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XDEB.DE vs. EXI2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEB.DE vs. EXI2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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, XDEB.DE achieves a 1.74% return, which is significantly lower than EXI2.DE's 12.23% return. Over the past 10 years, XDEB.DE has underperformed EXI2.DE with an annualized return of 6.88%, while EXI2.DE has yielded a comparatively higher 16.14% annualized return.


XDEB.DE

1D
-0.04%
1M
1.84%
YTD
1.74%
6M
1.64%
1Y
0.46%
3Y*
6.45%
5Y*
6.21%
10Y*
6.88%

EXI2.DE

1D
-0.27%
1M
4.33%
YTD
12.23%
6M
11.81%
1Y
32.96%
3Y*
22.85%
5Y*
17.19%
10Y*
16.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEB.DE vs. EXI2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
1.74%-1.27%17.83%3.66%-4.06%24.01%-6.66%26.17%1.99%3.04%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
12.23%10.38%38.84%33.44%-21.53%35.62%10.63%35.14%-0.86%6.38%

Correlation

The correlation between XDEB.DE and EXI2.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.33

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

0.51

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.57

Over the past year, the correlation between XDEB.DE and EXI2.DE has dropped to 0.15 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

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Return for Risk

XDEB.DE vs. EXI2.DE — Risk / Return Rank

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

XDEB.DE
XDEB.DE Risk / Return Rank: 99
Overall Rank
XDEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 99
Martin Ratio Rank

EXI2.DE
EXI2.DE Risk / Return Rank: 7979
Overall Rank
EXI2.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EXI2.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
EXI2.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXI2.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
EXI2.DE Martin Ratio Rank: 8181
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.

XDEB.DE vs. EXI2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.


XDEB.DEEXI2.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.53

Sortino ratioReturn per unit of downside risk

-3.36

Omega ratioGain probability vs. loss probability

1.00

1.44

-0.44

Calmar ratioReturn relative to maximum drawdown

-0.02

4.21

-4.22

Martin ratioReturn relative to average drawdown

-0.03

15.84

-15.87

XDEB.DE vs. EXI2.DE - Sharpe Ratio Comparison

The current XDEB.DE Sharpe Ratio is -0.01, which is lower than the EXI2.DE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of XDEB.DE and EXI2.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


XDEB.DEEXI2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

2.52

-2.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

1.02

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.97

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.41

+0.29

Drawdowns

XDEB.DE vs. EXI2.DE - Drawdown Comparison

The maximum XDEB.DE drawdown since its inception was -28.57%, smaller than the maximum EXI2.DE drawdown of -59.21%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and EXI2.DE.


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Drawdown Indicators


XDEB.DEEXI2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.57%

-59.21%

+30.64%

Max Drawdown (1Y)

Largest decline over 1 year

-5.31%

-8.07%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-13.02%

-24.75%

+11.73%

Max Drawdown (5Y)

Largest decline over 5 years

-13.02%

-24.75%

+11.73%

Max Drawdown (10Y)

Largest decline over 10 years

-28.57%

-30.00%

+1.43%

Current Drawdown

Current decline from peak

-6.53%

-1.11%

-5.42%

Average Drawdown

Average peak-to-trough decline

-5.03%

-17.44%

+12.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.15%

+0.22%

Volatility

XDEB.DE vs. EXI2.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.63%, while iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) has a volatility of 3.46%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than EXI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEB.DEEXI2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.46%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

5.56%

9.18%

-3.62%

Volatility (1Y)

Calculated over the trailing 1-year period

7.86%

13.50%

-5.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.16%

16.60%

-6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.03%

16.57%

-4.54%

XDEB.DE vs. EXI2.DE - Expense Ratio Comparison

XDEB.DE has a 0.25% expense ratio, which is lower than EXI2.DE's 0.51% expense ratio.


Dividends

XDEB.DE vs. EXI2.DE - Dividend Comparison

XDEB.DE has not paid dividends to shareholders, while EXI2.DE's dividend yield for the trailing twelve months is around 0.33%.


PositionTTM20252024202320222021202020192018201720162015
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.33%0.41%0.42%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDEB.DE and EXI2.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEB.DE is cheaper with a 0.25% expense ratio, compared with 0.51% for EXI2.DE.

XDEB.DE tracks MSCI ACWI NR USD, while EXI2.DE tracks Dow Jones Global Titans 50. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEB.DE and 0.51% for EXI2.DE.

Portfolio Optimizer

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