MWSH.DE vs. XDEB.DE
MWSH.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc)) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - MWSH.DE tracks the MSCI World SRI Filtered PAB Index (EUR Hedged) while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, MWSH.DE returned 8.73%/yr vs 6.14%/yr for XDEB.DE. At a 0.44 correlation, their price movements are largely independent. MWSH.DE charges 0.20%/yr vs 0.25%/yr for XDEB.DE.
Performance
MWSH.DE vs. XDEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MWSH.DE achieves a 14.77% return, which is significantly higher than XDEB.DE's 5.12% return.
MWSH.DE
- 1D
- 1.04%
- 1M
- 3.30%
- 6M
- 14.95%
- YTD
- 14.77%
- 1Y
- 21.64%
- 3Y*
- 13.76%
- 5Y*
- 8.73%
- 10Y*
- —
XDEB.DE
- 1D
- 0.46%
- 1M
- 3.30%
- 6M
- 6.00%
- YTD
- 5.12%
- 1Y
- 5.90%
- 3Y*
- 7.75%
- 5Y*
- 6.14%
- 10Y*
- 6.93%
MWSH.DE vs. XDEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MWSH.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) | 14.77% | 10.75% | 10.70% | 22.47% | -22.12% | 28.86% | 2.47% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 5.12% | -1.27% | 17.84% | 3.65% | -4.26% | 24.29% | -0.37% |
Correlation
The correlation between MWSH.DE and XDEB.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.44 |
Over the past year, the correlation between MWSH.DE and XDEB.DE has dropped to 0.16 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
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Return for Risk
MWSH.DE vs. XDEB.DE — Risk / Return Rank
MWSH.DE
XDEB.DE
MWSH.DE vs. XDEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) (MWSH.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.
| MWSH.DE | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.13 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 1.11 | +1.20 |
| Martin ratioReturn relative to average drawdown | 8.99 | 2.88 | +6.10 |
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Drawdowns
MWSH.DE vs. XDEB.DE - Drawdown Comparison
The maximum MWSH.DE drawdown since its inception was -26.96%, smaller than the maximum XDEB.DE drawdown of -28.56%. Use the drawdown chart below to compare losses from any high point for MWSH.DE and XDEB.DE.
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Drawdown Indicators
| MWSH.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.96% | -28.56% | +1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -5.31% | -4.02% |
Max Drawdown (3Y)Largest decline over 3 years | -19.08% | -13.02% | -6.06% |
Max Drawdown (5Y)Largest decline over 5 years | -26.96% | -13.02% | -13.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.56% | — |
Current DrawdownCurrent decline from peak | -0.75% | -3.41% | +2.66% |
Average DrawdownAverage peak-to-trough decline | -6.77% | -6.78% | +0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.04% | +0.36% |
Volatility
MWSH.DE vs. XDEB.DE - Volatility Comparison
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF EUR Hedged (Acc) (MWSH.DE) has a higher volatility of 4.84% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.06%. This indicates that MWSH.DE's price experiences larger fluctuations and is considered to be riskier than XDEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWSH.DE | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.84% | 2.06% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 5.58% | +5.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.19% | 7.88% | +6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 10.16% | +6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.33% | 12.72% | +3.61% |
MWSH.DE vs. XDEB.DE - Expense Ratio Comparison
MWSH.DE has a 0.20% expense ratio, which is lower than XDEB.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
MWSH.DE vs. XDEB.DE - Dividend Comparison
Neither MWSH.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
MWSH.DE and XDEB.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWSH.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWSH.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEB.DE.
MWSH.DE tracks MSCI World SRI Filtered PAB Index (EUR Hedged), while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and DWS. Their fees differ too: 0.20% for MWSH.DE and 0.25% for XDEB.DE.
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