XD9U.DE vs. XWLD.L
XD9U.DE (Xtrackers MSCI USA UCITS ETF 1C) and XWLD.L (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XD9U.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while XWLD.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XD9U.DE returned 14.92%/yr vs 12.85%/yr for XWLD.L. Their correlation of 0.89 suggests significant overlap in exposure. XD9U.DE charges 0.07%/yr vs 0.19%/yr for XWLD.L.
Performance
XD9U.DE vs. XWLD.L - Performance Comparison
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Different Trading Currencies
XD9U.DE is traded in EUR, while XWLD.L is traded in GBp. To make them comparable, the XWLD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
The year-to-date returns for both stocks are quite close, with XD9U.DE having a 11.32% return and XWLD.L slightly lower at 11.20%. Over the past 10 years, XD9U.DE has outperformed XWLD.L with an annualized return of 14.92%, while XWLD.L has yielded a comparatively lower 12.85% 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%
XWLD.L
- 1D
- -0.03%
- 1M
- 4.90%
- YTD
- 11.20%
- 6M
- 11.49%
- 1Y
- 23.97%
- 3Y*
- 17.51%
- 5Y*
- 12.92%
- 10Y*
- 12.85%
XD9U.DE vs. XWLD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XWLD.L Xtrackers MSCI World UCITS ETF 1C | 11.22% | 6.72% | 26.93% | 20.07% | -13.14% | 31.76% | 6.06% | 31.05% | -4.93% | 7.39% |
Correlation
The correlation between XD9U.DE and XWLD.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2014 | 0.89 |
The correlation between XD9U.DE and XWLD.L has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
XD9U.DE vs. XWLD.L — Risk / Return Rank
XD9U.DE
XWLD.L
XD9U.DE vs. XWLD.L - 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 (XWLD.L). 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.DE | XWLD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 3.61 | -0.18 |
| Martin ratioReturn relative to average drawdown | 11.92 | 14.59 | -2.67 |
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
| XD9U.DE | XWLD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 2.21 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.92 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.85 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.79 | +0.12 |
Drawdowns
XD9U.DE vs. XWLD.L - Drawdown Comparison
The maximum XD9U.DE drawdown since its inception was -34.11%, roughly equal to the maximum XWLD.L drawdown of -32.84%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and XWLD.L.
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Drawdown Indicators
| XD9U.DE | XWLD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.11% | -32.84% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -6.60% | -0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -21.34% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -21.34% | -2.34% |
Max Drawdown (10Y)Largest decline over 10 years | -34.11% | -32.84% | -1.27% |
Current DrawdownCurrent decline from peak | -0.38% | -0.29% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -4.53% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.64% | +0.47% |
Volatility
XD9U.DE vs. XWLD.L - Volatility Comparison
Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) has a higher volatility of 2.71% compared to Xtrackers MSCI World UCITS ETF 1C (XWLD.L) at 2.19%. This indicates that XD9U.DE's price experiences larger fluctuations and is considered to be riskier than XWLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XD9U.DE | XWLD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.19% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 7.52% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.68% | 10.82% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 14.09% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 15.13% | +1.10% |
XD9U.DE vs. XWLD.L - Expense Ratio Comparison
XD9U.DE has a 0.07% expense ratio, which is lower than XWLD.L'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. XWLD.L - Dividend Comparison
Neither XD9U.DE nor XWLD.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.92, XD9U.DE and XWLD.L 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 XWLD.L.
XD9U.DE is categorized as Large Cap Blend Equities, while XWLD.L is Global Equities. XD9U.DE tracks MSCI USA, while XWLD.L tracks MSCI ACWI NR USD. Their fees differ too: 0.07% for XD9U.DE and 0.19% for XWLD.L.
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