UEEH.DE vs. XDWL.DE
UEEH.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist) and XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) are both Global Equities funds - UEEH.DE tracks the MSCI World Minimum Volatility while XDWL.DE tracks the MSCI World. Both are passively managed. Over the past 5 years, UEEH.DE returned 5.98%/yr vs 12.94%/yr for XDWL.DE. A 0.68 correlation means they provide meaningful diversification when combined. UEEH.DE charges 0.30%/yr vs 0.12%/yr for XDWL.DE.
Performance
UEEH.DE vs. XDWL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UEEH.DE achieves a 1.54% return, which is significantly lower than XDWL.DE's 10.94% return.
UEEH.DE
- 1D
- -0.04%
- 1M
- 1.86%
- YTD
- 1.54%
- 6M
- 1.53%
- 1Y
- 0.02%
- 3Y*
- 6.19%
- 5Y*
- 5.98%
- 10Y*
- —
XDWL.DE
- 1D
- 0.00%
- 1M
- 3.65%
- YTD
- 10.94%
- 6M
- 10.98%
- 1Y
- 23.78%
- 3Y*
- 17.62%
- 5Y*
- 12.94%
- 10Y*
- 12.83%
UEEH.DE vs. XDWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.54% | -1.55% | 17.56% | 3.56% | -4.40% | 23.98% | 0.94% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 10.94% | 7.90% | 26.08% | 20.26% | -13.81% | 32.92% | 8.68% |
Correlation
The correlation between UEEH.DE and XDWL.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2020 | 0.68 |
Over the past year, the correlation between UEEH.DE and XDWL.DE has dropped to 0.35 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
UEEH.DE vs. XDWL.DE — Risk / Return Rank
UEEH.DE
XDWL.DE
UEEH.DE vs. XDWL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) 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.
| UEEH.DE | XDWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -3.03 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.66 | -3.76 |
| Martin ratioReturn relative to average drawdown | -0.22 | 14.44 | -14.66 |
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
| UEEH.DE | XDWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 2.14 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.91 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.68 | -0.03 |
Drawdowns
UEEH.DE vs. XDWL.DE - Drawdown Comparison
The maximum UEEH.DE drawdown since its inception was -12.82%, smaller than the maximum XDWL.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for UEEH.DE and XDWL.DE.
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Drawdown Indicators
| UEEH.DE | XDWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.82% | -33.65% | +20.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.49% | -6.49% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -21.63% | +8.81% |
Max Drawdown (5Y)Largest decline over 5 years | -12.82% | -21.63% | +8.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -6.93% | -0.29% | -6.64% |
Average DrawdownAverage peak-to-trough decline | -4.41% | -4.56% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 1.65% | +0.87% |
Volatility
UEEH.DE vs. XDWL.DE - Volatility Comparison
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) and Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) have volatilities of 2.62% and 2.62%, 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.
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Volatility by Period
| UEEH.DE | XDWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.62% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 7.73% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.88% | 11.09% | -3.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.11% | 14.14% | -4.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.26% | 15.12% | -4.86% |
UEEH.DE vs. XDWL.DE - Expense Ratio Comparison
UEEH.DE has a 0.30% expense ratio, which is higher than XDWL.DE's 0.12% expense ratio.
Dividends
UEEH.DE vs. XDWL.DE - Dividend Comparison
UEEH.DE's dividend yield for the trailing twelve months is around 1.45%, more than XDWL.DE's 1.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UEEH.DE iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist | 1.45% | 1.49% | 1.59% | 1.76% | 1.70% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 1.17% | 1.28% | 1.65% | 1.58% | 1.77% | 2.08% | 1.95% | 1.98% | 1.40% | 1.94% | 1.83% |
Frequently Asked Questions
UEEH.DE and XDWL.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWL.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for UEEH.DE.
UEEH.DE tracks MSCI World Minimum Volatility, while XDWL.DE tracks MSCI World. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.30% for UEEH.DE and 0.12% for XDWL.DE.
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