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XDWF.DE vs. EXS1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWF.DE vs. EXS1.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 Core DAX UCITS ETF (DE) (EXS1.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDWF.DE achieves a 11.22% return, which is significantly higher than EXS1.DE's 0.79% return. Over the past 10 years, XDWF.DE has outperformed EXS1.DE with an annualized return of 12.93%, while EXS1.DE has yielded a comparatively lower 8.98% annualized return.


XDWF.DE

1D
-0.76%
1M
4.61%
6M
9.64%
YTD
11.22%
1Y
22.01%
3Y*
23.67%
5Y*
15.54%
10Y*
12.93%

EXS1.DE

1D
-0.39%
1M
-0.49%
6M
-2.45%
YTD
0.79%
1Y
1.31%
3Y*
14.84%
5Y*
9.18%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. EXS1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
11.22%15.37%34.09%12.42%-4.89%39.46%-11.91%29.16%-13.91%8.28%
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.79%22.63%18.07%19.45%-12.79%15.16%2.98%24.67%-18.48%12.30%

Correlation

The correlation between XDWF.DE and EXS1.DE is 0.68, 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

0.68

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

0.65

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

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

0.74

The correlation between XDWF.DE and EXS1.DE has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

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Return for Risk

XDWF.DE vs. EXS1.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: 5858
Overall Rank
XDWF.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 5959
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 5050
Martin Ratio Rank

EXS1.DE
EXS1.DE Risk / Return Rank: 1111
Overall Rank
EXS1.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EXS1.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EXS1.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EXS1.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EXS1.DE Martin Ratio Rank: 1111
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. EXS1.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 DAX UCITS ETF (DE) (EXS1.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.DEEXS1.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.57

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.29

1.03

+0.26

Calmar ratioReturn relative to maximum drawdown

2.17

0.11

+2.07

Martin ratioReturn relative to average drawdown

6.58

0.33

+6.25

XDWF.DE vs. EXS1.DE - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 1.65, which is higher than the EXS1.DE Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of XDWF.DE and EXS1.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.


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Drawdowns

XDWF.DE vs. EXS1.DE - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -50.63%, smaller than the maximum EXS1.DE drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and EXS1.DE.


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Drawdown Indicators


XDWF.DEEXS1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-55.14%

+4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-12.39%

+2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-19.75%

-15.93%

-3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-26.69%

+6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.09%

-38.68%

-3.41%

Current Drawdown

Current decline from peak

-0.76%

-3.83%

+3.07%

Average Drawdown

Average peak-to-trough decline

-10.60%

-11.71%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.97%

-0.63%

Volatility

XDWF.DE vs. EXS1.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.25%, while iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a volatility of 4.63%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than EXS1.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.DEEXS1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

4.63%

-1.38%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

13.54%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

16.21%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

17.21%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.26%

18.11%

+1.15%

XDWF.DE vs. EXS1.DE - Expense Ratio Comparison

XDWF.DE has a 0.25% expense ratio, which is higher than EXS1.DE's 0.16% 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. EXS1.DE - Dividend Comparison

Neither XDWF.DE nor EXS1.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXS1.DE
iShares Core DAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.51%0.48%0.73%0.66%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDWF.DE and EXS1.DE have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXS1.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXS1.DE is cheaper with a 0.16% expense ratio, compared with 0.25% for XDWF.DE.

XDWF.DE is categorized as Financials Equities, while EXS1.DE is Europe Equities. XDWF.DE tracks MSCI World Financials, while EXS1.DE tracks DAX®. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWF.DE and 0.16% for EXS1.DE.

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