XDWD.DE vs. XHYA.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while XHYA.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield. Both are passively managed. Over the past 5 years, XDWD.DE returned 12.57%/yr vs 2.70%/yr for XHYA.DE. A 0.58 correlation means they provide meaningful diversification when combined. XDWD.DE charges 0.19%/yr vs 0.20%/yr for XHYA.DE.
Performance
XDWD.DE vs. XHYA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 9.74% return, which is significantly higher than XHYA.DE's 1.14% return.
XDWD.DE
- 1D
- -0.06%
- 1M
- 2.58%
- YTD
- 9.74%
- 6M
- 10.29%
- 1Y
- 22.07%
- 3Y*
- 17.17%
- 5Y*
- 12.57%
- 10Y*
- 12.76%
XHYA.DE
- 1D
- 0.22%
- 1M
- 0.47%
- YTD
- 1.14%
- 6M
- 1.52%
- 1Y
- 3.26%
- 3Y*
- 6.15%
- 5Y*
- 2.70%
- 10Y*
- —
XDWD.DE vs. XHYA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 9.74% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 3.46% |
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.14% | 4.45% | 6.15% | 10.88% | -8.84% | 2.99% | 2.01% | 9.70% | -3.64% | 4.00% |
Correlation
The correlation between XDWD.DE and XHYA.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2017 | 0.58 |
The correlation between XDWD.DE and XHYA.DE has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
XDWD.DE vs. XHYA.DE — Risk / Return Rank
XDWD.DE
XHYA.DE
XDWD.DE vs. XHYA.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 EUR High Yield Corporate Bond UCITS ETF (XHYA.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 | XHYA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.17 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 1.15 | +2.32 |
| Martin ratioReturn relative to average drawdown | 13.96 | 4.71 | +9.26 |
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 | XHYA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.89 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.49 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.45 | +0.32 |
Drawdowns
XDWD.DE vs. XHYA.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than XHYA.DE's maximum drawdown of -23.83%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XHYA.DE.
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Drawdown Indicators
| XDWD.DE | XHYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -23.83% | -9.72% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -2.86% | -3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -4.25% | -17.39% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -14.49% | -7.15% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | — | — |
Current DrawdownCurrent decline from peak | -1.38% | -0.19% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -2.52% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 0.70% | +0.88% |
Volatility
XDWD.DE vs. XHYA.DE - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a higher volatility of 2.75% compared to Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) at 1.09%. This indicates that XDWD.DE's price experiences larger fluctuations and is considered to be riskier than XHYA.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 | XHYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 1.09% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 3.26% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 3.70% | +7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 5.47% | +8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 6.55% | +8.59% |
XDWD.DE vs. XHYA.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than XHYA.DE's 0.20% 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. XHYA.DE - Dividend Comparison
Neither XDWD.DE nor XHYA.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and XHYA.DE have a correlation of 0.61, 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 0.20% for XHYA.DE.
XDWD.DE is categorized as Global Equities, while XHYA.DE is European High Yield Bonds. XDWD.DE tracks MSCI World, while XHYA.DE tracks iBoxx® EUR Liquid High Yield. Their fees differ too: 0.19% for XDWD.DE and 0.20% for XHYA.DE.
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