XDG3.DE vs. XDWD.DE
XDG3.DE (Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XDG3.DE is a Health & Biotech Equities fund tracking the MSCI ACWI IMI SDG 3 Good Health and Well-being Select, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 3 years, XDG3.DE returned 1.94%/yr vs 17.56%/yr for XDWD.DE. A 0.52 correlation means they provide meaningful diversification when combined. XDG3.DE charges 0.35%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDG3.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDG3.DE achieves a -6.02% return, which is significantly lower than XDWD.DE's 10.91% return.
XDG3.DE
- 1D
- 2.88%
- 1M
- 2.53%
- YTD
- -6.02%
- 6M
- -6.54%
- 1Y
- 2.67%
- 3Y*
- 1.94%
- 5Y*
- —
- 10Y*
- —
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XDG3.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDG3.DE Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C | -6.02% | 1.47% | 9.58% | 2.52% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 12.22% |
Correlation
The correlation between XDG3.DE and XDWD.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.52 |
The correlation between XDG3.DE and XDWD.DE shifts across timeframes, from 0.39 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDG3.DE vs. XDWD.DE — Risk / Return Rank
XDG3.DE
XDWD.DE
XDG3.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XDG3.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.40 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 3.63 | -3.46 |
| Martin ratioReturn relative to average drawdown | 0.44 | 14.44 | -14.00 |
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
| XDG3.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 2.14 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.78 | -0.63 |
Drawdowns
XDG3.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDG3.DE drawdown since its inception was -20.49%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDG3.DE and XDWD.DE.
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Drawdown Indicators
| XDG3.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.49% | -33.55% | +13.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.31% | -6.54% | -6.77% |
Max Drawdown (3Y)Largest decline over 3 years | -20.49% | -21.64% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -11.91% | -0.33% | -11.58% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -4.55% | -1.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 1.65% | +3.64% |
Volatility
XDG3.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI Global SDG 3 Good Health UCITS ETF 1C (XDG3.DE) has a higher volatility of 4.95% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XDG3.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDG3.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 2.60% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 10.56% | 7.77% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 11.12% | +3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 14.13% | -0.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.31% | 15.16% | -1.85% |
XDG3.DE vs. XDWD.DE - Expense Ratio Comparison
XDG3.DE has a 0.35% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Dividends
XDG3.DE vs. XDWD.DE - Dividend Comparison
Neither XDG3.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XDG3.DE and XDWD.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for XDG3.DE.
XDG3.DE is categorized as Health & Biotech Equities, while XDWD.DE is Global Equities. XDG3.DE tracks MSCI ACWI IMI SDG 3 Good Health and Well-being Select, while XDWD.DE tracks MSCI World. Their fees differ too: 0.35% for XDG3.DE and 0.19% for XDWD.DE.
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