XDWD.DE vs. UBUT.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and UBUT.DE (UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while UBUT.DE is a Large Cap Blend Equities fund tracking the MSCI USA Quality. Both are passively managed. Over the past 10 years, XDWD.DE returned 12.83%/yr vs 15.97%/yr for UBUT.DE. Their correlation of 0.93 suggests significant overlap in exposure. XDWD.DE charges 0.19%/yr vs 0.25%/yr for UBUT.DE.
Performance
XDWD.DE vs. UBUT.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDWD.DE having a 10.91% return and UBUT.DE slightly higher at 11.13%. Over the past 10 years, XDWD.DE has underperformed UBUT.DE with an annualized return of 12.83%, while UBUT.DE has yielded a comparatively higher 15.97% annualized return.
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
UBUT.DE
- 1D
- 0.48%
- 1M
- 6.45%
- YTD
- 11.13%
- 6M
- 11.84%
- 1Y
- 26.41%
- 3Y*
- 18.17%
- 5Y*
- 14.55%
- 10Y*
- 15.97%
XDWD.DE vs. UBUT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 11.13% | 4.89% | 28.17% | 31.45% | -19.44% | 39.51% | 10.45% | 41.33% | 0.89% | 9.85% |
Correlation
The correlation between XDWD.DE and UBUT.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2015 | 0.93 |
The correlation between XDWD.DE and UBUT.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
XDWD.DE vs. UBUT.DE — Risk / Return Rank
XDWD.DE
UBUT.DE
XDWD.DE vs. UBUT.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) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.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 | UBUT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.36 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 2.85 | +0.78 |
| Martin ratioReturn relative to average drawdown | 14.44 | 10.00 | +4.44 |
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 | UBUT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.98 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.86 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.94 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.90 | -0.11 |
Drawdowns
XDWD.DE vs. UBUT.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than UBUT.DE's maximum drawdown of -30.47%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and UBUT.DE.
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Drawdown Indicators
| XDWD.DE | UBUT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -30.47% | -3.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -9.23% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -24.78% | +3.14% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -24.78% | +3.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -30.47% | -3.08% |
Current DrawdownCurrent decline from peak | -0.33% | 0.00% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -5.04% | +0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.63% | -0.98% |
Volatility
XDWD.DE vs. UBUT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.60%, while UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UBUT.DE) has a volatility of 3.48%. This indicates that XDWD.DE experiences smaller price fluctuations and is considered to be less risky than UBUT.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 | UBUT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 3.48% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 9.10% | -1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 13.25% | -2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.79% | -2.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 16.94% | -1.78% |
XDWD.DE vs. UBUT.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than UBUT.DE's 0.25% 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
XDWD.DE vs. UBUT.DE - Dividend Comparison
XDWD.DE has not paid dividends to shareholders, while UBUT.DE's dividend yield for the trailing twelve months is around 0.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
UBUT.DE UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis | 0.35% | 0.42% | 0.60% | 0.78% | 0.78% | 0.62% | 0.88% | 0.66% | 1.07% | 0.85% | 0.96% |
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
With a correlation of 0.91, XDWD.DE and UBUT.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, 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 0.25% for UBUT.DE.
XDWD.DE is categorized as Global Equities, while UBUT.DE is Large Cap Blend Equities. XDWD.DE tracks MSCI World, while UBUT.DE tracks MSCI USA Quality. They also come from different issuers: Xtrackers and UBS. Their fees differ too: 0.19% for XDWD.DE and 0.25% for UBUT.DE.
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