XDWD.DE vs. XSVT.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and XSVT.DE (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while XSVT.DE is a Commodities fund tracking the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Both are passively managed. Over the past 3 years, XDWD.DE returned 17.56%/yr vs 16.36%/yr for XSVT.DE. At a 0.17 correlation, their price movements are largely independent. XDWD.DE charges 0.19%/yr vs 0.29%/yr for XSVT.DE.
Performance
XDWD.DE vs. XSVT.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 XSVT.DE's 21.63% 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%
XSVT.DE
- 1D
- -0.53%
- 1M
- 1.39%
- YTD
- 21.63%
- 6M
- 26.61%
- 1Y
- 43.07%
- 3Y*
- 16.36%
- 5Y*
- —
- 10Y*
- —
XDWD.DE vs. XSVT.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% | -7.67% |
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 21.63% | 14.36% | 15.10% | -12.67% | 14.63% |
Correlation
The correlation between XDWD.DE and XSVT.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 | 0.16 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022 | 0.17 |
The correlation between XDWD.DE and XSVT.DE shifts across timeframes, from 0.02 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWD.DE vs. XSVT.DE — Risk / Return Rank
XDWD.DE
XSVT.DE
XDWD.DE vs. XSVT.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 Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.41 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 4.58 | -0.95 |
| Martin ratioReturn relative to average drawdown | 14.44 | 10.89 | +3.56 |
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 | XSVT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.31 | -0.18 |
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 | 0.61 | +0.17 |
Drawdowns
XDWD.DE vs. XSVT.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than XSVT.DE's maximum drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XSVT.DE.
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Drawdown Indicators
| XDWD.DE | XSVT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -27.57% | -5.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -9.35% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -15.97% | -5.67% |
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% | -1.81% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -14.41% | +9.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 3.95% | -2.30% |
Volatility
XDWD.DE vs. XSVT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.60%, while Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) has a volatility of 4.33%. This indicates that XDWD.DE experiences smaller price fluctuations and is considered to be less risky than XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 4.33% | -1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 15.57% | -7.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 18.53% | -7.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 18.83% | -4.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 18.83% | -3.67% |
XDWD.DE vs. XSVT.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is lower than XSVT.DE's 0.29% expense ratio.
Dividends
XDWD.DE vs. XSVT.DE - Dividend Comparison
Neither XDWD.DE nor XSVT.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and XSVT.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, 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 0.29% for XSVT.DE.
XDWD.DE is categorized as Global Equities, while XSVT.DE is Commodities. XDWD.DE tracks MSCI World, while XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Their fees differ too: 0.19% for XDWD.DE and 0.29% for XSVT.DE.
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