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XDWD.DE vs. UBU7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWD.DE vs. UBU7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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 investments are quite close, with XDWD.DE having a 11.79% return and UBU7.DE slightly higher at 11.81%. Both investments have delivered pretty close results over the past 10 years, with XDWD.DE having a 12.45% annualized return and UBU7.DE not far behind at 12.39%.


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%

UBU7.DE

1D
-1.10%
1M
0.56%
6M
8.88%
YTD
11.81%
1Y
21.98%
3Y*
17.71%
5Y*
12.06%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWD.DE vs. UBU7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%7.84%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
11.81%8.11%26.08%20.13%-13.88%32.53%5.35%31.21%-5.14%7.21%

Correlation

The correlation between XDWD.DE and UBU7.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.99

The correlation between XDWD.DE and UBU7.DE has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

XDWD.DE vs. UBU7.DE — Risk / Return Rank

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

XDWD.DE
XDWD.DE Risk / Return Rank: 8080
Overall Rank
XDWD.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 7777
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 8686
Martin Ratio Rank

UBU7.DE
UBU7.DE Risk / Return Rank: 8181
Overall Rank
UBU7.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 8080
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 8585
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.

XDWD.DE vs. UBU7.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 UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.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.DEUBU7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.36

1.37

-0.01

Calmar ratioReturn relative to maximum drawdown

3.44

3.36

+0.08

Martin ratioReturn relative to average drawdown

13.76

13.28

+0.48

XDWD.DE vs. UBU7.DE - Sharpe Ratio Comparison

The current XDWD.DE Sharpe Ratio is 1.96, which is comparable to the UBU7.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of XDWD.DE and UBU7.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

XDWD.DE vs. UBU7.DE - Drawdown Comparison

The maximum XDWD.DE drawdown since its inception was -33.55%, roughly equal to the maximum UBU7.DE drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and UBU7.DE.


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Drawdown Indicators


XDWD.DEUBU7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.55%

-33.85%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-6.52%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-21.70%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-21.70%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.55%

-33.85%

+0.30%

Current Drawdown

Current decline from peak

-1.18%

-1.15%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.50%

-5.66%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.59%

1.65%

-0.06%

Volatility

XDWD.DE vs. UBU7.DE - Volatility Comparison

Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) have volatilities of 2.71% and 2.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWD.DEUBU7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

2.65%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

7.98%

7.83%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.25%

11.23%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

14.14%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

15.06%

+0.02%

XDWD.DE vs. UBU7.DE - Expense Ratio Comparison

XDWD.DE has a 0.19% expense ratio, which is higher than UBU7.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDWD.DE vs. UBU7.DE - Dividend Comparison

XDWD.DE has not paid dividends to shareholders, while UBU7.DE's dividend yield for the trailing twelve months is around 1.31%.


PositionTTM20252024202320222021202020192018201720162015
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist
1.31%1.56%1.33%1.44%1.61%1.08%1.46%1.72%1.70%1.80%2.20%1.80%
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%0.00%

Frequently Asked Questions


With a correlation of 0.97, XDWD.DE and UBU7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UBU7.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU7.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for XDWD.DE.

Both ETFs track MSCI World. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.19% for XDWD.DE and 0.10% for UBU7.DE.

Portfolio Optimizer

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