XB4A.DE vs. XDWD.DE
XB4A.DE (Xtrackers ATX UCITS ETF (Acc)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XB4A.DE is a Europe Equities fund tracking the ATX Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XB4A.DE returned 15.98%/yr vs 13.00%/yr for XDWD.DE. A 0.60 correlation means they provide meaningful diversification when combined. XB4A.DE charges 0.25%/yr vs 0.19%/yr for XDWD.DE.
Performance
XB4A.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XB4A.DE achieves a 26.47% return, which is significantly higher than XDWD.DE's 12.57% return. Over the past 10 years, XB4A.DE has outperformed XDWD.DE with an annualized return of 15.98%, while XDWD.DE has yielded a comparatively lower 13.00% annualized return.
XB4A.DE
- 1D
- 1.02%
- 1M
- 8.17%
- 6M
- 25.41%
- YTD
- 26.47%
- 1Y
- 51.75%
- 3Y*
- 31.70%
- 5Y*
- 17.96%
- 10Y*
- 15.98%
XDWD.DE
- 1D
- 0.32%
- 1M
- 1.49%
- 6M
- 12.36%
- YTD
- 12.57%
- 1Y
- 24.32%
- 3Y*
- 17.54%
- 5Y*
- 12.27%
- 10Y*
- 13.00%
XB4A.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XB4A.DE Xtrackers ATX UCITS ETF (Acc) | 26.47% | 51.29% | 11.01% | 14.27% | -16.45% | 42.39% | -10.86% | 19.79% | -17.99% | 32.88% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 12.57% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.84% |
Correlation
The correlation between XB4A.DE and XDWD.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.60 |
The correlation between XB4A.DE and XDWD.DE shifts across timeframes, from 0.50 (3 years) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XB4A.DE vs. XDWD.DE — Risk / Return Rank
XB4A.DE
XDWD.DE
XB4A.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ATX UCITS ETF (Acc) (XB4A.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XB4A.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.40 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.73 | 3.82 | +0.91 |
| Martin ratioReturn relative to average drawdown | 16.12 | 15.31 | +0.81 |
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Drawdowns
XB4A.DE vs. XDWD.DE - Drawdown Comparison
The maximum XB4A.DE drawdown since its inception was -53.54%, 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 XB4A.DE and XDWD.DE.
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Drawdown Indicators
| XB4A.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.54% | -33.55% | -19.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -6.34% | -4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -21.64% | +5.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.50% | -21.64% | -10.86% |
Max Drawdown (10Y)Largest decline over 10 years | -53.54% | -33.55% | -19.99% |
Current DrawdownCurrent decline from peak | -0.54% | -0.11% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -4.52% | -5.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 1.58% | +1.62% |
Volatility
XB4A.DE vs. XDWD.DE - Volatility Comparison
Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a higher volatility of 6.08% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 3.15%. This indicates that XB4A.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
| XB4A.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 3.15% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 7.97% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 11.30% | +6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.15% | 14.15% | +5.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.21% | 15.09% | +5.12% |
XB4A.DE vs. XDWD.DE - Expense Ratio Comparison
XB4A.DE has a 0.25% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XB4A.DE vs. XDWD.DE - Dividend Comparison
Neither XB4A.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XB4A.DE and XDWD.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XB4A.DE.
XB4A.DE is categorized as Europe Equities, while XDWD.DE is Global Equities. XB4A.DE tracks ATX Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.25% for XB4A.DE and 0.19% for XDWD.DE.
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