XDWF.DE vs. XDWI.L
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and XDWI.L (Xtrackers MSCI World Industrials UCITS ETF 1C) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while XDWI.L is a Industrials Equities fund tracking the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 12.08%/yr for XDWI.L. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDWF.DE vs. XDWI.L - Performance Comparison
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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%
XDWF.DE vs. XDWI.L - 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% |
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
XDWF.DE
XDWI.L
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.DE | XDWI.L | Difference | |
|---|---|---|---|
| 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 |
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 | XDWI.L | Difference | |
|---|---|---|---|
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.DE | XDWI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.84% | -1.11% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -4.40% | -1.66% |
Ulcer IndexDepth 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.DE | XDWI.L | Difference | |
|---|---|---|---|
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.
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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