XDWI.DE vs. XDWM.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) are both Industrials Equities funds from Xtrackers tracking the MSCI World/Materials NR USD. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 10.70%/yr for XDWM.DE. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDWI.DE vs. XDWM.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDWI.DE achieves a 12.20% return, which is significantly lower than XDWM.DE's 15.62% return. Over the past 10 years, XDWI.DE has outperformed XDWM.DE with an annualized return of 12.07%, while XDWM.DE has yielded a comparatively lower 10.70% 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%
XDWM.DE
- 1D
- -0.60%
- 1M
- 4.06%
- YTD
- 15.62%
- 6M
- 20.60%
- 1Y
- 29.85%
- 3Y*
- 12.34%
- 5Y*
- 7.86%
- 10Y*
- 10.70%
XDWI.DE vs. XDWM.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% |
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 15.62% | 12.88% | 0.02% | 10.77% | -4.99% | 26.01% | 9.43% | 25.66% | -13.34% | 13.08% |
Correlation
The correlation between XDWI.DE and XDWM.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.79 |
The correlation between XDWI.DE and XDWM.DE shifts across timeframes, from 0.60 (1 year) to 0.79 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDWI.DE vs. XDWM.DE — Risk / Return Rank
XDWI.DE
XDWM.DE
XDWI.DE vs. XDWM.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 MSCI World Materials UCITS ETF 1C (XDWM.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 | XDWM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 2.17 | -0.07 |
| Martin ratioReturn relative to average drawdown | 7.51 | 8.91 | -1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDWI.DE | XDWM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.70 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.46 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.61 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.62 | +0.09 |
Drawdowns
XDWI.DE vs. XDWM.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, which is greater than XDWM.DE's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and XDWM.DE.
Loading charts...
Drawdown Indicators
| XDWI.DE | XDWM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -33.91% | -4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -13.67% | +4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -20.77% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -20.77% | +1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -33.91% | -4.19% |
Current DrawdownCurrent decline from peak | -0.98% | -2.14% | +1.16% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -5.48% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.34% | -0.74% |
Volatility
XDWI.DE vs. XDWM.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a volatility of 6.55%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than XDWM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDWI.DE | XDWM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 6.55% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 15.21% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 17.45% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 16.81% | -1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 17.58% | -0.80% |
XDWI.DE vs. XDWM.DE - Expense Ratio Comparison
Both XDWI.DE and XDWM.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDWI.DE vs. XDWM.DE - Dividend Comparison
Neither XDWI.DE nor XDWM.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and XDWM.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDWI.DE and XDWM.DE have the same expense ratio: 0.25% per year.
Both ETFs track MSCI World/Materials NR USD.
Find the right allocation for XDWI.DE and XDWM.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer