XDEB.DE vs. XWEB.DE
XDEB.DE (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds - XDEB.DE tracks the MSCI ACWI NR USD while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, XDEB.DE returned 0.46% vs 3.21% for XWEB.DE. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
XDEB.DE vs. XWEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEB.DE achieves a 1.74% return, which is significantly higher than XWEB.DE's 1.64% 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%
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.45%
- YTD
- 1.64%
- 6M
- 1.85%
- 1Y
- 3.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDEB.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 1.74% | -1.27% | 17.83% | 4.87% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
Correlation
The correlation between XDEB.DE and XWEB.DE is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.91 |
The correlation between XDEB.DE and XWEB.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
XDEB.DE vs. XWEB.DE — Risk / Return Rank
XDEB.DE
XWEB.DE
XDEB.DE vs. XWEB.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 Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.DE | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.07 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.63 | -0.65 |
| Martin ratioReturn relative to average drawdown | -0.03 | 1.53 | -1.56 |
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
| XDEB.DE | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 0.41 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.89 | -0.19 |
Drawdowns
XDEB.DE vs. XWEB.DE - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.57%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and XWEB.DE.
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Drawdown Indicators
| XDEB.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.57% | -14.46% | -14.11% |
Max Drawdown (1Y)Largest decline over 1 year | -5.31% | -5.03% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -13.02% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.57% | — | — |
Current DrawdownCurrent decline from peak | -6.53% | -3.10% | -3.43% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -3.02% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 2.10% | +0.27% |
Volatility
XDEB.DE vs. XWEB.DE - Volatility Comparison
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) has a higher volatility of 2.63% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that XDEB.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.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.DE | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.63% | 2.21% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 5.56% | 5.37% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.86% | 7.78% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.16% | 9.49% | +0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.03% | 9.49% | +2.54% |
XDEB.DE vs. XWEB.DE - Expense Ratio Comparison
Both XDEB.DE and XWEB.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDEB.DE vs. XWEB.DE - Dividend Comparison
Neither XDEB.DE nor XWEB.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEB.DE and XWEB.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDEB.DE and XWEB.DE have the same expense ratio: 0.25% per year.
XDEB.DE tracks MSCI ACWI NR USD, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. They also come from different issuers: DWS and Xtrackers.
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