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XCTW.DE vs. XWEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCTW.DE vs. XWEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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, XCTW.DE achieves a 9.85% return, which is significantly higher than XWEB.DE's 1.64% return.


XCTW.DE

1D
0.05%
1M
4.92%
YTD
9.85%
6M
10.34%
1Y
22.78%
3Y*
16.67%
5Y*
10Y*

XWEB.DE

1D
0.38%
1M
1.45%
YTD
1.64%
6M
1.85%
1Y
3.21%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCTW.DE vs. XWEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XCTW.DE
Xtrackers MSCI World Climate Transition UCITS ETF
9.85%7.28%25.26%7.45%
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
1.64%1.61%16.94%4.70%

Correlation

The correlation between XCTW.DE and XWEB.DE is 0.58, 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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2023

0.69

The correlation between XCTW.DE and XWEB.DE shifts across timeframes, from 0.58 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XCTW.DE vs. XWEB.DE — Risk / Return Rank

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

XCTW.DE
XCTW.DE Risk / Return Rank: 6161
Overall Rank
XCTW.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XCTW.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
XCTW.DE Omega Ratio Rank: 6161
Omega Ratio Rank
XCTW.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
XCTW.DE Martin Ratio Rank: 6666
Martin Ratio Rank

XWEB.DE
XWEB.DE Risk / Return Rank: 1515
Overall Rank
XWEB.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XWEB.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XWEB.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XWEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XWEB.DE Martin Ratio Rank: 1616
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.

XCTW.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.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.


XCTW.DEXWEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.37

1.07

+0.29

Calmar ratioReturn relative to maximum drawdown

2.94

0.63

+2.30

Martin ratioReturn relative to average drawdown

11.85

1.53

+10.33

XCTW.DE vs. XWEB.DE - Sharpe Ratio Comparison

The current XCTW.DE Sharpe Ratio is 1.96, which is higher than the XWEB.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of XCTW.DE and XWEB.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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Sharpe Ratios by Period


XCTW.DEXWEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.41

+1.55

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.89

+0.40

Drawdowns

XCTW.DE vs. XWEB.DE - Drawdown Comparison

The maximum XCTW.DE drawdown since its inception was -21.64%, 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 XCTW.DE and XWEB.DE.


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Drawdown Indicators


XCTW.DEXWEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.64%

-14.46%

-7.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.72%

-5.03%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

Current Drawdown

Current decline from peak

-0.31%

-3.10%

+2.79%

Average Drawdown

Average peak-to-trough decline

-2.65%

-3.02%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

2.10%

-0.18%

Volatility

XCTW.DE vs. XWEB.DE - Volatility Comparison

Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) has a higher volatility of 2.68% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that XCTW.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


XCTW.DEXWEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.21%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

5.37%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

7.78%

+3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.16%

9.49%

+3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.16%

9.49%

+3.67%

XCTW.DE vs. XWEB.DE - Expense Ratio Comparison

XCTW.DE has a 0.19% expense ratio, which is lower than XWEB.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

XCTW.DE vs. XWEB.DE - Dividend Comparison

Neither XCTW.DE nor XWEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCTW.DE and XWEB.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCTW.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCTW.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XWEB.DE.

XCTW.DE tracks MSCI ACWI NR USD, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: DWS and Xtrackers. Their fees differ too: 0.19% for XCTW.DE and 0.25% for XWEB.DE.

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