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XD9U.DE vs. XDWD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9U.DE vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XD9U.DE having a 11.32% return and XDWD.DE slightly lower at 10.91%. Over the past 10 years, XD9U.DE has outperformed XDWD.DE with an annualized return of 14.92%, while XDWD.DE has yielded a comparatively lower 12.83% annualized return.


XD9U.DE

1D
-0.07%
1M
4.48%
YTD
11.32%
6M
10.63%
1Y
25.16%
3Y*
19.02%
5Y*
14.38%
10Y*
14.92%

XDWD.DE

1D
-0.01%
1M
3.63%
YTD
10.91%
6M
10.96%
1Y
23.80%
3Y*
17.56%
5Y*
12.89%
10Y*
12.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD9U.DE vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XD9U.DE
Xtrackers MSCI USA UCITS ETF 1C
11.32%4.60%32.32%23.38%-15.69%38.71%9.43%34.69%-1.30%6.77%
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 XD9U.DE and XDWD.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 18, 2014

0.96

The correlation between XD9U.DE and XDWD.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

XD9U.DE vs. XDWD.DE — Risk / Return Rank

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

XD9U.DE
XD9U.DE Risk / Return Rank: 6767
Overall Rank
XD9U.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XD9U.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XD9U.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XD9U.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XD9U.DE Martin Ratio Rank: 6666
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 7070
Overall Rank
XDWD.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 7676
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.

XD9U.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XD9U.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.


XD9U.DEXDWD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.43

3.63

-0.20

Martin ratioReturn relative to average drawdown

11.92

14.44

-2.52

XD9U.DE vs. XDWD.DE - Sharpe Ratio Comparison

The current XD9U.DE Sharpe Ratio is 2.15, which is comparable to the XDWD.DE Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of XD9U.DE and XDWD.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


XD9U.DEXDWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.14

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.90

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.91

0.84

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.78

+0.12

Drawdowns

XD9U.DE vs. XDWD.DE - Drawdown Comparison

The maximum XD9U.DE drawdown since its inception was -34.11%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and XDWD.DE.


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Drawdown Indicators


XD9U.DEXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.11%

-33.55%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-6.54%

-0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-23.68%

-21.64%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

-21.64%

-2.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.11%

-33.55%

-0.56%

Current Drawdown

Current decline from peak

-0.38%

-0.33%

-0.05%

Average Drawdown

Average peak-to-trough decline

-4.37%

-4.55%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

1.65%

+0.46%

Volatility

XD9U.DE vs. XDWD.DE - Volatility Comparison

Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) have volatilities of 2.71% and 2.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XD9U.DEXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.60%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.64%

7.77%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

11.12%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

14.13%

+1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

15.16%

+1.07%

XD9U.DE vs. XDWD.DE - Expense Ratio Comparison

XD9U.DE has a 0.07% expense ratio, which is lower than XDWD.DE's 0.19% 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

XD9U.DE vs. XDWD.DE - Dividend Comparison

Neither XD9U.DE nor XDWD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, XD9U.DE and XDWD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XD9U.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9U.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for XDWD.DE.

XD9U.DE is categorized as Large Cap Blend Equities, while XDWD.DE is Global Equities. XD9U.DE tracks MSCI USA, while XDWD.DE tracks MSCI World. Their fees differ too: 0.07% for XD9U.DE and 0.19% for XDWD.DE.

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