XDWI.DE vs. XSX6.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDWI.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDWI.DE returned 12.07%/yr vs 9.14%/yr for XSX6.DE. Their correlation of 0.81 suggests significant overlap in exposure. XDWI.DE charges 0.25%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDWI.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XDWI.DE has outperformed XSX6.DE with an annualized return of 12.07%, while XSX6.DE has yielded a comparatively lower 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDWI.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XDWI.DE and XSX6.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.81 |
The correlation between XDWI.DE and XSX6.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.
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Return for Risk
XDWI.DE vs. XSX6.DE — Risk / Return Rank
XDWI.DE
XSX6.DE
XDWI.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.73 | +0.37 |
| Martin ratioReturn relative to average drawdown | 7.51 | 6.55 | +0.96 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 1.26 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.66 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.58 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.59 | +0.11 |
Drawdowns
XDWI.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and XSX6.DE.
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Drawdown Indicators
| XDWI.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -36.05% | -2.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -9.46% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | -16.37% | -2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | -20.84% | +1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | -36.05% | -2.05% |
Current DrawdownCurrent decline from peak | -0.98% | -1.56% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -5.27% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 2.50% | +0.10% |
Volatility
XDWI.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) is 3.96%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XDWI.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.26% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 10.73% | +0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 12.95% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 14.44% | +0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 15.61% | +1.17% |
XDWI.DE vs. XSX6.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is higher than XSX6.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. XSX6.DE - Dividend Comparison
Neither XDWI.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and XSX6.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWI.DE.
XDWI.DE is categorized as Industrials Equities, while XSX6.DE is Europe Equities. XDWI.DE tracks MSCI World/Materials NR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for XDWI.DE and 0.20% for XSX6.DE.
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