XDWI.DE vs. XESC.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDWI.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.75%/yr vs 11.71%/yr for XESC.DE. A 0.76 correlation means they provide meaningful diversification when combined. XDWI.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XDWI.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWI.DE achieves a 15.71% return, which is significantly higher than XESC.DE's 10.22% return. Over the past 10 years, XDWI.DE has outperformed XESC.DE with an annualized return of 12.75%, while XESC.DE has yielded a comparatively lower 11.71% annualized return.
XDWI.DE
- 1D
- -1.12%
- 1M
- 3.14%
- YTD
- 15.71%
- 6M
- 16.12%
- 1Y
- 25.48%
- 3Y*
- 18.98%
- 5Y*
- 13.06%
- 10Y*
- 12.75%
XESC.DE
- 1D
- 0.00%
- 1M
- 3.37%
- YTD
- 10.22%
- 6M
- 11.12%
- 1Y
- 22.51%
- 3Y*
- 16.49%
- 5Y*
- 11.96%
- 10Y*
- 11.71%
XDWI.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 15.71% | 12.06% | 19.50% | 19.04% | -7.86% | 26.23% | 1.52% | 31.53% | -11.19% | 10.04% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 10.22% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XDWI.DE and XESC.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 | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.76 |
The correlation between XDWI.DE and XESC.DE has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.
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Return for Risk
XDWI.DE vs. XESC.DE — Risk / Return Rank
XDWI.DE
XESC.DE
XDWI.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.07 | +0.66 |
| Martin ratioReturn relative to average drawdown | 9.86 | 7.20 | +2.66 |
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Drawdowns
XDWI.DE vs. XESC.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -47.66%, roughly equal to the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and XESC.DE.
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Drawdown Indicators
| XDWI.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.66% | -46.74% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -10.88% | +1.60% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -16.53% | -2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -23.33% | +4.24% |
Max Drawdown (10Y)Largest decline over 10 years | -38.08% | -38.51% | +0.43% |
Current DrawdownCurrent decline from peak | -1.12% | -0.89% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -9.12% | -9.06% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.13% | -0.55% |
Volatility
XDWI.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) has a higher volatility of 4.39% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.56%. This indicates that XDWI.DE's price experiences larger fluctuations and is considered to be riskier than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.56% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.11% | 13.25% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 16.01% | -1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.39% | 17.56% | -2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 17.96% | -0.39% |
XDWI.DE vs. XESC.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than XESC.DE's 0.09% 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. XESC.DE - Dividend Comparison
Neither XDWI.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and XESC.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, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for XDWI.DE.
XDWI.DE is categorized as Industrials Equities, while XESC.DE is Europe Equities. XDWI.DE tracks MSCI World/Materials NR USD, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XDWI.DE and 0.09% for XESC.DE.
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