XDWD.DE vs. XDWU.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, XDWD.DE returned 13.29%/yr vs 8.86%/yr for XDWU.DE. A 0.52 correlation means they provide meaningful diversification when combined. XDWD.DE charges 0.19%/yr vs 0.25%/yr for XDWU.DE.
Performance
XDWD.DE vs. XDWU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 11.11% return, which is significantly lower than XDWU.DE's 12.38% return. Over the past 10 years, XDWD.DE has outperformed XDWU.DE with an annualized return of 13.29%, while XDWU.DE has yielded a comparatively lower 8.86% annualized return.
XDWD.DE
- 1D
- -0.50%
- 1M
- 0.79%
- YTD
- 11.11%
- 6M
- 11.40%
- 1Y
- 24.83%
- 3Y*
- 18.00%
- 5Y*
- 12.28%
- 10Y*
- 13.29%
XDWU.DE
- 1D
- 0.56%
- 1M
- 1.97%
- YTD
- 12.38%
- 6M
- 13.24%
- 1Y
- 21.63%
- 3Y*
- 14.42%
- 5Y*
- 11.25%
- 10Y*
- 8.86%
XDWD.DE vs. XDWU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 11.11% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.84% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 12.38% | 11.38% | 19.84% | -3.21% | 2.24% | 19.80% | -4.88% | 25.27% | 6.79% | -0.21% |
Correlation
The correlation between XDWD.DE and XDWU.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.52 |
Over the past year, the correlation between XDWD.DE and XDWU.DE has dropped to 0.28 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
XDWD.DE vs. XDWU.DE — Risk / Return Rank
XDWD.DE
XDWU.DE
XDWD.DE vs. XDWU.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 Utilities UCITS ETF 1C (XDWU.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 | XDWU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.28 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 2.95 | +0.95 |
| Martin ratioReturn relative to average drawdown | 15.65 | 7.42 | +8.22 |
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Drawdowns
XDWD.DE vs. XDWU.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, smaller than the maximum XDWU.DE drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XDWU.DE.
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Drawdown Indicators
| XDWD.DE | XDWU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -42.00% | +8.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -7.30% | +0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -12.69% | -8.95% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -23.26% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -33.61% | +0.06% |
Current DrawdownCurrent decline from peak | -0.75% | -1.56% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -4.53% | -12.47% | +7.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 2.91% | -1.33% |
Volatility
XDWD.DE vs. XDWU.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.93%, while Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a volatility of 4.22%. This indicates that XDWD.DE experiences smaller price fluctuations and is considered to be less risky than XDWU.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 | XDWU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 4.22% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 10.83% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.27% | 13.00% | -1.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 14.25% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 18.00% | -2.88% |
XDWD.DE vs. XDWU.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than XDWU.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. XDWU.DE - Dividend Comparison
Neither XDWD.DE nor XDWU.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and XDWU.DE have a correlation of 0.28, 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 XDWU.DE.
XDWD.DE is categorized as Global Equities, while XDWU.DE is Utilities Equities. XDWD.DE tracks MSCI World, while XDWU.DE tracks MSCI World/Utilities NR USD. Their fees differ too: 0.19% for XDWD.DE and 0.25% for XDWU.DE.
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