PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
SWRD.MI vs. XDWL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SWRD.MI vs. XDWL.DE

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR MSCI World UCITS ETF (SWRD.MI) and Xtrackers MSCI World UCITS ETF 1D (XDWL.DE).

SWRD.MI and XDWL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SWRD.MI is a passively managed fund by State Street that tracks the performance of the MSCI World Index. It was launched on Feb 28, 2019. XDWL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Feb 23, 2015. Both SWRD.MI and XDWL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SWRD.MI vs. XDWL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World UCITS ETF (SWRD.MI) and Xtrackers MSCI World UCITS ETF 1D (XDWL.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SWRD.MI vs. XDWL.DE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
SWRD.MI
SPDR MSCI World UCITS ETF		-1.31%7.68%27.15%20.04%-13.69%32.91%5.96%6.07%
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D		-1.27%7.90%26.08%20.26%-13.72%32.78%5.44%6.03%

Returns By Period

The year-to-date returns for both investments are quite close, with SWRD.MI having a -1.31% return and XDWL.DE slightly higher at -1.27%.

SWRD.MI

1D
2.13%
1M
-2.99%
YTD
-1.31%
6M
2.26%
1Y
12.26%
3Y*
15.22%
5Y*
10.95%
10Y*
—

XDWL.DE

1D
2.09%
1M
-3.15%
YTD
-1.27%
6M
2.16%
1Y
12.19%
3Y*
15.16%
5Y*
10.88%
10Y*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SPDR MSCI World UCITS ETF

Xtrackers MSCI World UCITS ETF 1D

Often compared with SWRD.MI:
SWRD.MI vs. VWRA.LSWRD.MI vs. VUAA.LSWRD.MI vs. WTCH.ASSWRD.MI vs. SWRD.LSWRD.MI vs. SEMA.LSWRD.MI vs. VTSWRD.MI vs. VTI
Often compared with XDWL.DE:
XDWL.DE vs. XDWD.DEXDWL.DE vs. VWCE.DEXDWL.DE vs. IWRD.LXDWL.DE vs. VGWL.DEXDWL.DE vs. LYPS.DEXDWL.DE vs. EQQQ.LXDWL.DE vs. IDWR.L

SWRD.MI vs. XDWL.DE - Expense Ratio Comparison

Both SWRD.MI and XDWL.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

SWRD.MI
SPDR MSCI World UCITS ETF
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D

Return for Risk

SWRD.MI vs. XDWL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SWRD.MI
SWRD.MI Risk / Return Rank: 3838
Overall Rank
SWRD.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SWRD.MI Sortino Ratio Rank: 3636
Sortino Ratio Rank
SWRD.MI Omega Ratio Rank: 4040
Omega Ratio Rank
SWRD.MI Calmar Ratio Rank: 3535
Calmar Ratio Rank
SWRD.MI Martin Ratio Rank: 4444
Martin Ratio Rank
XDWL.DE
XDWL.DE Risk / Return Rank: 4545
Overall Rank
XDWL.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XDWL.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XDWL.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XDWL.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDWL.DE Martin Ratio Rank: 5959
Martin Ratio Rank
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.

SWRD.MI vs. XDWL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World UCITS ETF (SWRD.MI) and Xtrackers MSCI World UCITS ETF 1D (XDWL.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.

SWRD.MIXDWL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.75

0.76

-0.01

Sortino ratio

Return per unit of downside risk

1.10

1.10

0.00

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

0.94

1.40

-0.46

Martin ratio

Return relative to average drawdown

4.36

6.18

-1.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWRD.MI vs. XDWL.DE - Sharpe Ratio Comparison

The current SWRD.MI Sharpe Ratio is 0.75, which is comparable to the XDWL.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of SWRD.MI and XDWL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

SWRD.MIXDWL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.76

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.76

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.78

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.61

+0.11

Correlation

The correlation between SWRD.MI and XDWL.DE is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SWRD.MI vs. XDWL.DE - Dividend Comparison

SWRD.MI has not paid dividends to shareholders, while XDWL.DE's dividend yield for the trailing twelve months is around 1.28%.

TTM2025202420232022202120202019201820172016
SWRD.MI
SPDR MSCI World UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D		1.28%1.28%1.65%1.58%1.77%2.08%1.95%1.98%1.40%1.94%1.83%

Drawdowns

SWRD.MI vs. XDWL.DE - Drawdown Comparison

The maximum SWRD.MI drawdown since its inception was -33.74%, roughly equal to the maximum XDWL.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for SWRD.MI and XDWL.DE.

Loading graphics...

Drawdown Indicators

SWRD.MIXDWL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.74%

-33.65%

-0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-13.25%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.46%

-21.63%

+0.17%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.65%

—

Current Drawdown

Current decline from peak

-3.98%

-4.03%

+0.05%

Average Drawdown

Average peak-to-trough decline

-4.74%

-4.66%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.99%

+0.82%

Volatility

SWRD.MI vs. XDWL.DE - Volatility Comparison

SPDR MSCI World UCITS ETF (SWRD.MI) and Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) have volatilities of 4.49% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

SWRD.MIXDWL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.42%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

8.37%

+0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

16.08%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.09%

14.15%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

15.16%

+1.75%