XDWD.DE vs. XYP1.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and XYP1.DE (Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while XYP1.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. Both are passively managed. Over the past 10 years, XDWD.DE returned 12.76%/yr vs 0.56%/yr for XYP1.DE. At a 0.13 correlation, their price movements are largely independent. XDWD.DE charges 0.19%/yr vs 0.15%/yr for XYP1.DE.
Performance
XDWD.DE vs. XYP1.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 XYP1.DE's -0.03% return. Over the past 10 years, XDWD.DE has outperformed XYP1.DE with an annualized return of 12.76%, while XYP1.DE has yielded a comparatively lower 0.56% annualized 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%
XYP1.DE
- 1D
- 0.03%
- 1M
- 0.01%
- YTD
- -0.03%
- 6M
- 0.19%
- 1Y
- 0.84%
- 3Y*
- 2.81%
- 5Y*
- 0.84%
- 10Y*
- 0.56%
XDWD.DE vs. XYP1.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% | 7.84% |
XYP1.DE Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF | -0.03% | 2.36% | 3.44% | 3.76% | -4.63% | -0.71% | 0.54% | 1.24% | -0.04% | -0.30% |
Correlation
The correlation between XDWD.DE and XYP1.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.13 |
The correlation between XDWD.DE and XYP1.DE shifts across timeframes, from 0.10 (5 years) to 0.20 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDWD.DE vs. XYP1.DE — Risk / Return Rank
XDWD.DE
XYP1.DE
XDWD.DE vs. XYP1.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 Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.37 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.12 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 0.60 | +2.87 |
| Martin ratioReturn relative to average drawdown | 13.96 | 1.87 | +12.09 |
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 | XYP1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 0.61 | +1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.47 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.27 | +0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.45 | +0.31 |
Drawdowns
XDWD.DE vs. XYP1.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than XYP1.DE's maximum drawdown of -5.77%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XYP1.DE.
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Drawdown Indicators
| XDWD.DE | XYP1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -5.77% | -27.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -1.39% | -4.95% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -1.39% | -20.25% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -5.53% | -16.11% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -5.77% | -27.78% |
Current DrawdownCurrent decline from peak | -1.38% | -0.68% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -0.92% | -3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 0.45% | +1.13% |
Volatility
XDWD.DE vs. XYP1.DE - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a higher volatility of 2.75% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 0.48%. This indicates that XDWD.DE's price experiences larger fluctuations and is considered to be riskier than XYP1.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 | XYP1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 0.48% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 1.26% | +6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 1.37% | +9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 1.75% | +12.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.14% | 2.01% | +13.13% |
XDWD.DE vs. XYP1.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is higher than XYP1.DE's 0.15% 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. XYP1.DE - Dividend Comparison
Neither XDWD.DE nor XYP1.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and XYP1.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XYP1.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XYP1.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for XDWD.DE.
XDWD.DE is categorized as Global Equities, while XYP1.DE is European Government Bonds. XDWD.DE tracks MSCI World, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. Their fees differ too: 0.19% for XDWD.DE and 0.15% for XYP1.DE.
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