XDWI.DE vs. EXH4.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and EXH4.DE (iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)) are both Industrials Equities funds - XDWI.DE tracks the MSCI World/Materials NR USD while EXH4.DE tracks the STOXX® Europe 600 Industrial Goods & Services. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 12.08%/yr for EXH4.DE. Their correlation of 0.83 suggests significant overlap in exposure. XDWI.DE charges 0.25%/yr vs 0.46%/yr for EXH4.DE.
Performance
XDWI.DE vs. EXH4.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 EXH4.DE's 8.61% return. Both investments have delivered pretty close results over the past 10 years, with XDWI.DE having a 12.07% annualized return and EXH4.DE not far ahead at 12.08%.
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%
EXH4.DE
- 1D
- 0.57%
- 1M
- 1.72%
- YTD
- 8.61%
- 6M
- 10.71%
- 1Y
- 14.50%
- 3Y*
- 17.96%
- 5Y*
- 11.25%
- 10Y*
- 12.08%
XDWI.DE vs. EXH4.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% |
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 8.61% | 23.72% | 14.66% | 23.26% | -18.58% | 27.14% | 5.60% | 36.93% | -13.73% | 16.86% |
Correlation
The correlation between XDWI.DE and EXH4.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.83 |
The correlation between XDWI.DE and EXH4.DE has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.
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Return for Risk
XDWI.DE vs. EXH4.DE — Risk / Return Rank
XDWI.DE
EXH4.DE
XDWI.DE vs. EXH4.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 STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.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 | EXH4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.15 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.09 | +1.01 |
| Martin ratioReturn relative to average drawdown | 7.51 | 3.91 | +3.60 |
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 | EXH4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.73 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.57 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.60 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.47 | +0.24 |
Drawdowns
XDWI.DE vs. EXH4.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, smaller than the maximum EXH4.DE drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and EXH4.DE.
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Drawdown Indicators
| XDWI.DE | EXH4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -60.02% | +21.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -13.28% | +4.00% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -19.33% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -31.07% | +11.98% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -41.94% | +3.84% |
Current DrawdownCurrent decline from peak | -0.98% | -1.40% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -9.81% | +5.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.69% | -1.09% |
Volatility
XDWI.DE vs. EXH4.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) (EXH4.DE) has a volatility of 6.36%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than EXH4.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 | EXH4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 6.36% | -2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 16.56% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 19.71% | -5.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 19.66% | -4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 19.93% | -3.15% |
XDWI.DE vs. EXH4.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is lower than EXH4.DE's 0.46% expense ratio.
Dividends
XDWI.DE vs. EXH4.DE - Dividend Comparison
XDWI.DE has not paid dividends to shareholders, while EXH4.DE's dividend yield for the trailing twelve months is around 1.18%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXH4.DE iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE) | 1.18% | 1.31% | 1.51% | 1.72% | 1.68% | 1.08% | 0.85% | 1.69% | 1.67% | 2.38% | 2.10% | 2.79% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDWI.DE and EXH4.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWI.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWI.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for EXH4.DE.
XDWI.DE tracks MSCI World/Materials NR USD, while EXH4.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWI.DE and 0.46% for EXH4.DE.
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