XDWI.DE vs. SXRT.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) are both exchange-traded funds - XDWI.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 10.49%/yr for SXRT.DE. A 0.78 correlation means they provide meaningful diversification when combined. XDWI.DE charges 0.25%/yr vs 0.10%/yr for SXRT.DE.
Performance
XDWI.DE vs. SXRT.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 SXRT.DE's 7.19% return. Over the past 10 years, XDWI.DE has outperformed SXRT.DE with an annualized return of 12.07%, while SXRT.DE has yielded a comparatively lower 10.49% 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%
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
XDWI.DE vs. SXRT.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% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
Correlation
The correlation between XDWI.DE and SXRT.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.78 |
The correlation between XDWI.DE and SXRT.DE has been stable across timeframes, ranging from 0.70 to 0.78 - a consistent structural relationship.
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Return for Risk
XDWI.DE vs. SXRT.DE — Risk / Return Rank
XDWI.DE
SXRT.DE
XDWI.DE vs. SXRT.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 Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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 | SXRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.43 | +0.67 |
| Martin ratioReturn relative to average drawdown | 7.51 | 4.85 | +2.66 |
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 | SXRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.98 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.65 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.57 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.41 | +0.30 |
Drawdowns
XDWI.DE vs. SXRT.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, roughly equal to the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and SXRT.DE.
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Drawdown Indicators
| XDWI.DE | SXRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -38.41% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -10.93% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -16.39% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -23.36% | +4.27% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -38.41% | +0.31% |
Current DrawdownCurrent decline from peak | -0.98% | -0.50% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -7.25% | +2.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.23% | -0.63% |
Volatility
XDWI.DE vs. SXRT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 4.91%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than SXRT.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 | SXRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.91% | -0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 12.96% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 15.97% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 17.54% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 18.22% | -1.44% |
XDWI.DE vs. SXRT.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than SXRT.DE's 0.10% 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. SXRT.DE - Dividend Comparison
Neither XDWI.DE nor SXRT.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and SXRT.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XDWI.DE.
XDWI.DE is categorized as Industrials Equities, while SXRT.DE is Europe Equities. XDWI.DE tracks MSCI World/Materials NR USD, while SXRT.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWI.DE and 0.10% for SXRT.DE.
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