XDWI.DE vs. LBRE.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and LBRE.DE (Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc) are both Industrials Equities funds - XDWI.DE tracks the MSCI World/Materials NR USD while LBRE.DE tracks the STOXX® Europe 600 Basic Resources. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 16.21%/yr for LBRE.DE. A 0.51 correlation means they provide meaningful diversification when combined. XDWI.DE charges 0.25%/yr vs 0.30%/yr for LBRE.DE.
Performance
XDWI.DE vs. LBRE.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 lower than LBRE.DE's 32.03% return. Over the past 10 years, XDWI.DE has underperformed LBRE.DE with an annualized return of 12.07%, while LBRE.DE has yielded a comparatively higher 16.21% annualized return.
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%
LBRE.DE
- 1D
- -0.97%
- 1M
- 10.22%
- YTD
- 32.03%
- 6M
- 41.45%
- 1Y
- 81.06%
- 3Y*
- 19.81%
- 5Y*
- 11.64%
- 10Y*
- 16.21%
XDWI.DE vs. LBRE.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% |
LBRE.DE Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc | 32.03% | 33.09% | -8.87% | -2.42% | 9.41% | 26.55% | 13.06% | 22.34% | -12.39% | 22.13% |
Correlation
The correlation between XDWI.DE and LBRE.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.51 |
The correlation between XDWI.DE and LBRE.DE has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.
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Return for Risk
XDWI.DE vs. LBRE.DE — Risk / Return Rank
XDWI.DE
LBRE.DE
XDWI.DE vs. LBRE.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 Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.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 | LBRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.50 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 4.71 | -2.61 |
| Martin ratioReturn relative to average drawdown | 7.51 | 18.65 | -11.14 |
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 | LBRE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 3.15 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.44 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.62 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.17 | +0.54 |
Drawdowns
XDWI.DE vs. LBRE.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, smaller than the maximum LBRE.DE drawdown of -74.21%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and LBRE.DE.
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Drawdown Indicators
| XDWI.DE | LBRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -74.21% | +36.11% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -17.12% | +7.84% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -33.23% | +14.14% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -37.22% | +18.13% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -45.32% | +7.22% |
Current DrawdownCurrent decline from peak | -0.98% | -2.86% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -31.35% | +27.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 4.26% | -1.66% |
Volatility
XDWI.DE vs. LBRE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Acc (LBRE.DE) has a volatility of 9.86%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than LBRE.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 | LBRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 9.86% | -5.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 21.55% | -9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 25.64% | -11.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 26.23% | -10.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 28.67% | -11.89% |
XDWI.DE vs. LBRE.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is lower than LBRE.DE's 0.30% expense ratio.
Dividends
XDWI.DE vs. LBRE.DE - Dividend Comparison
Neither XDWI.DE nor LBRE.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and LBRE.DE have a correlation of 0.48, 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 0.30% for LBRE.DE.
XDWI.DE tracks MSCI World/Materials NR USD, while LBRE.DE tracks STOXX® Europe 600 Basic Resources. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWI.DE and 0.30% for LBRE.DE.
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