XDWI.DE vs. XEON.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and XEON.DE (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) are both exchange-traded funds - XDWI.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XEON.DE is a Bank Loan fund tracking the Solactive €STR +8.5 Daily Index. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 0.70%/yr for XEON.DE. At a correlation of -0.00, they often move in opposite directions. XDWI.DE charges 0.25%/yr vs 0.10%/yr for XEON.DE.
Performance
XDWI.DE vs. XEON.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 XEON.DE's 0.80% return. Over the past 10 years, XDWI.DE has outperformed XEON.DE with an annualized return of 12.07%, while XEON.DE has yielded a comparatively lower 0.70% 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%
XEON.DE
- 1D
- -0.01%
- 1M
- 0.15%
- YTD
- 0.80%
- 6M
- 0.97%
- 1Y
- 1.97%
- 3Y*
- 2.99%
- 5Y*
- 1.94%
- 10Y*
- 0.70%
XDWI.DE vs. XEON.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% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.80% | 2.25% | 3.78% | 3.30% | -0.04% | -0.58% | -0.57% | -0.49% | -0.47% | -0.52% |
Correlation
The correlation between XDWI.DE and XEON.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | -0.00 |
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Return for Risk
XDWI.DE vs. XEON.DE — Risk / Return Rank
XDWI.DE
XEON.DE
XDWI.DE vs. XEON.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 II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.59 | ||
| Sortino ratioReturn per unit of downside risk | -19.20 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 4.27 | -3.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 69.36 | -67.26 |
| Martin ratioReturn relative to average drawdown | 7.51 | 316.53 | -309.02 |
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 | XEON.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 8.94 | -7.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 7.54 | -6.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 1.78 | -1.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.74 | -0.03 |
Drawdowns
XDWI.DE vs. XEON.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and XEON.DE.
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Drawdown Indicators
| XDWI.DE | XEON.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -3.71% | -34.39% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -0.03% | -9.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -0.08% | -19.01% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -0.71% | -18.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -3.25% | -34.85% |
Current DrawdownCurrent decline from peak | -0.98% | -0.01% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -0.92% | -3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 0.01% | +2.59% |
Volatility
XDWI.DE vs. XEON.DE - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) has a higher volatility of 3.96% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 0.04%. This indicates that XDWI.DE's price experiences larger fluctuations and is considered to be riskier than XEON.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 | XEON.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 0.04% | +3.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 0.16% | +11.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 0.22% | +14.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 0.25% | +15.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 0.39% | +16.39% |
XDWI.DE vs. XEON.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than XEON.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. XEON.DE - Dividend Comparison
Neither XDWI.DE nor XEON.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and XEON.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEON.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEON.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for XDWI.DE.
XDWI.DE is categorized as Industrials Equities, while XEON.DE is Bank Loan. XDWI.DE tracks MSCI World/Materials NR USD, while XEON.DE tracks Solactive €STR +8.5 Daily Index. Their fees differ too: 0.25% for XDWI.DE and 0.10% for XEON.DE.
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