XDWI.DE vs. 5MVW.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and 5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - XDWI.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while 5MVW.DE is a Energy Equities fund tracking the MSCI World Energy. Both are passively managed. Over the past 5 years, XDWI.DE returned 12.60%/yr vs 21.48%/yr for 5MVW.DE. At a 0.43 correlation, their price movements are largely independent. XDWI.DE charges 0.25%/yr vs 0.18%/yr for 5MVW.DE.
Performance
XDWI.DE vs. 5MVW.DE - Performance Comparison
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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*
- —
XDWI.DE vs. 5MVW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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
XDWI.DE
5MVW.DE
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.DE | 5MVW.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | 5MVW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.79% | -7.81% | +4.02% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -13.50% | +4.40% |
Ulcer IndexDepth 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.DE | 5MVW.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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.
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