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XDDX.DE vs. 18M2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDDX.DE vs. 18M2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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, XDDX.DE achieves a 3.88% return, which is significantly lower than 18M2.DE's 12.40% return. Both investments have delivered pretty close results over the past 10 years, with XDDX.DE having a 8.72% annualized return and 18M2.DE not far ahead at 9.11%.


XDDX.DE

1D
-0.44%
1M
-0.25%
6M
2.82%
YTD
3.88%
1Y
6.10%
3Y*
14.27%
5Y*
8.66%
10Y*
8.72%

18M2.DE

1D
0.26%
1M
2.46%
6M
12.10%
YTD
12.40%
1Y
22.36%
3Y*
13.79%
5Y*
9.96%
10Y*
9.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDDX.DE vs. 18M2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D
3.88%19.14%16.17%19.56%-13.67%15.21%3.12%24.70%-18.53%12.16%
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
12.40%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%

Correlation

The correlation between XDDX.DE and 18M2.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 (3Y)
Calculated over the trailing 3-year period

0.76

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

0.82

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

0.84

Correlation (All Time)
Calculated using the full available price history since Nov 28, 2012

0.85

The correlation between XDDX.DE and 18M2.DE shifts across timeframes, from 0.67 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDDX.DE vs. 18M2.DE — Risk / Return Rank

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

XDDX.DE
XDDX.DE Risk / Return Rank: 1717
Overall Rank
XDDX.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XDDX.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XDDX.DE Omega Ratio Rank: 1616
Omega Ratio Rank
XDDX.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XDDX.DE Martin Ratio Rank: 1919
Martin Ratio Rank

18M2.DE
18M2.DE Risk / Return Rank: 7979
Overall Rank
18M2.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 8282
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 6969
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.

XDDX.DE vs. 18M2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.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.


XDDX.DE18M2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.12

Omega ratioGain probability vs. loss probability

1.08

1.39

-0.31

Calmar ratioReturn relative to maximum drawdown

0.51

3.59

-3.09

Martin ratioReturn relative to average drawdown

1.44

9.64

-8.21

XDDX.DE vs. 18M2.DE - Sharpe Ratio Comparison

The current XDDX.DE Sharpe Ratio is 0.38, which is lower than the 18M2.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of XDDX.DE and 18M2.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

XDDX.DE vs. 18M2.DE - Drawdown Comparison

The maximum XDDX.DE drawdown since its inception was -38.74%, roughly equal to the maximum 18M2.DE drawdown of -37.06%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and 18M2.DE.


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Drawdown Indicators


XDDX.DE18M2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.74%

-37.06%

-1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-6.19%

-5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.62%

-14.68%

-1.94%

Max Drawdown (5Y)

Largest decline over 5 years

-27.03%

-20.81%

-6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-38.74%

-37.06%

-1.68%

Current Drawdown

Current decline from peak

-2.10%

0.00%

-2.10%

Average Drawdown

Average peak-to-trough decline

-7.09%

-6.39%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

2.31%

+1.92%

Volatility

XDDX.DE vs. 18M2.DE - Volatility Comparison

Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) has a higher volatility of 3.88% compared to Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) at 2.51%. This indicates that XDDX.DE's price experiences larger fluctuations and is considered to be riskier than 18M2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDDX.DE18M2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

2.51%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

12.78%

8.44%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

10.83%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

13.39%

+3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

15.05%

+3.02%

XDDX.DE vs. 18M2.DE - Expense Ratio Comparison

XDDX.DE has a 0.09% expense ratio, which is lower than 18M2.DE's 0.30% expense ratio.


Dividends

XDDX.DE vs. 18M2.DE - Dividend Comparison

XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while 18M2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D
2.31%2.40%2.68%3.34%5.35%2.05%3.14%2.81%2.34%2.16%1.40%1.06%

Frequently Asked Questions


XDDX.DE and 18M2.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, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for 18M2.DE.

XDDX.DE tracks FSE DAX TR EUR, while 18M2.DE tracks MSCI EMU High Dividend Yield. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.09% for XDDX.DE and 0.30% for 18M2.DE.

Portfolio Optimizer

Find the right allocation for XDDX.DE and 18M2.DE

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