SRT3.DE vs. XDWD.DE
Compare and contrast key facts about Sartorius Aktiengesellschaft (SRT3.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE).
XDWD.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Jul 22, 2014.
Performance
SRT3.DE vs. XDWD.DE - Performance Comparison
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SRT3.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRT3.DE Sartorius Aktiengesellschaft | -13.78% | 15.25% | -35.28% | -9.48% | -37.74% | 73.51% | 80.90% | 75.92% | 37.51% | 13.47% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | -1.22% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Returns By Period
In the year-to-date period, SRT3.DE achieves a -13.78% return, which is significantly lower than XDWD.DE's -1.22% return. Over the past 10 years, SRT3.DE has underperformed XDWD.DE with an annualized return of -0.32%, while XDWD.DE has yielded a comparatively higher 11.89% annualized return.
SRT3.DE
- 1D
- 0.24%
- 1M
- -5.06%
- YTD
- -13.78%
- 6M
- -3.65%
- 1Y
- -0.96%
- 3Y*
- -17.24%
- 5Y*
- -12.82%
- 10Y*
- -0.32%
XDWD.DE
- 1D
- 0.07%
- 1M
- -1.93%
- YTD
- -1.22%
- 6M
- 1.84%
- 1Y
- 12.40%
- 3Y*
- 15.02%
- 5Y*
- 10.84%
- 10Y*
- 11.89%
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Return for Risk
SRT3.DE vs. XDWD.DE — Risk / Return Rank
SRT3.DE
XDWD.DE
SRT3.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sartorius Aktiengesellschaft (SRT3.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| SRT3.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 0.77 | -0.80 |
Sortino ratioReturn per unit of downside risk | 0.27 | 1.12 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.17 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 2.78 | -2.49 |
Martin ratioReturn relative to average drawdown | 0.60 | 10.58 | -9.98 |
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
| SRT3.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.77 | -0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.29 | 0.76 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | 0.78 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.72 | -0.69 |
Correlation
The correlation between SRT3.DE and XDWD.DE is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SRT3.DE vs. XDWD.DE - Dividend Comparison
SRT3.DE's dividend yield for the trailing twelve months is around 0.35%, while XDWD.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRT3.DE Sartorius Aktiengesellschaft | 0.35% | 0.30% | 0.34% | 0.43% | 0.34% | 0.12% | 0.31% | 0.32% | 0.47% | 0.58% | 0.54% | 0.11% |
XDWD.DE Xtrackers MSCI World 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% |
Drawdowns
SRT3.DE vs. XDWD.DE - Drawdown Comparison
The maximum SRT3.DE drawdown since its inception was -98.30%, which is greater than XDWD.DE's maximum drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for SRT3.DE and XDWD.DE.
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Drawdown Indicators
| SRT3.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.30% | -33.55% | -64.75% |
Max Drawdown (1Y)Largest decline over 1 year | -24.66% | -8.78% | -15.88% |
Max Drawdown (5Y)Largest decline over 5 years | -70.68% | -21.64% | -49.04% |
Max Drawdown (10Y)Largest decline over 10 years | -77.52% | -33.55% | -43.97% |
Current DrawdownCurrent decline from peak | -64.46% | -3.98% | -60.48% |
Average DrawdownAverage peak-to-trough decline | -64.22% | -4.61% | -59.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.58% | 1.71% | +9.87% |
Volatility
SRT3.DE vs. XDWD.DE - Volatility Comparison
Sartorius Aktiengesellschaft (SRT3.DE) has a higher volatility of 12.95% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 4.24%. This indicates that SRT3.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRT3.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.95% | 4.24% | +8.71% |
Volatility (6M)Calculated over the trailing 6-month period | 26.51% | 8.37% | +18.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.04% | 16.01% | +24.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.26% | 14.13% | +30.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.56% | 15.20% | +31.36% |