XDRE.DE vs. XDWD.DE
XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XDRE.DE is a REIT fund tracking the Dow Jones Developed Green Real Estate Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past year, XDRE.DE returned 9.60% vs 23.80% for XDWD.DE. A 0.52 correlation means they provide meaningful diversification when combined. XDRE.DE charges 0.18%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDRE.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDRE.DE achieves a 7.27% return, which is significantly lower than XDWD.DE's 10.91% return.
XDRE.DE
- 1D
- 0.41%
- 1M
- 0.53%
- YTD
- 7.27%
- 6M
- 6.71%
- 1Y
- 9.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
XDRE.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 7.27% | -2.46% | -3.63% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 1.29% |
Correlation
The correlation between XDRE.DE and XDWD.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024 | 0.52 |
The correlation between XDRE.DE and XDWD.DE has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.
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Return for Risk
XDRE.DE vs. XDWD.DE — Risk / Return Rank
XDRE.DE
XDWD.DE
XDRE.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.
| XDRE.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.40 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 3.63 | -2.23 |
| Martin ratioReturn relative to average drawdown | 4.22 | 14.44 | -10.22 |
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
| XDRE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.14 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.78 | -0.75 |
Drawdowns
XDRE.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and XDWD.DE.
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Drawdown Indicators
| XDRE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -33.55% | +12.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -6.54% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.64% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -2.81% | -0.33% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -4.55% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 1.65% | +0.62% |
Volatility
XDRE.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a higher volatility of 2.92% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XDRE.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
| XDRE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.60% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 7.77% | +0.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 11.12% | +0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 14.13% | -0.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.01% | 15.16% | -1.15% |
XDRE.DE vs. XDWD.DE - Expense Ratio Comparison
XDRE.DE has a 0.18% 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
XDRE.DE vs. XDWD.DE - Dividend Comparison
Neither XDRE.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XDRE.DE and XDWD.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.19% for XDWD.DE.
XDRE.DE is categorized as REIT, while XDWD.DE is Global Equities. XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.18% for XDRE.DE and 0.19% for XDWD.DE.
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