XDWF.DE vs. XAIX.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, XDWF.DE returned 12.85%/yr vs 22.22%/yr for XAIX.DE. A 0.60 correlation means they provide meaningful diversification when combined. XDWF.DE charges 0.25%/yr vs 0.35%/yr for XAIX.DE.
Performance
XDWF.DE vs. XAIX.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 XAIX.DE's 37.21% 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%
XAIX.DE
- 1D
- -2.02%
- 1M
- 18.07%
- YTD
- 37.21%
- 6M
- 38.87%
- 1Y
- 62.15%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
XDWF.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 1.15% | 15.35% | 34.08% | 12.42% | -4.87% | 39.49% | -11.91% | 17.80% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between XDWF.DE and XAIX.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.60 |
The correlation between XDWF.DE and XAIX.DE shifts across timeframes, from 0.48 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWF.DE vs. XAIX.DE — Risk / Return Rank
XDWF.DE
XAIX.DE
XDWF.DE vs. XAIX.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 Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.10 | ||
| Sortino ratioReturn per unit of downside risk | -2.56 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.51 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 5.11 | -3.82 |
| Martin ratioReturn relative to average drawdown | 3.98 | 14.72 | -10.74 |
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 | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 3.03 | -2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 1.06 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.08 | -0.45 |
Drawdowns
XDWF.DE vs. XAIX.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, which is greater than XAIX.DE's maximum drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and XAIX.DE.
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Drawdown Indicators
| XDWF.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.06% | -33.08% | -8.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.65% | -12.10% | +2.45% |
Max Drawdown (3Y)Largest decline over 3 years | -19.74% | -27.61% | +7.87% |
Max Drawdown (5Y)Largest decline over 5 years | -19.74% | -33.08% | +13.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.06% | — | — |
Current DrawdownCurrent decline from peak | -0.84% | -3.11% | +2.27% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -7.39% | +1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 4.21% | -1.07% |
Volatility
XDWF.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 8.63% | -5.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 16.15% | -6.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 20.43% | -7.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 20.73% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 21.30% | -2.69% |
XDWF.DE vs. XAIX.DE - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
XDWF.DE vs. XAIX.DE - Dividend Comparison
Neither XDWF.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and XAIX.DE have a correlation of 0.48, 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 XAIX.DE.
XDWF.DE is categorized as Financials Equities, while XAIX.DE is Technology Equities. XDWF.DE tracks MSCI World Financials, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.25% for XDWF.DE and 0.35% for XAIX.DE.
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