WRLD.DE vs. XWEB.DE
WRLD.DE (Rize Environmental Impact 100 UCITS ETF) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - WRLD.DE tracks the Foxberry SMS Environmental Impact 100 while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, WRLD.DE returned 26.89% vs 3.62% for XWEB.DE. At a 0.48 correlation, their price movements are largely independent. WRLD.DE charges 0.55%/yr vs 0.25%/yr for XWEB.DE.
Performance
WRLD.DE vs. XWEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WRLD.DE achieves a 18.45% return, which is significantly higher than XWEB.DE's 1.64% return.
WRLD.DE
- 1D
- -0.10%
- 1M
- 1.13%
- YTD
- 18.45%
- 6M
- 18.65%
- 1Y
- 26.89%
- 3Y*
- 10.05%
- 5Y*
- —
- 10Y*
- —
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.08%
- YTD
- 1.64%
- 6M
- 1.64%
- 1Y
- 3.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WRLD.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WRLD.DE Rize Environmental Impact 100 UCITS ETF | 18.45% | 11.71% | 1.59% | -2.50% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
Correlation
The correlation between WRLD.DE and XWEB.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.48 |
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Return for Risk
WRLD.DE vs. XWEB.DE — Risk / Return Rank
WRLD.DE
XWEB.DE
WRLD.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rize Environmental Impact 100 UCITS ETF (WRLD.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.
| WRLD.DE | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.07 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.63 | +2.94 |
| Martin ratioReturn relative to average drawdown | 11.33 | 1.53 | +9.80 |
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
| WRLD.DE | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 0.41 | +1.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.89 | -0.51 |
Drawdowns
WRLD.DE vs. XWEB.DE - Drawdown Comparison
The maximum WRLD.DE drawdown since its inception was -23.55%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for WRLD.DE and XWEB.DE.
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Drawdown Indicators
| WRLD.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -14.46% | -9.09% |
Max Drawdown (1Y)Largest decline over 1 year | -7.90% | -5.03% | -2.87% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | — | — |
Current DrawdownCurrent decline from peak | -0.38% | -3.10% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -3.02% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 2.10% | +0.40% |
Volatility
WRLD.DE vs. XWEB.DE - Volatility Comparison
Rize Environmental Impact 100 UCITS ETF (WRLD.DE) has a higher volatility of 4.50% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that WRLD.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WRLD.DE | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 2.21% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | 5.37% | +5.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 7.78% | +7.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 9.49% | +7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 9.49% | +7.49% |
WRLD.DE vs. XWEB.DE - Expense Ratio Comparison
WRLD.DE has a 0.55% expense ratio, which is higher than XWEB.DE's 0.25% expense ratio.
Dividends
WRLD.DE vs. XWEB.DE - Dividend Comparison
Neither WRLD.DE nor XWEB.DE has paid dividends to shareholders.
Frequently Asked Questions
WRLD.DE and XWEB.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEB.DE is cheaper with a 0.25% expense ratio, compared with 0.55% for WRLD.DE.
WRLD.DE tracks Foxberry SMS Environmental Impact 100, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: Goldman Sachs and Xtrackers. Their fees differ too: 0.55% for WRLD.DE and 0.25% for XWEB.DE.
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