XDWI.DE vs. XDEW.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XDWI.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XDWI.DE returned 11.72%/yr vs 11.04%/yr for XDEW.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDWI.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XDWI.DE vs. XDEW.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDWI.DE having a 14.21% return and XDEW.DE slightly higher at 14.50%. Over the past 10 years, XDWI.DE has outperformed XDEW.DE with an annualized return of 11.72%, while XDEW.DE has yielded a comparatively lower 11.04% annualized 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%
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
XDWI.DE vs. XDEW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 14.21% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.53% | -11.19% | 10.04% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XDWI.DE and XDEW.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.87 |
Over the past year, the correlation between XDWI.DE and XDEW.DE has dropped to 0.67 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
XDWI.DE vs. XDEW.DE — Risk / Return Rank
XDWI.DE
XDEW.DE
XDWI.DE vs. XDEW.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 S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 3.91 | -1.85 |
| Martin ratioReturn relative to average drawdown | 7.26 | 12.05 | -4.79 |
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Drawdowns
XDWI.DE vs. XDEW.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -47.66%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and XDEW.DE.
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Drawdown Indicators
| XDWI.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.66% | -38.79% | -8.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -5.06% | -4.22% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -22.70% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -22.70% | +3.61% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | -38.79% | +0.71% |
Current DrawdownCurrent decline from peak | -3.79% | -0.61% | -3.18% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -5.33% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 1.65% | +0.99% |
Volatility
XDWI.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) has a higher volatility of 4.40% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XDWI.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 2.81% | +1.59% |
Volatility (6M)Calculated over the trailing 6-month period | 12.20% | 6.82% | +5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 10.43% | +4.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 14.90% | +0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 16.80% | +0.76% |
XDWI.DE vs. XDEW.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison
Neither XDWI.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and XDEW.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWI.DE.
XDWI.DE is categorized as Industrials Equities, while XDEW.DE is S&P 500. XDWI.DE tracks MSCI World/Materials NR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XDWI.DE and 0.20% for XDEW.DE.
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