XDWI.DE vs. DXSC.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) are both Industrials Equities funds from Xtrackers - XDWI.DE tracks the MSCI World/Materials NR USD while DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 12.15%/yr for DXSC.DE. A 0.62 correlation means they provide meaningful diversification when combined. XDWI.DE charges 0.25%/yr vs 0.17%/yr for DXSC.DE.
Performance
XDWI.DE vs. DXSC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWI.DE achieves a 12.20% return, which is significantly higher than DXSC.DE's 8.73% return. Both investments have delivered pretty close results over the past 10 years, with XDWI.DE having a 12.07% annualized return and DXSC.DE not far ahead at 12.15%.
XDWI.DE
- 1D
- 0.11%
- 1M
- 1.18%
- YTD
- 12.20%
- 6M
- 13.38%
- 1Y
- 19.56%
- 3Y*
- 18.27%
- 5Y*
- 12.48%
- 10Y*
- 12.07%
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
XDWI.DE vs. DXSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 12.20% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.50% | -11.18% | 10.04% |
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
Correlation
The correlation between XDWI.DE and DXSC.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.63 |
The correlation between XDWI.DE and DXSC.DE has been stable across timeframes, ranging from 0.57 to 0.65 - a consistent structural relationship.
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Return for Risk
XDWI.DE vs. DXSC.DE — Risk / Return Rank
XDWI.DE
DXSC.DE
XDWI.DE vs. DXSC.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 Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
| XDWI.DE | DXSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.10 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 0.58 | +1.52 |
| Martin ratioReturn relative to average drawdown | 7.51 | 1.79 | +5.72 |
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
| XDWI.DE | DXSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.49 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.22 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.51 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.07 | +0.64 |
Drawdowns
XDWI.DE vs. DXSC.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and DXSC.DE.
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Drawdown Indicators
| XDWI.DE | DXSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -73.82% | +35.72% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -14.34% | +5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -17.53% | -1.56% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -25.63% | +6.54% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -44.96% | +6.86% |
Current DrawdownCurrent decline from peak | -0.98% | -1.80% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -30.18% | +25.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 4.61% | -2.01% |
Volatility
XDWI.DE vs. DXSC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a volatility of 6.43%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than DXSC.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 | DXSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 6.43% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 14.24% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 16.91% | -2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 17.98% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 23.78% | -7.00% |
XDWI.DE vs. DXSC.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than DXSC.DE's 0.17% 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. DXSC.DE - Dividend Comparison
Neither XDWI.DE nor DXSC.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and DXSC.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDWI.DE.
XDWI.DE tracks MSCI World/Materials NR USD, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. Their fees differ too: 0.25% for XDWI.DE and 0.17% for DXSC.DE.
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