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

Performance

XDWD.DE vs. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDWD.DE achieves a 10.91% return, which is significantly higher than XDEB.DE's 1.74% return. Over the past 10 years, XDWD.DE has outperformed XDEB.DE with an annualized return of 12.83%, while XDEB.DE has yielded a comparatively lower 6.88% 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%

XDEB.DE

1D
-0.04%
1M
1.52%
YTD
1.74%
6M
1.86%
1Y
-0.08%
3Y*
6.45%
5Y*
6.21%
10Y*
6.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
XDEB.DE
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
1.74%-1.27%17.83%3.66%-4.06%24.01%-6.66%26.17%1.99%3.04%

Correlation

The correlation between XDWD.DE and XDEB.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.52

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

0.64

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

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2014

0.65

Over the past year, the correlation between XDWD.DE and XDEB.DE has dropped to 0.33 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

XDWD.DE vs. XDEB.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: 7070
Overall Rank
XDWD.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 7676
Martin Ratio Rank

XDEB.DE
XDEB.DE Risk / Return Rank: 99
Overall Rank
XDEB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XDEB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDEB.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDEB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XDEB.DE Martin Ratio Rank: 99
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. XDEB.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 Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.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.DEXDEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.15

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

1.40

1.00

+0.40

Calmar ratioReturn relative to maximum drawdown

3.63

-0.02

+3.65

Martin ratioReturn relative to average drawdown

14.44

-0.03

+14.48

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

The current XDWD.DE Sharpe Ratio is 2.14, which is higher than the XDEB.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of XDWD.DE and XDEB.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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Sharpe Ratios by Period


XDWD.DEXDEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

-0.01

+2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.61

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

0.62

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.70

+0.09

Drawdowns

XDWD.DE vs. XDEB.DE - Drawdown Comparison

The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than XDEB.DE's maximum drawdown of -28.57%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XDEB.DE.


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Drawdown Indicators


XDWD.DEXDEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.55%

-28.57%

-4.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.54%

-5.31%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-13.02%

-8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-21.64%

-13.02%

-8.62%

Max Drawdown (10Y)

Largest decline over 10 years

-33.55%

-28.57%

-4.98%

Current Drawdown

Current decline from peak

-0.33%

-6.53%

+6.20%

Average Drawdown

Average peak-to-trough decline

-4.55%

-5.03%

+0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.37%

-0.72%

Volatility

XDWD.DE vs. XDEB.DE - Volatility Comparison

Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) have volatilities of 2.60% and 2.63%, 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.DEXDEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

2.63%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.77%

5.56%

+2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.12%

7.86%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

10.16%

+3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

12.03%

+3.13%

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

XDWD.DE has a 0.19% expense ratio, which is lower than XDEB.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. XDEB.DE - Dividend Comparison

Neither XDWD.DE nor XDEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWD.DE and XDEB.DE have a correlation of 0.33, 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 0.25% for XDEB.DE.

XDWD.DE tracks MSCI World, while XDEB.DE tracks MSCI ACWI NR USD. They also come from different issuers: Xtrackers and DWS. Their fees differ too: 0.19% for XDWD.DE and 0.25% for XDEB.DE.

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