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

Performance

XDWD.DE vs. XHYA.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 EUR High Yield Corporate Bond UCITS ETF (XHYA.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

XDWD.DE
XDWD.DE Risk / Return Rank: 7272
Overall Rank
XDWD.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 6969
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 7979
Martin Ratio Rank

XHYA.DE
XHYA.DE Risk / Return Rank: 2929
Overall Rank
XHYA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XHYA.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XHYA.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XHYA.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XHYA.DE Martin Ratio Rank: 3434
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. 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.DEXHYA.DEDifference
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

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

The current XDWD.DE Sharpe Ratio is 1.98, which is higher than the XHYA.DE Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of XDWD.DE and XHYA.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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Sharpe Ratios by Period


XDWD.DEXHYA.DEDifference

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.DEXHYA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.38%

-0.19%

-1.19%

Average Drawdown

Average peak-to-trough decline

-4.54%

-2.52%

-2.02%

Ulcer Index

Depth 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.DEXHYA.DEDifference

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.


Tickers have no history of dividend payments

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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