XCTW.DE vs. XZWG.DE
Compare and contrast key facts about Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) and Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE).
XCTW.DE and XZWG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCTW.DE is a passively managed fund by DWS that tracks the performance of the MSCI ACWI NR USD. It was launched on Jan 31, 2023. XZWG.DE is a passively managed fund by DWS that tracks the performance of the Bloomberg Global Aggregate TR Hdg EUR. It was launched on Dec 7, 2021. Both XCTW.DE and XZWG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XCTW.DE vs. XZWG.DE - Performance Comparison
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XCTW.DE vs. XZWG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | -2.76% | 7.28% | 25.26% | 12.68% |
XZWG.DE Xtrackers II ESG Global Government Bond UCITS ETF | 0.31% | -4.17% | 1.51% | 3.03% |
Returns By Period
In the year-to-date period, XCTW.DE achieves a -2.76% return, which is significantly lower than XZWG.DE's 0.31% return.
XCTW.DE
- 1D
- -0.22%
- 1M
- -2.67%
- YTD
- -2.76%
- 6M
- 0.39%
- 1Y
- 10.48%
- 3Y*
- 13.95%
- 5Y*
- —
- 10Y*
- —
XZWG.DE
- 1D
- 0.16%
- 1M
- -1.46%
- YTD
- 0.31%
- 6M
- -0.02%
- 1Y
- -2.90%
- 3Y*
- -0.66%
- 5Y*
- —
- 10Y*
- —
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XCTW.DE vs. XZWG.DE - Expense Ratio Comparison
XCTW.DE has a 0.19% expense ratio, which is lower than XZWG.DE's 0.20% 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%.
Return for Risk
XCTW.DE vs. XZWG.DE — Risk / Return Rank
XCTW.DE
XZWG.DE
XCTW.DE vs. XZWG.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 II ESG Global Government Bond UCITS ETF (XZWG.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.DE | XZWG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | -0.68 | +1.33 |
Sortino ratioReturn per unit of downside risk | 0.97 | -0.85 | +1.82 |
Omega ratioGain probability vs. loss probability | 1.14 | 0.89 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | -0.64 | +2.73 |
Martin ratioReturn relative to average drawdown | 8.29 | -0.91 | +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
| XCTW.DE | XZWG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | -0.68 | +1.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | -0.65 | +1.66 |
Correlation
The correlation between XCTW.DE and XZWG.DE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XCTW.DE vs. XZWG.DE - Dividend Comparison
XCTW.DE has not paid dividends to shareholders, while XZWG.DE's dividend yield for the trailing twelve months is around 2.55%.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XZWG.DE Xtrackers II ESG Global Government Bond UCITS ETF | 2.55% | 2.53% | 2.56% | 1.74% | 1.16% |
Drawdowns
XCTW.DE vs. XZWG.DE - Drawdown Comparison
The maximum XCTW.DE drawdown since its inception was -21.64%, roughly equal to the maximum XZWG.DE drawdown of -20.85%. Use the drawdown chart below to compare losses from any high point for XCTW.DE and XZWG.DE.
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Drawdown Indicators
| XCTW.DE | XZWG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.64% | -20.85% | -0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -8.56% | -4.52% | -4.04% |
Current DrawdownCurrent decline from peak | -5.21% | -17.93% | +12.72% |
Average DrawdownAverage peak-to-trough decline | -2.75% | -15.17% | +12.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 3.20% | -1.26% |
Volatility
XCTW.DE vs. XZWG.DE - Volatility Comparison
Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) has a higher volatility of 4.44% compared to Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) at 1.51%. This indicates that XCTW.DE's price experiences larger fluctuations and is considered to be riskier than XZWG.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.DE | XZWG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 1.51% | +2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.57% | 2.50% | +6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.93% | 4.30% | +11.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.24% | 6.75% | +6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.24% | 6.75% | +6.49% |