PortfoliosLab logoPortfoliosLab logo
XDWF.DE vs. AYE2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWF.DE vs. AYE2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XDWF.DE achieves a 3.62% return, which is significantly higher than AYE2.DE's 0.86% return.


XDWF.DE

1D
2.37%
1M
5.45%
YTD
3.62%
6M
6.03%
1Y
16.86%
3Y*
21.28%
5Y*
13.68%
10Y*
12.65%

AYE2.DE

1D
0.68%
1M
0.68%
YTD
0.86%
6M
1.55%
1Y
3.88%
3Y*
6.76%
5Y*
2.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. AYE2.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
3.62%15.37%34.09%12.42%-4.89%17.20%
AYE2.DE
iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc
0.86%5.80%6.36%10.90%-10.69%0.96%

Correlation

The correlation between XDWF.DE and AYE2.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 1, 2021

0.48

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XDWF.DE vs. AYE2.DE — Risk / Return Rank

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

XDWF.DE
XDWF.DE Risk / Return Rank: 3838
Overall Rank
XDWF.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 3737
Martin Ratio Rank

AYE2.DE
AYE2.DE Risk / Return Rank: 2424
Overall Rank
AYE2.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AYE2.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
AYE2.DE Omega Ratio Rank: 2121
Omega Ratio Rank
AYE2.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
AYE2.DE Martin Ratio Rank: 3232
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.

XDWF.DE vs. AYE2.DE - 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 iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDWF.DEAYE2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.22

1.13

+0.09

Calmar ratioReturn relative to maximum drawdown

1.66

1.04

+0.63

Martin ratioReturn relative to average drawdown

5.04

4.24

+0.80

XDWF.DE vs. AYE2.DE - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 1.24, which is higher than the AYE2.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of XDWF.DE and AYE2.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.


Loading charts...

Drawdowns

XDWF.DE vs. AYE2.DE - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -50.63%, which is greater than AYE2.DE's maximum drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and AYE2.DE.


Loading charts...

Drawdown Indicators


XDWF.DEAYE2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-16.48%

-34.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-3.73%

-6.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.75%

-3.73%

-16.02%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-16.48%

-3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

Current Drawdown

Current decline from peak

0.00%

-0.17%

+0.17%

Average Drawdown

Average peak-to-trough decline

-10.66%

-3.93%

-6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

0.91%

+2.43%

Volatility

XDWF.DE vs. AYE2.DE - Volatility Comparison

Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) has a higher volatility of 3.76% compared to iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR Acc (AYE2.DE) at 1.44%. This indicates that XDWF.DE's price experiences larger fluctuations and is considered to be riskier than AYE2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XDWF.DEAYE2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

1.44%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.25%

4.52%

+5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

5.67%

+7.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

5.78%

+10.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

5.69%

+13.71%

XDWF.DE vs. AYE2.DE - Expense Ratio Comparison

Both XDWF.DE and AYE2.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDWF.DE vs. AYE2.DE - Dividend Comparison

Neither XDWF.DE nor AYE2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWF.DE and AYE2.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDWF.DE and AYE2.DE have the same expense ratio: 0.25% per year.

XDWF.DE is categorized as Financials Equities, while AYE2.DE is European High Yield Bonds. XDWF.DE tracks MSCI World Financials, while AYE2.DE tracks Bloomberg MSCI Euro Corporate High Yield Sustainable BB+ SRI Bond. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XDWF.DE and AYE2.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer