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XDEB.L vs. ISDW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDEB.L vs. ISDW.L

Last updated Jun 5, 2026

XDEB.L (Xtrackers MSCI World Minimum Volatility UCITS ETF 1C) and ISDW.L (iShares MSCI World Islamic UCITS) are both Global Equities funds - XDEB.L tracks the MSCI ACWI NR USD while ISDW.L tracks the MSCI World Islamic Index. Both are passively managed. Over the past 10 years, XDEB.L returned 7.93%/yr vs 12.06%/yr for ISDW.L. A 0.67 correlation means they provide meaningful diversification when combined. XDEB.L charges 0.25%/yr vs 0.30%/yr for ISDW.L.

Performance

XDEB.L vs. ISDW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares MSCI World Islamic UCITS (ISDW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEB.L is traded in GBp, while ISDW.L is traded in USD. To make them comparable, the ISDW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEB.L achieves a 1.04% return, which is significantly lower than ISDW.L's 19.94% return. Over the past 10 years, XDEB.L has underperformed ISDW.L with an annualized return of 7.93%, while ISDW.L has yielded a comparatively higher 12.06% annualized return.

XDEB.L

1D
0.15%
1M
1.82%
YTD
1.04%
6M
0.90%
1Y
2.65%
3Y*
6.61%
5Y*
6.36%
10Y*
7.93%

ISDW.L

1D
-0.28%
1M
9.36%
YTD
19.94%
6M
19.74%
1Y
38.04%
3Y*
15.59%
5Y*
13.22%
10Y*
12.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEB.L vs. ISDW.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDEB.L
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C		1.04%3.40%13.01%1.49%1.23%16.00%-0.96%18.55%3.44%7.02%
ISDW.L
iShares MSCI World Islamic UCITS		19.94%10.85%7.57%17.43%-1.32%22.55%5.15%16.55%-4.19%9.04%

Correlation

The correlation between XDEB.L and ISDW.L 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

0.36

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

0.48

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

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2014

0.67

Over the past year, the correlation between XDEB.L and ISDW.L has dropped to 0.15 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

XDEB.L vs. ISDW.L - Sectors Allocation Comparison

Sectors
XDEB.L
ISDW.L

Technology

20.1%
43.8%

Financial Services

14.0%
0.0%

Healthcare

13.8%
10.2%

Communication Services

12.1%
0.4%

Consumer Defensive

10.9%
3.7%

Industrials

9.2%
12.7%

Utilities

8.1%
1.0%

Consumer Cyclical

5.6%
7.1%

Energy

4.5%
10.9%

Basic Materials

1.1%
9.6%

Real Estate

0.7%
0.2%

Technology

XDEB.L
20.1%
ISDW.L
43.8%

Financial Services

XDEB.L
14.0%
ISDW.L
0.0%

Healthcare

XDEB.L
13.8%
ISDW.L
10.2%

Communication Services

XDEB.L
12.1%
ISDW.L
0.4%

Consumer Defensive

XDEB.L
10.9%
ISDW.L
3.7%

Industrials

XDEB.L
9.2%
ISDW.L
12.7%

Utilities

XDEB.L
8.1%
ISDW.L
1.0%

Consumer Cyclical

XDEB.L
5.6%
ISDW.L
7.1%

Energy

XDEB.L
4.5%
ISDW.L
10.9%

Basic Materials

XDEB.L
1.1%
ISDW.L
9.6%

Real Estate

XDEB.L
0.7%
ISDW.L
0.2%

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Xtrackers MSCI World Minimum Volatility UCITS ETF 1C

iShares MSCI World Islamic UCITS

Often compared with XDEB.L:
XDEB.L vs. MVUS.LXDEB.L vs. XDEM.LXDEB.L vs. SWDA.LXDEB.L vs. XDEQ.LXDEB.L vs. VWRA.LXDEB.L vs. VHYL.ASXDEB.L vs. ISWD.L
Often compared with ISDW.L:
ISDW.L vs. IGDA.LISDW.L vs. SPUSISDW.L vs. ISDU.LISDW.L vs. SPWOISDW.L vs. ISWD.LISDW.L vs. UMMAISDW.L vs. IITU.L

Return for Risk

XDEB.L vs. ISDW.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDEB.L
XDEB.L Risk / Return Rank: 1414
Overall Rank
XDEB.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDEB.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDEB.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDEB.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDEB.L Martin Ratio Rank: 1515
Martin Ratio Rank
ISDW.L
ISDW.L Risk / Return Rank: 8686
Overall Rank
ISDW.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
ISDW.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
ISDW.L Omega Ratio Rank: 8282
Omega Ratio Rank
ISDW.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
ISDW.L Martin Ratio Rank: 8787
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.L vs. ISDW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares MSCI World Islamic UCITS (ISDW.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.

XDEB.LISDW.LDifference
Sharpe ratioReturn per unit of total volatility
0.33
3.05

-2.72

Sortino ratioReturn per unit of downside risk
0.54
4.08

-3.54

Omega ratioGain probability vs. loss probability

1.06

1.56

-0.50

Calmar ratioReturn relative to maximum drawdown

0.41

6.94

-6.53

Martin ratioReturn relative to average drawdown

1.14

21.72

-20.58

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDEB.L vs. ISDW.L - Sharpe Ratio Comparison

The current XDEB.L Sharpe Ratio is 0.33, which is lower than the ISDW.L Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of XDEB.L and ISDW.L, 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.LISDW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

3.05

-2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.92

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.79

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.63

+0.15

Drawdowns

XDEB.L vs. ISDW.L - Drawdown Comparison

The maximum XDEB.L drawdown since its inception was -19.61%, smaller than the maximum ISDW.L drawdown of -31.39%. Use the drawdown chart below to compare losses from any high point for XDEB.L and ISDW.L.

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Drawdown Indicators

XDEB.LISDW.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.61%

-31.39%

+11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.39%

-5.45%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-8.47%

-21.23%

+12.76%

Max Drawdown (5Y)

Largest decline over 5 years

-10.19%

-21.23%

+11.04%

Max Drawdown (10Y)

Largest decline over 10 years

-19.61%

-25.32%

+5.71%

Current Drawdown

Current decline from peak

-3.52%

-0.28%

-3.24%

Average Drawdown

Average peak-to-trough decline

-3.50%

-3.92%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.75%

+0.57%

Volatility

XDEB.L vs. ISDW.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) is 2.66%, while iShares MSCI World Islamic UCITS (ISDW.L) has a volatility of 4.34%. This indicates that XDEB.L experiences smaller price fluctuations and is considered to be less risky than ISDW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDEB.LISDW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

4.34%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.97%

9.69%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

7.97%

12.41%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.68%

14.41%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.52%

15.19%

-3.67%

XDEB.L vs. ISDW.L - Expense Ratio Comparison

XDEB.L has a 0.25% expense ratio, which is lower than ISDW.L's 0.30% expense ratio.

Dividends

XDEB.L vs. ISDW.L - Dividend Comparison

XDEB.L has not paid dividends to shareholders, while ISDW.L's dividend yield for the trailing twelve months is around 0.95%.

PositionTTM20252024202320222021202020192018201720162015
ISDW.L
iShares MSCI World Islamic UCITS		0.95%1.11%1.38%1.56%2.02%1.47%1.38%1.80%1.87%1.54%1.70%1.77%
XDEB.L
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.L and ISDW.L 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.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEB.L is cheaper with a 0.25% expense ratio, compared with 0.30% for ISDW.L.

XDEB.L tracks MSCI ACWI NR USD, while ISDW.L tracks MSCI World Islamic Index. They also come from different issuers: DWS and iShares. Their fees differ too: 0.25% for XDEB.L and 0.30% for ISDW.L.

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