XDND.DE vs. XDWD.DE
XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XDND.DE is a Dividend fund tracking the MSCI North America High Dividend Yield Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XDND.DE returned 9.54%/yr vs 13.00%/yr for XDWD.DE. Their correlation of 0.80 suggests significant overlap in exposure. XDND.DE charges 0.39%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDND.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDND.DE achieves a 15.70% return, which is significantly higher than XDWD.DE's 12.57% return. Over the past 10 years, XDND.DE has underperformed XDWD.DE with an annualized return of 9.54%, while XDWD.DE has yielded a comparatively higher 13.00% annualized return.
XDND.DE
- 1D
- 0.33%
- 1M
- 3.13%
- 6M
- 16.23%
- YTD
- 15.70%
- 1Y
- 21.96%
- 3Y*
- 12.11%
- 5Y*
- 9.67%
- 10Y*
- 9.54%
XDWD.DE
- 1D
- 0.32%
- 1M
- 1.49%
- 6M
- 12.36%
- YTD
- 12.57%
- 1Y
- 24.32%
- 3Y*
- 17.54%
- 5Y*
- 12.27%
- 10Y*
- 13.00%
XDND.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 15.70% | 0.21% | 17.37% | 2.26% | 0.85% | 33.35% | -8.47% | 25.76% | -0.21% | 4.27% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 12.57% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.84% |
Correlation
The correlation between XDND.DE and XDWD.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.80 |
Over the past year, the correlation between XDND.DE and XDWD.DE has dropped to 0.37 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.
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Return for Risk
XDND.DE vs. XDWD.DE — Risk / Return Rank
XDND.DE
XDWD.DE
XDND.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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.
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.
| XDND.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 3.82 | +0.62 |
| Martin ratioReturn relative to average drawdown | 13.43 | 15.31 | -1.88 |
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Drawdowns
XDND.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDND.DE drawdown since its inception was -32.18%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDND.DE and XDWD.DE.
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Drawdown Indicators
| XDND.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -33.55% | +1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -6.34% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | -21.64% | +3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -21.64% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | -33.55% | +1.37% |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -4.52% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.58% | +0.05% |
Volatility
XDND.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) is 2.40%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 3.15%. This indicates that XDND.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDND.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 3.15% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 7.97% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.57% | 11.30% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 14.15% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 15.09% | +0.98% |
XDND.DE vs. XDWD.DE - Expense Ratio Comparison
XDND.DE has a 0.39% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Dividends
XDND.DE vs. XDWD.DE - Dividend Comparison
Neither XDND.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XDND.DE and XDWD.DE have a correlation of 0.37, 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 0.39% for XDND.DE.
XDND.DE is categorized as Dividend, while XDWD.DE is Global Equities. XDND.DE tracks MSCI North America High Dividend Yield Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.39% for XDND.DE and 0.19% for XDWD.DE.
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