XDWF.DE vs. XDWU.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) are both exchange-traded funds - XDWF.DE is a Financials Equities fund tracking the MSCI World Financials, while XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, XDWF.DE returned 13.06%/yr vs 8.36%/yr for XDWU.DE. At a 0.49 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
XDWF.DE vs. XDWU.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with XDWF.DE having a 11.99% return and XDWU.DE slightly higher at 12.57%. Over the past 10 years, XDWF.DE has outperformed XDWU.DE with an annualized return of 13.06%, while XDWU.DE has yielded a comparatively lower 8.36% annualized return.
XDWF.DE
- 1D
- 0.67%
- 1M
- 7.49%
- 6M
- 12.02%
- YTD
- 11.99%
- 1Y
- 23.80%
- 3Y*
- 24.63%
- 5Y*
- 15.70%
- 10Y*
- 13.06%
XDWU.DE
- 1D
- -0.42%
- 1M
- 3.78%
- 6M
- 10.23%
- YTD
- 12.57%
- 1Y
- 20.87%
- 3Y*
- 14.77%
- 5Y*
- 10.48%
- 10Y*
- 8.36%
XDWF.DE vs. XDWU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 11.99% | 15.37% | 34.09% | 12.42% | -4.89% | 39.46% | -11.91% | 29.16% | -13.91% | 8.28% |
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 12.57% | 11.38% | 19.84% | -3.21% | 2.24% | 19.80% | -4.88% | 25.27% | 6.79% | -0.21% |
Correlation
The correlation between XDWF.DE and XDWU.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.49 |
Over the past year, the correlation between XDWF.DE and XDWU.DE has dropped to 0.21 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDWF.DE vs. XDWU.DE — Risk / Return Rank
XDWF.DE
XDWU.DE
XDWF.DE vs. XDWU.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 MSCI World Utilities UCITS ETF 1C (XDWU.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.DE | XDWU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 2.85 | -0.50 |
| Martin ratioReturn relative to average drawdown | 7.12 | 7.10 | +0.02 |
Loading charts...
Drawdowns
XDWF.DE vs. XDWU.DE - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -50.63%, which is greater than XDWU.DE's maximum drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and XDWU.DE.
Loading charts...
Drawdown Indicators
| XDWF.DE | XDWU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.63% | -42.00% | -8.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -7.30% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -19.75% | -12.69% | -7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -19.75% | -23.26% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -33.61% | -8.48% |
Current DrawdownCurrent decline from peak | 0.00% | -1.40% | +1.40% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -12.44% | +1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.93% | +0.41% |
Volatility
XDWF.DE vs. XDWU.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.22%, while Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a volatility of 3.41%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDWF.DE | XDWU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 3.41% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.15% | 10.22% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.48% | 13.12% | +0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 14.27% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.26% | 18.01% | +1.25% |
XDWF.DE vs. XDWU.DE - Expense Ratio Comparison
Both XDWF.DE and XDWU.DE 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. XDWU.DE - Dividend Comparison
Neither XDWF.DE nor XDWU.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWF.DE and XDWU.DE have a correlation of 0.21, 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 XDWU.DE have the same expense ratio: 0.25% per year.
XDWF.DE is categorized as Financials Equities, while XDWU.DE is Utilities Equities. XDWF.DE tracks MSCI World Financials, while XDWU.DE tracks MSCI World/Utilities NR USD.
Find the right allocation for XDWF.DE and XDWU.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer