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

Performance

XDNE.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Japan Screened UCITS ETF EUR Hedged (Acc) (XDNE.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

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

XDNE.DE
XDNE.DE Risk / Return Rank: 8888
Overall Rank
XDNE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDNE.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
XDNE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
XDNE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
XDNE.DE Martin Ratio Rank: 9090
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.

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.DEXDWT.DEDifference
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

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

The current XDNE.DE Sharpe Ratio is 2.31, which is higher than the XDWT.DE Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of XDNE.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

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.DEXDWT.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.41%

-5.99%

+3.58%

Average Drawdown

Average peak-to-trough decline

-8.29%

-8.71%

+0.42%

Ulcer Index

Depth 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.DEXDWT.DEDifference

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.


Tickers have no history of dividend payments

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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