Ratio Rank: 47
MELE.BR Omega Ratio Rank: 45
MELE.BR Calmar Ratio Rank: 58
MELE.BR Martin Ratio Rank: 55

XZW0.DE

XZW0.DE Risk / Return Rank: 35
XZW0.DE Sharpe Ratio Rank: 30
XZW0.DE Sortino Ratio Rank: 28
XZW0.DE Omega Ratio Rank: 28
XZW0.DE Calmar Ratio Rank: 44
XZW0.DE Martin Ratio Rank: 46

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.

MELE.BR vs. XZW0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Melexis NV (MELE.BR) and Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.

	MELE.BR	XZW0.DE	Difference
Sharpe ratio Return per unit of total volatility	0.31	0.60	-0.30
Sortino ratio Return per unit of downside risk	0.73	0.92	-0.19
Omega ratio Gain probability vs. loss probability	1.09	1.13	-0.04
Calmar ratio Return relative to maximum drawdown	0.86	1.46	-0.60
Martin ratio Return relative to average drawdown	1.66	5.66	-4.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MELE.BR vs. XZW0.DE - Sharpe Ratio Comparison

The current MELE.BR Sharpe Ratio is 0.31, which is lower than the XZW0.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of MELE.BR and XZW0.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.

Sharpe Ratios by Period

	MELE.BR	XZW0.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.31	0.60	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	0.67	-0.84
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.70	-0.31

Drawdowns

MELE.BR vs. XZW0.DE - Drawdown Comparison

The maximum MELE.BR drawdown since its inception was -72.80%, which is greater than XZW0.DE's maximum drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for MELE.BR and XZW0.DE.

Drawdown Indicators

	MELE.BR	XZW0.DE	Difference
Max Drawdown Largest peak-to-trough decline	-72.80%	-33.22%	-39.58%
Max Drawdown (1Y) Largest decline over 1 year	-33.29%	-10.30%	-22.99%
Max Drawdown (5Y) Largest decline over 5 years	-54.62%	-22.36%	-32.26%
Max Drawdown (10Y) Largest decline over 10 years	-54.62%	—	—
Current Drawdown Current decline from peak	-40.93%	-7.33%	-33.60%
Average Drawdown Average peak-to-trough decline	-17.48%	-5.19%	-12.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.26%	2.66%	+14.60%

Volatility

MELE.BR vs. XZW0.DE - Volatility Comparison

Melexis NV (MELE.BR) has a higher volatility of 11.18% compared to Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) at 4.64%. This indicates that MELE.BR's price experiences larger fluctuations and is considered to be riskier than XZW0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MELE.BR	XZW0.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.18%	4.64%	+6.54%
Volatility (6M) Calculated over the trailing 6-month period	26.55%	9.29%	+17.26%
Volatility (1Y) Calculated over the trailing 1-year period	36.95%	16.46%	+20.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.36%	14.86%	+19.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.50%	16.44%	+19.06%

Dividends

MELE.BR vs. XZW0.DE - Dividend Comparison

MELE.BR's dividend yield for the trailing twelve months is around 6.85%, while XZW0.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MELE.BR Melexis NV	6.85%	6.43%	6.55%	3.84%	3.21%	2.10%	2.75%	3.28%	4.13%	2.37%	2.99%	2.55%
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%