XDWD.DE vs. XG12.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds from Xtrackers - XDWD.DE tracks the MSCI World while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, XDWD.DE returned 17.56%/yr vs 12.73%/yr for XG12.DE. A 0.74 correlation means they provide meaningful diversification when combined. XDWD.DE charges 0.19%/yr vs 0.35%/yr for XG12.DE.
Performance
XDWD.DE vs. XG12.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 lower than XG12.DE's 39.92% 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%
XG12.DE
- 1D
- -0.39%
- 1M
- 10.62%
- YTD
- 39.92%
- 6M
- 38.31%
- 1Y
- 54.12%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
XDWD.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -5.18% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between XDWD.DE and XG12.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.74 |
The correlation between XDWD.DE and XG12.DE has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.
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Return for Risk
XDWD.DE vs. XG12.DE — Risk / Return Rank
XDWD.DE
XG12.DE
XDWD.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.59 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 7.95 | -4.32 |
| Martin ratioReturn relative to average drawdown | 14.44 | 25.46 | -11.01 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 3.33 | -1.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.39 | +0.39 |
Drawdowns
XDWD.DE vs. XG12.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XG12.DE.
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Drawdown Indicators
| XDWD.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -32.01% | -1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -6.77% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -24.98% | +3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -1.67% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -14.28% | +9.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.12% | -0.47% |
Volatility
XDWD.DE vs. XG12.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.60%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that XDWD.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 6.86% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 12.62% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 16.18% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 17.44% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 17.44% | -2.28% |
XDWD.DE vs. XG12.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
XDWD.DE vs. XG12.DE - Dividend Comparison
Neither XDWD.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and XG12.DE have a correlation of 0.78, 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 0.35% for XG12.DE.
XDWD.DE tracks MSCI World, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Their fees differ too: 0.19% for XDWD.DE and 0.35% for XG12.DE.
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