XDWF.DE vs. EUNN.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and EUNN.DE (iShares Core MSCI Japan IMI UCITS ETF) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while EUNN.DE is a Japan Equities fund tracking the MSCI Japan IMI. Both are passively managed. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 9.05%/yr for EUNN.DE. A 0.62 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.12%/yr for EUNN.DE.
Performance
XDWF.DE vs. EUNN.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than EUNN.DE's 16.53% return. Over the past 10 years, XDWF.DE has outperformed EUNN.DE with an annualized return of 11.89%, while EUNN.DE has yielded a comparatively lower 9.05% 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%
EUNN.DE
- 1D
- -0.27%
- 1M
- 5.77%
- YTD
- 16.53%
- 6M
- 16.83%
- 1Y
- 30.19%
- 3Y*
- 15.47%
- 5Y*
- 9.85%
- 10Y*
- 9.05%
XDWF.DE vs. EUNN.DE - 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% |
EUNN.DE iShares Core MSCI Japan IMI UCITS ETF | 16.53% | 13.46% | 12.90% | 15.16% | -11.47% | 9.25% | 4.10% | 22.24% | -10.32% | 10.42% |
Correlation
The correlation between XDWF.DE and EUNN.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.62 |
The correlation between XDWF.DE and EUNN.DE has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
XDWF.DE vs. EUNN.DE — Risk / Return Rank
XDWF.DE
EUNN.DE
XDWF.DE vs. EUNN.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 Core MSCI Japan IMI UCITS ETF (EUNN.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.DE | EUNN.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.32 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 3.14 | -1.84 |
| Martin ratioReturn relative to average drawdown | 3.98 | 10.51 | -6.53 |
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 | EUNN.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.67 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.61 | +0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.56 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.53 | +0.10 |
Drawdowns
XDWF.DE vs. EUNN.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, which is greater than EUNN.DE's maximum drawdown of -28.55%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and EUNN.DE.
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Drawdown Indicators
| XDWF.DE | EUNN.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -28.55% | -13.51% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -9.58% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -15.81% | -3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -19.41% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | -28.55% | -13.51% |
Current DrawdownCurrent decline from peak | -0.84% | -0.27% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -6.85% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.86% | +0.28% |
Volatility
XDWF.DE vs. EUNN.DE - Volatility Comparison
Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) has a higher volatility of 3.37% compared to iShares Core MSCI Japan IMI UCITS ETF (EUNN.DE) at 3.16%. This indicates that XDWF.DE's price experiences larger fluctuations and is considered to be riskier than EUNN.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.DE | EUNN.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.16% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 14.53% | -4.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 17.97% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 16.04% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 16.08% | +2.53% |
XDWF.DE vs. EUNN.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is higher than EUNN.DE's 0.12% 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
XDWF.DE vs. EUNN.DE - Dividend Comparison
Neither XDWF.DE nor EUNN.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and EUNN.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNN.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWF.DE.
XDWF.DE is categorized as Financials Equities, while EUNN.DE is Japan Equities. XDWF.DE tracks MSCI World Financials, while EUNN.DE tracks MSCI Japan IMI. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWF.DE and 0.12% for EUNN.DE.
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