XDWD.DE vs. BTCE.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and BTCE.DE (ETC Group Physical Bitcoin) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while BTCE.DE is a Cryptocurrency fund actively managed by ETC Issuance. XDWD.DE is passively managed, while BTCE.DE is actively managed. Over the past 5 years, XDWD.DE returned 12.57%/yr vs 10.38%/yr for BTCE.DE. At a 0.36 correlation, their price movements are largely independent. XDWD.DE charges 0.19%/yr vs 2.00%/yr for BTCE.DE.
Performance
XDWD.DE vs. BTCE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 9.74% return, which is significantly higher than BTCE.DE's -27.02% return.
XDWD.DE
- 1D
- -0.06%
- 1M
- 2.58%
- YTD
- 9.74%
- 6M
- 10.29%
- 1Y
- 22.07%
- 3Y*
- 17.17%
- 5Y*
- 12.57%
- 10Y*
- 12.76%
BTCE.DE
- 1D
- -3.79%
- 1M
- -19.04%
- YTD
- -27.02%
- 6M
- -29.77%
- 1Y
- -41.51%
- 3Y*
- 28.04%
- 5Y*
- 10.38%
- 10Y*
- —
XDWD.DE vs. BTCE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 9.74% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 11.35% |
BTCE.DE ETC Group Physical Bitcoin | -27.02% | -18.20% | 125.79% | 146.52% | -63.89% | 81.36% | 162.37% |
Correlation
The correlation between XDWD.DE and BTCE.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 (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.36 |
The correlation between XDWD.DE and BTCE.DE shifts across timeframes, from 0.36 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDWD.DE vs. BTCE.DE — Risk / Return Rank
XDWD.DE
BTCE.DE
XDWD.DE vs. BTCE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and ETC Group Physical Bitcoin (BTCE.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.
| XDWD.DE | BTCE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.03 | ||
| Sortino ratioReturn per unit of downside risk | +4.33 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.83 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | -0.83 | +4.30 |
| Martin ratioReturn relative to average drawdown | 13.96 | -1.46 | +15.42 |
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
| XDWD.DE | BTCE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | -1.04 | +3.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.20 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.58 | +0.18 |
Drawdowns
XDWD.DE vs. BTCE.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, smaller than the maximum BTCE.DE drawdown of -74.62%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and BTCE.DE.
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Drawdown Indicators
| XDWD.DE | BTCE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -74.62% | +41.07% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -49.76% | +43.42% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -49.76% | +28.12% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -74.62% | +52.98% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | — | — |
Current DrawdownCurrent decline from peak | -1.38% | -49.27% | +47.89% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -30.28% | +25.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 28.52% | -26.94% |
Volatility
XDWD.DE vs. BTCE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.75%, while ETC Group Physical Bitcoin (BTCE.DE) has a volatility of 9.82%. This indicates that XDWD.DE experiences smaller price fluctuations and is considered to be less risky than BTCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWD.DE | BTCE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 9.82% | -7.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 31.25% | -23.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 39.81% | -28.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 52.58% | -38.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 57.85% | -42.71% |
XDWD.DE vs. BTCE.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than BTCE.DE's 2.00% expense ratio.
Dividends
XDWD.DE vs. BTCE.DE - Dividend Comparison
Neither XDWD.DE nor BTCE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and BTCE.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, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 2.00% for BTCE.DE.
XDWD.DE is categorized as Global Equities, while BTCE.DE is Cryptocurrency. They also come from different issuers: Xtrackers and ETC Issuance. Their fees differ too: 0.19% for XDWD.DE and 2.00% for BTCE.DE.
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