XAMB.DE vs. XDEB.DE
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) are both Global Equities funds - XAMB.DE tracks the MSCI World SRI Filtered PAB while XDEB.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, XAMB.DE returned 10.09%/yr vs 6.21%/yr for XDEB.DE. A 0.71 correlation means they provide meaningful diversification when combined. XAMB.DE charges 0.18%/yr vs 0.25%/yr for XDEB.DE.
Performance
XAMB.DE vs. XDEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly higher than XDEB.DE's 1.74% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
XDEB.DE
- 1D
- -0.04%
- 1M
- 1.52%
- YTD
- 1.74%
- 6M
- 1.86%
- 1Y
- -0.08%
- 3Y*
- 6.45%
- 5Y*
- 6.21%
- 10Y*
- 6.88%
XAMB.DE vs. XDEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 32.88% | -7.35% |
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 3.66% | -4.06% | 24.01% | -6.66% | 26.17% | -5.02% |
Correlation
The correlation between XAMB.DE and XDEB.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 | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.71 |
Over the past year, the correlation between XAMB.DE and XDEB.DE has dropped to 0.35 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
XAMB.DE vs. XDEB.DE — Risk / Return Rank
XAMB.DE
XDEB.DE
XAMB.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 Acc (XAMB.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.
| XAMB.DE | XDEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.58 | ||
| Sortino ratioReturn per unit of downside risk | +2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.00 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | -0.02 | +2.51 |
| Martin ratioReturn relative to average drawdown | 9.16 | -0.03 | +9.20 |
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
| XAMB.DE | XDEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | -0.01 | +1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.61 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.70 | +0.04 |
Drawdowns
XAMB.DE vs. XDEB.DE - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and XDEB.DE.
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Drawdown Indicators
| XAMB.DE | XDEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -28.57% | -3.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -5.31% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -13.02% | -9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -13.02% | -9.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.57% | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.53% | +6.53% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -5.03% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.37% | -0.11% |
Volatility
XAMB.DE vs. XDEB.DE - Volatility Comparison
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) has a higher volatility of 3.89% compared to Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) at 2.63%. This indicates that XAMB.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
| XAMB.DE | XDEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 2.63% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 5.56% | +4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 7.86% | +5.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 10.16% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 12.03% | +4.37% |
XAMB.DE vs. XDEB.DE - Expense Ratio Comparison
XAMB.DE has a 0.18% 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
XAMB.DE vs. XDEB.DE - Dividend Comparison
Neither XAMB.DE nor XDEB.DE has paid dividends to shareholders.
Frequently Asked Questions
XAMB.DE and XDEB.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, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDEB.DE.
XAMB.DE tracks MSCI World SRI Filtered PAB, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: Amundi and DWS. Their fees differ too: 0.18% for XAMB.DE and 0.25% for XDEB.DE.
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