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XDWF.DE vs. ESIF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDWF.DE vs. ESIF.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 MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
-4.69%15.35%34.08%12.42%-4.87%39.49%2.88%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
-3.07%47.69%25.31%21.61%-2.88%29.09%3.24%

Returns By Period

In the year-to-date period, XDWF.DE achieves a -4.69% return, which is significantly lower than ESIF.DE's -3.07% return.


XDWF.DE

1D
2.30%
1M
-1.89%
YTD
-4.69%
6M
0.79%
1Y
6.81%
3Y*
19.77%
5Y*
13.01%
10Y*
11.76%

ESIF.DE

1D
3.73%
1M
-2.04%
YTD
-3.07%
6M
6.22%
1Y
20.62%
3Y*
27.81%
5Y*
19.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDWF.DE has a 0.25% expense ratio, which is higher than ESIF.DE's 0.18% 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%.


Return for Risk

XDWF.DE vs. ESIF.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: 2323
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2626
Martin Ratio Rank

ESIF.DE
ESIF.DE Risk / Return Rank: 5454
Overall Rank
ESIF.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ESIF.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
ESIF.DE Omega Ratio Rank: 5050
Omega Ratio Rank
ESIF.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
ESIF.DE Martin Ratio Rank: 5454
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. ESIF.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 MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.


XDWF.DEESIF.DEDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.00

-0.63

Sortino ratio

Return per unit of downside risk

0.61

1.40

-0.79

Omega ratio

Gain probability vs. loss probability

1.09

1.20

-0.11

Calmar ratio

Return relative to maximum drawdown

0.68

1.69

-1.02

Martin ratio

Return relative to average drawdown

2.13

5.56

-3.43

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

The current XDWF.DE Sharpe Ratio is 0.37, which is lower than the ESIF.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of XDWF.DE and ESIF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDWF.DEESIF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.00

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

1.01

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.13

-0.52

Correlation

The correlation between XDWF.DE and ESIF.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDWF.DE vs. ESIF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XDWF.DE vs. ESIF.DE - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -42.06%, which is greater than ESIF.DE's maximum drawdown of -22.93%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and ESIF.DE.


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Drawdown Indicators


XDWF.DEESIF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.06%

-22.93%

-19.13%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-14.82%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-19.74%

-22.93%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

Current Drawdown

Current decline from peak

-6.56%

-6.68%

+0.12%

Average Drawdown

Average peak-to-trough decline

-6.11%

-4.19%

-1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.77%

-0.55%

Volatility

XDWF.DE vs. ESIF.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 5.29%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 7.75%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than ESIF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWF.DEESIF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

7.75%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

13.10%

-3.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

20.63%

-2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

18.74%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

18.75%

-0.05%