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XDWF.DE vs. XDWI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWF.DE vs. XDWI.L - 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 Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L). 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 XDWI.L is traded in USD. To make them comparable, the XDWI.L 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 XDWI.L's 12.51% return. Both investments have delivered pretty close results over the past 10 years, with XDWF.DE having a 11.89% annualized return and XDWI.L not far ahead at 12.08%.


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%

XDWI.L

1D
-0.07%
1M
-1.11%
YTD
12.51%
6M
13.44%
1Y
19.86%
3Y*
18.26%
5Y*
12.49%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. XDWI.L - 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%
XDWI.L
Xtrackers MSCI World Industrials UCITS ETF 1C
12.51%10.62%20.52%19.62%-7.31%24.77%2.63%30.04%-10.83%9.96%

Correlation

The correlation between XDWF.DE and XDWI.L is 0.59, 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

0.59

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

0.69

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

0.73

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

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2016

0.74

The correlation between XDWF.DE and XDWI.L shifts across timeframes, from 0.59 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDWF.DE vs. XDWI.L — 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

XDWI.L
XDWI.L Risk / Return Rank: 4242
Overall Rank
XDWI.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDWI.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
XDWI.L Omega Ratio Rank: 4040
Omega Ratio Rank
XDWI.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
XDWI.L Martin Ratio Rank: 4646
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. XDWI.L - 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 MSCI World Industrials UCITS ETF 1C (XDWI.L). 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.DEXDWI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratioReturn relative to maximum drawdown

1.29

2.12

-0.83

Martin ratioReturn relative to average drawdown

3.98

7.42

-3.43

XDWF.DE vs. XDWI.L - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 0.93, which is comparable to the XDWI.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of XDWF.DE and XDWI.L, 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.DEXDWI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.27

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.77

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.69

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.69

-0.06

Drawdowns

XDWF.DE vs. XDWI.L - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -42.06%, which is greater than XDWI.L's maximum drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and XDWI.L.


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Drawdown Indicators


XDWF.DEXDWI.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.06%

-38.09%

-3.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-9.31%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

-18.66%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-19.74%

-18.66%

-1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

-38.09%

-3.97%

Current Drawdown

Current decline from peak

-0.84%

-1.11%

+0.27%

Average Drawdown

Average peak-to-trough decline

-6.06%

-4.40%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

2.67%

+0.47%

Volatility

XDWF.DE vs. XDWI.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) has a volatility of 4.97%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than XDWI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWF.DEXDWI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

4.97%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

12.78%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

15.56%

-2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

16.26%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

17.53%

+1.08%

XDWF.DE vs. XDWI.L - Expense Ratio Comparison

Both XDWF.DE and XDWI.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDWF.DE vs. XDWI.L - Dividend Comparison

Neither XDWF.DE nor XDWI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWF.DE and XDWI.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDWF.DE and XDWI.L have the same expense ratio: 0.25% per year.

XDWF.DE is categorized as Financials Equities, while XDWI.L is Industrials Equities. XDWF.DE tracks MSCI World Financials, while XDWI.L tracks MSCI World/Materials NR USD.

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