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

Performance

XDWF.DE vs. KBWB - 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 Invesco KBW Bank ETF (KBWB). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDWF.DE is traded in EUR, while KBWB is traded in USD. To make them comparable, the KBWB 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 KBWB's 9.09% return. Both investments have delivered pretty close results over the past 10 years, with XDWF.DE having a 11.89% annualized return and KBWB not far ahead at 12.10%.


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%

KBWB

1D
3.50%
1M
5.48%
YTD
9.09%
6M
12.07%
1Y
38.20%
3Y*
30.42%
5Y*
9.54%
10Y*
12.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. KBWB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
KBWB
Invesco KBW Bank ETF
9.09%16.38%45.76%-4.14%-16.83%48.02%-17.84%38.97%-14.46%3.59%

Correlation

The correlation between XDWF.DE and KBWB is 0.58, 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

0.58

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

0.58

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

0.62

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

0.64

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.64

The correlation between XDWF.DE and KBWB has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

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Return for Risk

XDWF.DE vs. KBWB — 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: 2727
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2929
Martin Ratio Rank

KBWB
KBWB Risk / Return Rank: 5555
Overall Rank
KBWB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
KBWB Sortino Ratio Rank: 5555
Sortino Ratio Rank
KBWB Omega Ratio Rank: 5858
Omega Ratio Rank
KBWB Calmar Ratio Rank: 5151
Calmar Ratio Rank
KBWB Martin Ratio Rank: 4848
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. KBWB - 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 Invesco KBW Bank ETF (KBWB). 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.DEKBWBDifference
Sharpe ratioReturn per unit of total volatility

-0.94

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.16

1.33

-0.16

Calmar ratioReturn relative to maximum drawdown

1.29

2.83

-1.53

Martin ratioReturn relative to average drawdown

3.98

8.39

-4.41

XDWF.DE vs. KBWB - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 0.93, which is lower than the KBWB Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XDWF.DE and KBWB, 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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Sharpe Ratios by Period


XDWF.DEKBWBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.87

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.36

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.41

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.54

+0.09

Drawdowns

XDWF.DE vs. KBWB - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum KBWB drawdown of -48.43%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and KBWB.


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Drawdown Indicators


XDWF.DEKBWBDifference

Max Drawdown

Largest peak-to-trough decline

-42.06%

-48.43%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-13.58%

+3.93%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

-29.79%

+10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.74%

-47.31%

+27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

-48.43%

+6.37%

Current Drawdown

Current decline from peak

-0.84%

0.00%

-0.84%

Average Drawdown

Average peak-to-trough decline

-6.06%

-10.98%

+4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

4.57%

-1.43%

Volatility

XDWF.DE vs. KBWB - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while Invesco KBW Bank ETF (KBWB) has a volatility of 5.83%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than KBWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWF.DEKBWBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

5.83%

-2.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

15.58%

-5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

20.60%

-7.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

26.41%

-10.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

29.54%

-10.93%

XDWF.DE vs. KBWB - Expense Ratio Comparison

XDWF.DE has a 0.25% expense ratio, which is lower than KBWB's 0.35% expense ratio.


Dividends

XDWF.DE vs. KBWB - Dividend Comparison

XDWF.DE has not paid dividends to shareholders, while KBWB's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM20252024202320222021202020192018201720162015
KBWB
Invesco KBW Bank ETF
1.99%2.04%2.46%3.20%3.05%2.13%2.62%2.38%2.54%1.35%1.53%1.53%
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 KBWB have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for KBWB.

XDWF.DE tracks MSCI World Financials, while KBWB tracks KBW Nasdaq Bank Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.25% for XDWF.DE and 0.35% for KBWB.

Portfolio Optimizer

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