XDWI.DE vs. XNAS.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and XNAS.DE (Xtrackers Nasdaq 100 UCITS ETF 1C) are both exchange-traded funds - XDWI.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XNAS.DE is a Nasdaq-100 fund tracking the Nasdaq 100®. Both are passively managed. Over the past 5 years, XDWI.DE returned 12.48%/yr vs 18.79%/yr for XNAS.DE. A 0.66 correlation means they provide meaningful diversification when combined. XDWI.DE charges 0.25%/yr vs 0.20%/yr for XNAS.DE.
Performance
XDWI.DE vs. XNAS.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 lower than XNAS.DE's 20.53% 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%
XNAS.DE
- 1D
- -0.83%
- 1M
- 9.23%
- YTD
- 20.53%
- 6M
- 19.39%
- 1Y
- 37.85%
- 3Y*
- 24.64%
- 5Y*
- 18.79%
- 10Y*
- —
XDWI.DE vs. XNAS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 12.20% | 12.06% | 19.50% | 19.04% | -7.86% | 26.57% |
XNAS.DE Xtrackers Nasdaq 100 UCITS ETF 1C | 20.53% | 7.11% | 33.75% | 51.36% | -29.99% | 33.56% |
Correlation
The correlation between XDWI.DE and XNAS.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 | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.66 |
The correlation between XDWI.DE and XNAS.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
XDWI.DE vs. XNAS.DE — Risk / Return Rank
XDWI.DE
XNAS.DE
XDWI.DE vs. XNAS.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 Nasdaq 100 UCITS ETF 1C (XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 3.77 | -1.67 |
| Martin ratioReturn relative to average drawdown | 7.51 | 11.16 | -3.65 |
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 | XNAS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.40 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.93 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.91 | -0.20 |
Drawdowns
XDWI.DE vs. XNAS.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, which is greater than XNAS.DE's maximum drawdown of -31.25%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and XNAS.DE.
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Drawdown Indicators
| XDWI.DE | XNAS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -31.25% | -6.85% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -10.00% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -26.72% | +7.63% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -31.25% | +12.16% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | — | — |
Current DrawdownCurrent decline from peak | -0.98% | -0.83% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -7.83% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 3.38% | -0.78% |
Volatility
XDWI.DE vs. XNAS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while Xtrackers Nasdaq 100 UCITS ETF 1C (XNAS.DE) has a volatility of 4.31%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than XNAS.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 | XNAS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.31% | -0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 10.91% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 15.71% | -1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 19.88% | -4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 19.84% | -3.06% |
XDWI.DE vs. XNAS.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than XNAS.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. XNAS.DE - Dividend Comparison
Neither XDWI.DE nor XNAS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and XNAS.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.
On fees, XNAS.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XNAS.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWI.DE.
XDWI.DE is categorized as Industrials Equities, while XNAS.DE is Nasdaq-100. XDWI.DE tracks MSCI World/Materials NR USD, while XNAS.DE tracks Nasdaq 100®. Their fees differ too: 0.25% for XDWI.DE and 0.20% for XNAS.DE.
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