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XDND.DE vs. XDWT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDND.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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, XDND.DE achieves a 15.70% return, which is significantly lower than XDWT.DE's 20.89% return. Over the past 10 years, XDND.DE has underperformed XDWT.DE with an annualized return of 9.54%, while XDWT.DE has yielded a comparatively higher 23.70% 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%

XDWT.DE

1D
0.48%
1M
-5.44%
6M
21.56%
YTD
20.89%
1Y
36.99%
3Y*
27.01%
5Y*
19.44%
10Y*
23.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDND.DE vs. XDWT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
20.89%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.75%21.05%

Correlation

The correlation between XDND.DE and XDWT.DE is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.23

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

0.39

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2014

0.59

The correlation between XDND.DE and XDWT.DE shifts across timeframes, from -0.00 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDND.DE vs. XDWT.DE — Risk / Return Rank

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

XDND.DE
XDND.DE Risk / Return Rank: 8686
Overall Rank
XDND.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDND.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XDND.DE Omega Ratio Rank: 8282
Omega Ratio Rank
XDND.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDND.DE Martin Ratio Rank: 8383
Martin Ratio Rank

XDWT.DE
XDWT.DE Risk / Return Rank: 5555
Overall Rank
XDWT.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 4444
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.

XDND.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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.DEXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.40

1.28

+0.12

Calmar ratioReturn relative to maximum drawdown

4.44

2.36

+2.08

Martin ratioReturn relative to average drawdown

13.43

6.00

+7.43

XDND.DE vs. XDWT.DE - Sharpe Ratio Comparison

The current XDND.DE Sharpe Ratio is 2.29, which is higher than the XDWT.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of XDND.DE and XDWT.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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Drawdowns

XDND.DE vs. XDWT.DE - Drawdown Comparison

The maximum XDND.DE drawdown since its inception was -32.18%, smaller than the maximum XDWT.DE drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for XDND.DE and XDWT.DE.


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Drawdown Indicators


XDND.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.18%

-44.55%

+12.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-15.59%

+10.67%

Max Drawdown (3Y)

Largest decline over 3 years

-18.13%

-29.46%

+11.33%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-29.46%

+11.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

-31.60%

-0.58%

Current Drawdown

Current decline from peak

0.00%

-5.99%

+5.99%

Average Drawdown

Average peak-to-trough decline

-6.84%

-8.71%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

6.15%

-4.52%

Volatility

XDND.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 8.17%. This indicates that XDND.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.40%

8.17%

-5.77%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

16.29%

-9.33%

Volatility (1Y)

Calculated over the trailing 1-year period

9.57%

21.59%

-12.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.51%

22.76%

-10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.07%

22.23%

-6.16%

XDND.DE vs. XDWT.DE - Expense Ratio Comparison

XDND.DE has a 0.39% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.


Dividends

XDND.DE vs. XDWT.DE - Dividend Comparison

Neither XDND.DE nor XDWT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDND.DE and XDWT.DE have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.39% for XDND.DE.

XDND.DE is categorized as Dividend, while XDWT.DE is Technology Equities. XDND.DE tracks MSCI North America High Dividend Yield Index, while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index. Their fees differ too: 0.39% for XDND.DE and 0.25% for XDWT.DE.

Portfolio Optimizer

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