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

Performance

XDWD.DE vs. XDWU.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 Utilities UCITS ETF 1C (XDWU.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

XDWD.DE
XDWD.DE Risk / Return Rank: 8181
Overall Rank
XDWD.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 7979
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 8686
Martin Ratio Rank

XDWU.DE
XDWU.DE Risk / Return Rank: 5555
Overall Rank
XDWU.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 5050
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. 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.DEXDWU.DEDifference
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

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

The current XDWD.DE Sharpe Ratio is 2.19, which is higher than the XDWU.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of XDWD.DE and XDWU.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. 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.DEXDWU.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.75%

-1.56%

+0.81%

Average Drawdown

Average peak-to-trough decline

-4.53%

-12.47%

+7.94%

Ulcer Index

Depth 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.DEXDWU.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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