XDWF.DE vs. ^GSPC
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) is Financials Equities fund tracking the MSCI World Financials, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 13.40%/yr for ^GSPC. At a 0.47 correlation, their price movements are largely independent.
Performance
XDWF.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
XDWF.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, XDWF.DE has underperformed ^GSPC with an annualized return of 11.89%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
XDWF.DE
- 1D
- 2.02%
- 1M
- 2.66%
- YTD
- 1.15%
- 6M
- 4.89%
- 1Y
- 12.52%
- 3Y*
- 20.89%
- 5Y*
- 12.85%
- 10Y*
- 11.89%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
XDWF.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 29.11% | -13.92% | 8.33% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between XDWF.DE and ^GSPC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.47 |
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Return for Risk
XDWF.DE vs. ^GSPC — Risk / Return Rank
XDWF.DE
^GSPC
XDWF.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and S&P 500 Index (^GSPC). 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.
| XDWF.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.37 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.30 | -2.01 |
| Martin ratioReturn relative to average drawdown | 3.98 | 12.34 | -8.36 |
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
| XDWF.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 2.04 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.80 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.72 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.51 | +0.12 |
Drawdowns
XDWF.DE vs. ^GSPC - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and ^GSPC.
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Drawdown Indicators
| XDWF.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -51.62% | +9.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -7.57% | -2.08% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -23.99% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -23.99% | +4.25% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | -33.42% | -8.64% |
Current DrawdownCurrent decline from peak | -0.84% | -0.20% | -0.64% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -9.08% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.02% | +1.12% |
Volatility
XDWF.DE vs. ^GSPC - Volatility Comparison
Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) has a higher volatility of 3.37% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that XDWF.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWF.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 2.24% | +1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 8.62% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 12.29% | +1.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 16.79% | -0.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 18.59% | +0.02% |
Frequently Asked Questions
XDWF.DE and ^GSPC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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