XDWD.DE vs. XEOD.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and XEOD.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while XEOD.DE is a Money Market fund tracking the €STR + 8.5 bps. Both are passively managed. Over the past 10 years, XDWD.DE returned 12.83%/yr vs 0.70%/yr for XEOD.DE. At a 0.01 correlation, their price movements are largely independent. XDWD.DE charges 0.19%/yr vs 0.10%/yr for XEOD.DE.
Performance
XDWD.DE vs. XEOD.DE - Performance Comparison
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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 XEOD.DE's 0.83% return. Over the past 10 years, XDWD.DE has outperformed XEOD.DE with an annualized return of 12.83%, while XEOD.DE has yielded a comparatively lower 0.70% 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%
XEOD.DE
- 1D
- 0.00%
- 1M
- 0.17%
- YTD
- 0.83%
- 6M
- 0.97%
- 1Y
- 1.94%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XDWD.DE vs. XEOD.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% |
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | 0.83% | 2.22% | 3.75% | 3.32% | -0.03% | -0.58% | -0.58% | -0.49% | -0.49% | -0.54% |
Correlation
The correlation between XDWD.DE and XEOD.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.01 |
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Return for Risk
XDWD.DE vs. XEOD.DE — Risk / Return Rank
XDWD.DE
XEOD.DE
XDWD.DE vs. XEOD.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 II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.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 | XEOD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.81 | ||
| Sortino ratioReturn per unit of downside risk | -8.53 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 2.56 | -1.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 38.23 | -34.60 |
| Martin ratioReturn relative to average drawdown | 14.44 | 158.09 | -143.65 |
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 | XEOD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 5.95 | -3.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 6.40 | -5.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 2.76 | -1.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.29 | +0.50 |
Drawdowns
XDWD.DE vs. XEOD.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than XEOD.DE's maximum drawdown of -7.47%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XEOD.DE.
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Drawdown Indicators
| XDWD.DE | XEOD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -7.47% | -26.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -0.05% | -6.49% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -0.19% | -21.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -0.71% | -20.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -3.27% | -30.28% |
Current DrawdownCurrent decline from peak | -0.33% | 0.00% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -0.91% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 0.01% | +1.64% |
Volatility
XDWD.DE vs. XEOD.DE - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a higher volatility of 2.60% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D (XEOD.DE) at 0.08%. This indicates that XDWD.DE's price experiences larger fluctuations and is considered to be riskier than XEOD.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 | XEOD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 0.08% | +2.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 0.26% | +7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 0.33% | +10.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 0.30% | +13.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 0.25% | +14.91% |
XDWD.DE vs. XEOD.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is higher than XEOD.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. XEOD.DE - Dividend Comparison
XDWD.DE has not paid dividends to shareholders, while XEOD.DE's dividend yield for the trailing twelve months is around 1.86%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XEOD.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | 1.86% | 2.33% | 3.69% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.83% | 0.01% |
Frequently Asked Questions
XDWD.DE and XEOD.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEOD.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEOD.DE is cheaper with a 0.10% expense ratio, compared with 0.19% for XDWD.DE.
XDWD.DE is categorized as Global Equities, while XEOD.DE is Money Market. XDWD.DE tracks MSCI World, while XEOD.DE tracks €STR + 8.5 bps. Their fees differ too: 0.19% for XDWD.DE and 0.10% for XEOD.DE.
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