XDNY.DE vs. XDWD.DE
XDNY.DE (Xtrackers MSCI Japan ESG Screened UCITS ETF 1D) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XDNY.DE is a Japan Equities fund tracking the MSCI Japan Select ESG Screened, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XDNY.DE returned 8.63%/yr vs 12.83%/yr for XDWD.DE. A 0.72 correlation means they provide meaningful diversification when combined. XDNY.DE charges 0.15%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDNY.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDNY.DE achieves a 15.90% return, which is significantly higher than XDWD.DE's 10.91% return. Over the past 10 years, XDNY.DE has underperformed XDWD.DE with an annualized return of 8.63%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
XDNY.DE
- 1D
- -0.44%
- 1M
- 3.52%
- YTD
- 15.90%
- 6M
- 16.21%
- 1Y
- 30.31%
- 3Y*
- 14.41%
- 5Y*
- 9.26%
- 10Y*
- 8.63%
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%
XDNY.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 15.90% | 11.68% | 12.72% | 16.12% | -12.80% | 9.09% | 4.75% | 22.34% | -10.65% | 9.65% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XDNY.DE and XDWD.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Apr 20, 2015 | 0.72 |
The correlation between XDNY.DE and XDWD.DE has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.
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Return for Risk
XDNY.DE vs. XDWD.DE — Risk / Return Rank
XDNY.DE
XDWD.DE
XDNY.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.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.
| XDNY.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 3.63 | -0.79 |
| Martin ratioReturn relative to average drawdown | 9.22 | 14.44 | -5.22 |
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
| XDNY.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | 2.14 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.90 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.84 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.78 | -0.41 |
Drawdowns
XDNY.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDNY.DE drawdown since its inception was -28.31%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDNY.DE and XDWD.DE.
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Drawdown Indicators
| XDNY.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.31% | -33.55% | +5.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -6.54% | -3.67% |
Max Drawdown (3Y)Largest decline over 3 years | -17.96% | -21.64% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.82% | -21.64% | +1.82% |
Max Drawdown (10Y)Largest decline over 10 years | -28.31% | -33.55% | +5.24% |
Current DrawdownCurrent decline from peak | -0.44% | -0.33% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -4.55% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 1.65% | +1.51% |
Volatility
XDNY.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNY.DE) has a higher volatility of 3.45% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XDNY.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
| XDNY.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 2.60% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 7.77% | +7.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.82% | 11.12% | +7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 14.13% | +2.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.54% | 15.16% | +1.38% |
XDNY.DE vs. XDWD.DE - Expense Ratio Comparison
XDNY.DE has a 0.15% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDNY.DE vs. XDWD.DE - Dividend Comparison
XDNY.DE's dividend yield for the trailing twelve months is around 1.42%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDNY.DE Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.42% | 1.66% | 1.60% | 1.77% | 2.98% | 1.40% | 1.82% | 1.73% | 1.24% | 2.07% | 0.69% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDNY.DE and XDWD.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDNY.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDNY.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for XDWD.DE.
XDNY.DE is categorized as Japan Equities, while XDWD.DE is Global Equities. XDNY.DE tracks MSCI Japan Select ESG Screened, while XDWD.DE tracks MSCI World. Their fees differ too: 0.15% for XDNY.DE and 0.19% for XDWD.DE.
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