XDWD.DE vs. SXR0.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - XDWD.DE tracks the MSCI World while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, XDWD.DE returned 12.07%/yr vs 4.62%/yr for SXR0.DE. A 0.68 correlation means they provide meaningful diversification when combined. XDWD.DE charges 0.19%/yr vs 0.35%/yr for SXR0.DE.
Performance
XDWD.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 11.79% return, which is significantly higher than SXR0.DE's 2.62% return.
XDWD.DE
- 1D
- -1.11%
- 1M
- 0.52%
- 6M
- 8.89%
- YTD
- 11.79%
- 1Y
- 21.87%
- 3Y*
- 17.57%
- 5Y*
- 12.07%
- 10Y*
- 12.45%
SXR0.DE
- 1D
- 0.70%
- 1M
- 2.14%
- 6M
- 2.74%
- YTD
- 2.62%
- 1Y
- 4.36%
- 3Y*
- 8.50%
- 5Y*
- 4.62%
- 10Y*
- —
XDWD.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 11.79% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 4.29% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 2.62% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
Correlation
The correlation between XDWD.DE and SXR0.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.68 |
Over the past year, the correlation between XDWD.DE and SXR0.DE has dropped to 0.20 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
XDWD.DE vs. SXR0.DE — Risk / Return Rank
XDWD.DE
SXR0.DE
XDWD.DE vs. SXR0.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 iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
| XDWD.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.43 | ||
| Sortino ratioReturn per unit of downside risk | +1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.10 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 0.83 | +2.61 |
| Martin ratioReturn relative to average drawdown | 13.76 | 1.77 | +11.99 |
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Drawdowns
XDWD.DE vs. SXR0.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and SXR0.DE.
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Drawdown Indicators
| XDWD.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -27.73% | -5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -5.26% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -9.18% | -12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -15.61% | -6.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | — | — |
Current DrawdownCurrent decline from peak | -1.18% | -1.49% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -4.50% | -3.95% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.46% | -0.87% |
Volatility
XDWD.DE vs. SXR0.DE - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a higher volatility of 2.71% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.16%. This indicates that XDWD.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.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 | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.71% | 2.16% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 5.96% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.25% | 8.21% | +3.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 10.15% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 11.60% | +3.48% |
XDWD.DE vs. SXR0.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
XDWD.DE vs. SXR0.DE - Dividend Comparison
Neither XDWD.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and SXR0.DE have a correlation of 0.20, 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 0.35% for SXR0.DE.
XDWD.DE tracks MSCI World, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XDWD.DE and 0.35% for SXR0.DE.
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