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XCS3.DE vs. WTDX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS3.DE vs. WTDX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XCS3.DE achieves a 7.72% return, which is significantly lower than WTDX.DE's 22.21% return. Over the past 10 years, XCS3.DE has underperformed WTDX.DE with an annualized return of 1.97%, while WTDX.DE has yielded a comparatively higher 17.73% annualized return.


XCS3.DE

1D
0.94%
1M
2.88%
6M
3.30%
YTD
7.72%
1Y
24.42%
3Y*
13.77%
5Y*
7.01%
10Y*
1.97%

WTDX.DE

1D
-2.38%
1M
-1.31%
6M
12.25%
YTD
22.21%
1Y
51.38%
3Y*
29.84%
5Y*
27.20%
10Y*
17.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS3.DE vs. WTDX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCS3.DE
Xtrackers MSCI Malaysia UCITS ETF (Acc)
7.72%3.11%26.75%-7.60%1.23%-1.02%-6.99%1.63%-1.88%9.03%
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
22.21%17.86%36.79%37.12%11.85%27.70%-6.91%24.57%-17.23%8.62%

Correlation

The correlation between XCS3.DE and WTDX.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since May 18, 2015

0.31

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Return for Risk

XCS3.DE vs. WTDX.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XCS3.DE
XCS3.DE Risk / Return Rank: 7272
Overall Rank
XCS3.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XCS3.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
XCS3.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XCS3.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XCS3.DE Martin Ratio Rank: 6464
Martin Ratio Rank

WTDX.DE
WTDX.DE Risk / Return Rank: 9393
Overall Rank
WTDX.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 9191
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 9595
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.

XCS3.DE vs. WTDX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE) and WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.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.


XCS3.DEWTDX.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.30

1.46

-0.16

Calmar ratioReturn relative to maximum drawdown

3.10

6.32

-3.23

Martin ratioReturn relative to average drawdown

8.32

20.92

-12.59

XCS3.DE vs. WTDX.DE - Sharpe Ratio Comparison

The current XCS3.DE Sharpe Ratio is 1.76, which is lower than the WTDX.DE Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of XCS3.DE and WTDX.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XCS3.DE vs. WTDX.DE - Drawdown Comparison

The maximum XCS3.DE drawdown since its inception was -43.32%, which is greater than WTDX.DE's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for XCS3.DE and WTDX.DE.


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Drawdown Indicators


XCS3.DEWTDX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.32%

-38.23%

-5.09%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-8.09%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-23.65%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

-23.65%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

-32.53%

-2.96%

Current Drawdown

Current decline from peak

-3.02%

-4.85%

+1.83%

Average Drawdown

Average peak-to-trough decline

-17.42%

-9.16%

-8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.45%

+0.48%

Volatility

XCS3.DE vs. WTDX.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Malaysia UCITS ETF (Acc) (XCS3.DE) is 3.90%, while WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a volatility of 5.85%. This indicates that XCS3.DE experiences smaller price fluctuations and is considered to be less risky than WTDX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCS3.DEWTDX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

5.85%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

14.87%

-3.97%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

19.82%

-5.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.14%

19.46%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.01%

21.53%

-6.52%

XCS3.DE vs. WTDX.DE - Expense Ratio Comparison

XCS3.DE has a 0.50% expense ratio, which is higher than WTDX.DE's 0.48% expense ratio.


Dividends

XCS3.DE vs. WTDX.DE - Dividend Comparison

XCS3.DE has not paid dividends to shareholders, while WTDX.DE's dividend yield for the trailing twelve months is around 0.83%.


PositionTTM20252024202320222021202020192018201720162015
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
0.83%1.68%1.52%1.97%2.28%1.52%2.10%2.01%2.17%1.14%1.90%0.06%
XCS3.DE
Xtrackers MSCI Malaysia UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XCS3.DE and WTDX.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTDX.DE is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTDX.DE is cheaper with a 0.48% expense ratio, compared with 0.50% for XCS3.DE.

XCS3.DE is categorized as Asia Pacific Equities, while WTDX.DE is Japan Equities. XCS3.DE tracks MSCI Malaysia Index, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.50% for XCS3.DE and 0.48% for WTDX.DE.

Portfolio Optimizer

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