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XDAX.L vs. FWIA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDAX.L vs. FWIA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX UCITS ETF 1C (XDAX.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDAX.L is traded in GBp, while FWIA.DE is traded in EUR. To make them comparable, the FWIA.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDAX.L achieves a -1.06% return, which is significantly lower than FWIA.DE's 11.66% return.


XDAX.L

1D
1.70%
1M
0.32%
YTD
-1.06%
6M
-0.40%
1Y
5.95%
3Y*
14.74%
5Y*
9.05%
10Y*
7.87%

FWIA.DE

1D
-0.15%
1M
1.09%
YTD
11.66%
6M
12.65%
1Y
29.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDAX.L vs. FWIA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XDAX.L
Xtrackers DAX UCITS ETF 1C
-1.06%28.81%13.14%5.61%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
11.66%14.69%19.26%8.66%

Correlation

The correlation between XDAX.L and FWIA.DE is 0.67, 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

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2023

0.61

The correlation between XDAX.L and FWIA.DE has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

XDAX.L vs. FWIA.DE — Risk / Return Rank

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

XDAX.L
XDAX.L Risk / Return Rank: 1414
Overall Rank
XDAX.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 1515
Martin Ratio Rank

FWIA.DE
FWIA.DE Risk / Return Rank: 7777
Overall Rank
FWIA.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FWIA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
FWIA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
FWIA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
FWIA.DE Martin Ratio Rank: 8383
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.

XDAX.L vs. FWIA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (XDAX.L) and Invesco FTSE All-World UCITS ETF Acc (FWIA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDAX.LFWIA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.48

Sortino ratioReturn per unit of downside risk

-3.31

Omega ratioGain probability vs. loss probability

1.06

1.52

-0.46

Calmar ratioReturn relative to maximum drawdown

0.36

4.21

-3.85

Martin ratioReturn relative to average drawdown

1.13

16.70

-15.57

XDAX.L vs. FWIA.DE - Sharpe Ratio Comparison

The current XDAX.L Sharpe Ratio is 0.30, which is lower than the FWIA.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of XDAX.L and FWIA.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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Drawdowns

XDAX.L vs. FWIA.DE - Drawdown Comparison

The maximum XDAX.L drawdown since its inception was -53.95%, which is greater than FWIA.DE's maximum drawdown of -19.06%. Use the drawdown chart below to compare losses from any high point for XDAX.L and FWIA.DE.


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Drawdown Indicators


XDAX.LFWIA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.95%

-19.06%

-34.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-7.08%

-5.75%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

Max Drawdown (5Y)

Largest decline over 5 years

-23.44%

Max Drawdown (10Y)

Largest decline over 10 years

-43.99%

Current Drawdown

Current decline from peak

-4.51%

-0.46%

-4.05%

Average Drawdown

Average peak-to-trough decline

-13.19%

-2.00%

-11.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

1.79%

+2.27%

Volatility

XDAX.L vs. FWIA.DE - Volatility Comparison

Xtrackers DAX UCITS ETF 1C (XDAX.L) has a higher volatility of 4.27% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 3.09%. This indicates that XDAX.L's price experiences larger fluctuations and is considered to be riskier than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDAX.LFWIA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

3.09%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

7.90%

+4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

10.70%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

12.44%

+6.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

12.44%

+7.10%

XDAX.L vs. FWIA.DE - Expense Ratio Comparison

XDAX.L has a 0.09% expense ratio, which is lower than FWIA.DE's 0.15% 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

XDAX.L vs. FWIA.DE - Dividend Comparison

Neither XDAX.L nor FWIA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDAX.L and FWIA.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDAX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDAX.L is cheaper with a 0.09% expense ratio, compared with 0.15% for FWIA.DE.

XDAX.L is categorized as Europe Equities, while FWIA.DE is Global Equities. XDAX.L tracks FSE DAX TR EUR, while FWIA.DE tracks FTSE All-World. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.09% for XDAX.L and 0.15% for FWIA.DE.

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