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XDWI.DE vs. 5MVW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWI.DE vs. 5MVW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDWI.DE achieves a 14.21% return, which is significantly lower than 5MVW.DE's 32.22% return.


XDWI.DE

1D
-0.34%
1M
-0.73%
6M
5.83%
YTD
14.21%
1Y
19.21%
3Y*
17.86%
5Y*
12.60%
10Y*
11.72%

5MVW.DE

1D
1.25%
1M
6.25%
6M
24.04%
YTD
32.22%
1Y
39.80%
3Y*
15.82%
5Y*
21.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWI.DE vs. 5MVW.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XDWI.DE
Xtrackers MSCI World Industrials UCITS ETF 1C
14.21%12.06%19.50%19.04%-7.86%26.23%1.52%5.97%
5MVW.DE
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
32.22%2.22%7.55%-0.01%54.33%52.10%-36.66%5.55%

Correlation

The correlation between XDWI.DE and 5MVW.DE is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

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

0.21

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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2019

0.43

The correlation between XDWI.DE and 5MVW.DE shifts across timeframes, from -0.08 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDWI.DE vs. 5MVW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWI.DE
XDWI.DE Risk / Return Rank: 4949
Overall Rank
XDWI.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XDWI.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDWI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XDWI.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
XDWI.DE Martin Ratio Rank: 5555
Martin Ratio Rank

5MVW.DE
5MVW.DE Risk / Return Rank: 6363
Overall Rank
5MVW.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
5MVW.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
5MVW.DE Omega Ratio Rank: 6767
Omega Ratio Rank
5MVW.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
5MVW.DE Martin Ratio Rank: 5050
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.

XDWI.DE vs. 5MVW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.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.


XDWI.DE5MVW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

2.06

2.55

-0.49

Martin ratioReturn relative to average drawdown

7.26

6.55

+0.71

XDWI.DE vs. 5MVW.DE - Sharpe Ratio Comparison

The current XDWI.DE Sharpe Ratio is 1.29, which is comparable to the 5MVW.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of XDWI.DE and 5MVW.DE, 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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Drawdowns

XDWI.DE vs. 5MVW.DE - Drawdown Comparison

The maximum XDWI.DE drawdown since its inception was -47.66%, smaller than the maximum 5MVW.DE drawdown of -56.94%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and 5MVW.DE.


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Drawdown Indicators


XDWI.DE5MVW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.66%

-56.94%

+9.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.28%

-15.54%

+6.26%

Max Drawdown (3Y)

Largest decline over 3 years

-19.09%

-23.74%

+4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-19.09%

-23.74%

+4.65%

Max Drawdown (10Y)

Largest decline over 10 years

-38.08%

Current Drawdown

Current decline from peak

-3.79%

-7.81%

+4.02%

Average Drawdown

Average peak-to-trough decline

-9.10%

-13.50%

+4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

6.06%

-3.42%

Volatility

XDWI.DE vs. 5MVW.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 4.40%, while iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) has a volatility of 6.12%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than 5MVW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWI.DE5MVW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

6.12%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

19.25%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

22.27%

-7.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

24.16%

-8.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

29.12%

-11.56%

XDWI.DE vs. 5MVW.DE - Expense Ratio Comparison

XDWI.DE has a 0.25% expense ratio, which is higher than 5MVW.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDWI.DE vs. 5MVW.DE - Dividend Comparison

XDWI.DE has not paid dividends to shareholders, while 5MVW.DE's dividend yield for the trailing twelve months is around 2.61%.


PositionTTM2025202420232022202120202019
5MVW.DE
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
2.61%3.29%3.54%3.65%3.41%3.49%5.05%0.63%
XDWI.DE
Xtrackers MSCI World Industrials UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDWI.DE and 5MVW.DE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWI.DE.

XDWI.DE is categorized as Industrials Equities, while 5MVW.DE is Energy Equities. XDWI.DE tracks MSCI World/Materials NR USD, while 5MVW.DE tracks MSCI World Energy. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWI.DE and 0.18% for 5MVW.DE.

Portfolio Optimizer

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