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XDWI.DE vs. XDEW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWI.DE vs. XDEW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWI.DE vs. XDEW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWI.DE
XDWI.DE Risk / Return Rank: 4949
Overall Rank
XDWI.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XDWI.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XDWI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XDWI.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
XDWI.DE Martin Ratio Rank: 5555
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 7979
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7474
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.DEXDEW.DEDifference
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

XDWI.DE vs. XDEW.DE - Sharpe Ratio Comparison

The current XDWI.DE Sharpe Ratio is 1.29, which is lower than the XDEW.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of XDWI.DE and XDEW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.DEXDEW.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.79%

-0.61%

-3.18%

Average Drawdown

Average peak-to-trough decline

-9.10%

-5.33%

-3.77%

Ulcer Index

Depth 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.DEXDEW.DEDifference

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.


Tickers have no history of dividend payments

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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