XDNE.DE vs. XDWT.DE
XDNE.DE (Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc)) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XDNE.DE is a Japan Equities fund tracking the MSCI Japan Select Screened Index (EUR Hedged), while XDWT.DE is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom Index. Both are passively managed. Over the past 10 years, XDNE.DE returned 14.58%/yr vs 23.70%/yr for XDWT.DE. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDNE.DE vs. XDWT.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDNE.DE having a 21.20% return and XDWT.DE slightly lower at 20.89%. Over the past 10 years, XDNE.DE has underperformed XDWT.DE with an annualized return of 14.58%, while XDWT.DE has yielded a comparatively higher 23.70% annualized return.
XDNE.DE
- 1D
- 1.85%
- 1M
- 2.84%
- 6M
- 20.84%
- YTD
- 21.20%
- 1Y
- 47.69%
- 3Y*
- 25.07%
- 5Y*
- 19.01%
- 10Y*
- 14.58%
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%
XDNE.DE vs. XDWT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNE.DE Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) | 21.20% | 25.99% | 21.86% | 32.65% | -6.33% | 11.20% | 6.98% | 17.57% | -17.40% | 19.33% |
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 XDNE.DE and XDWT.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015 | 0.59 |
The correlation between XDNE.DE and XDWT.DE has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.
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Return for Risk
XDNE.DE vs. XDWT.DE — Risk / Return Rank
XDNE.DE
XDWT.DE
XDNE.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.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.
| XDNE.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.60 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.28 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 2.36 | +2.40 |
| Martin ratioReturn relative to average drawdown | 16.39 | 6.00 | +10.39 |
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Drawdowns
XDNE.DE vs. XDWT.DE - Drawdown Comparison
The maximum XDNE.DE drawdown since its inception was -35.20%, smaller than the maximum XDWT.DE drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for XDNE.DE and XDWT.DE.
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Drawdown Indicators
| XDNE.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.20% | -44.55% | +9.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.96% | -15.59% | +5.63% |
Max Drawdown (3Y)Largest decline over 3 years | -21.73% | -29.46% | +7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -21.73% | -29.46% | +7.73% |
Max Drawdown (10Y)Largest decline over 10 years | -35.20% | -31.60% | -3.60% |
Current DrawdownCurrent decline from peak | -2.41% | -5.99% | +3.58% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -8.71% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 6.15% | -3.25% |
Volatility
XDNE.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.DE) is 7.30%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 8.17%. This indicates that XDNE.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
| XDNE.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.30% | 8.17% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 16.31% | 16.29% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.60% | 21.59% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 22.76% | -4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 22.23% | -3.70% |
XDNE.DE vs. XDWT.DE - Expense Ratio Comparison
Both XDNE.DE and XDWT.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
XDNE.DE vs. XDWT.DE - Dividend Comparison
Neither XDNE.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XDNE.DE and XDWT.DE have a correlation of 0.53, 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.
XDNE.DE and XDWT.DE have the same expense ratio: 0.25% per year.
XDNE.DE is categorized as Japan Equities, while XDWT.DE is Technology Equities. XDNE.DE tracks MSCI Japan Select Screened Index (EUR Hedged), while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index.
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