XCS5.DE vs. XDWD.DE
XCS5.DE (Xtrackers MSCI India Swap UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XCS5.DE is a Asia Pacific Equities fund tracking the MSCI India, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XCS5.DE returned 6.41%/yr vs 12.83%/yr for XDWD.DE. A 0.57 correlation means they provide meaningful diversification when combined. XCS5.DE charges 0.75%/yr vs 0.19%/yr for XDWD.DE.
Performance
XCS5.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCS5.DE achieves a -11.32% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, XCS5.DE has underperformed XDWD.DE with an annualized return of 6.41%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
XCS5.DE
- 1D
- 1.17%
- 1M
- -1.71%
- YTD
- -11.32%
- 6M
- -12.06%
- 1Y
- -14.48%
- 3Y*
- 2.32%
- 5Y*
- 3.97%
- 10Y*
- 6.41%
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XCS5.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XCS5.DE Xtrackers MSCI India Swap UCITS ETF 1C | -11.32% | -10.02% | 16.45% | 14.97% | -2.23% | 34.65% | 2.15% | 9.29% | -4.71% | 20.21% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XCS5.DE and XDWD.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.57 |
The correlation between XCS5.DE and XDWD.DE shifts across timeframes, from 0.45 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XCS5.DE vs. XDWD.DE — Risk / Return Rank
XCS5.DE
XDWD.DE
XCS5.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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.
| XCS5.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.01 | ||
| Sortino ratioReturn per unit of downside risk | -4.19 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.40 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 3.63 | -4.35 |
| Martin ratioReturn relative to average drawdown | -1.49 | 14.44 | -15.93 |
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
| XCS5.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | 2.14 | -3.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.90 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.84 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.78 | -0.54 |
Drawdowns
XCS5.DE vs. XDWD.DE - Drawdown Comparison
The maximum XCS5.DE drawdown since its inception was -41.37%, 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 XCS5.DE and XDWD.DE.
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Drawdown Indicators
| XCS5.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.37% | -33.55% | -7.82% |
Max Drawdown (1Y)Largest decline over 1 year | -20.16% | -6.54% | -13.62% |
Max Drawdown (3Y)Largest decline over 3 years | -28.79% | -21.64% | -7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -21.64% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -41.37% | -33.55% | -7.82% |
Current DrawdownCurrent decline from peak | -25.66% | -0.33% | -25.33% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -4.55% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.73% | 1.65% | +8.08% |
Volatility
XCS5.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) has a higher volatility of 5.61% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XCS5.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
| XCS5.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 2.60% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 7.77% | +5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 11.12% | +5.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 14.13% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 15.16% | +5.23% |
XCS5.DE vs. XDWD.DE - Expense Ratio Comparison
XCS5.DE has a 0.75% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Dividends
XCS5.DE vs. XDWD.DE - Dividend Comparison
Neither XCS5.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XCS5.DE and XDWD.DE have a correlation of 0.50, 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 0.75% for XCS5.DE.
XCS5.DE is categorized as Asia Pacific Equities, while XDWD.DE is Global Equities. XCS5.DE tracks MSCI India, while XDWD.DE tracks MSCI World. Their fees differ too: 0.75% for XCS5.DE and 0.19% for XDWD.DE.
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