XDWI.DE vs. XU61.DE
XDWI.DE (Xtrackers MSCI World Industrials UCITS ETF 1C) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) are both exchange-traded funds - XDWI.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XU61.DE is a Global Equities fund tracking the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past year, XDWI.DE returned 19.56% vs 25.57% for XU61.DE. A 0.66 correlation means they provide meaningful diversification when combined. XDWI.DE charges 0.25%/yr vs 0.31%/yr for XU61.DE.
Performance
XDWI.DE vs. XU61.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with XDWI.DE having a 12.20% return and XU61.DE slightly higher at 12.67%.
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%
XU61.DE
- 1D
- -0.72%
- 1M
- 0.91%
- YTD
- 12.67%
- 6M
- 13.88%
- 1Y
- 25.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWI.DE vs. XU61.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDWI.DE Xtrackers MSCI World Industrials UCITS ETF 1C | 12.20% | 12.06% | 19.50% | 10.95% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.67% | 17.07% | 10.27% | 7.93% |
Correlation
The correlation between XDWI.DE and XU61.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 (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.66 |
The correlation between XDWI.DE and XU61.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. XU61.DE — Risk / Return Rank
XDWI.DE
XU61.DE
XDWI.DE vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.46 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | 4.31 | -2.22 |
| Martin ratioReturn relative to average drawdown | 7.51 | 17.45 | -9.93 |
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 | XU61.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 2.53 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
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 | 1.80 | -1.09 |
Drawdowns
XDWI.DE vs. XU61.DE - Drawdown Comparison
The maximum XDWI.DE drawdown since its inception was -38.10%, which is greater than XU61.DE's maximum drawdown of -12.73%. Use the drawdown chart below to compare losses from any high point for XDWI.DE and XU61.DE.
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Drawdown Indicators
| XDWI.DE | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.10% | -12.73% | -25.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -5.90% | -3.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.10% | — | — |
Current DrawdownCurrent decline from peak | -0.98% | -1.75% | +0.77% |
Average DrawdownAverage peak-to-trough decline | -4.30% | -1.39% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.60% | 1.46% | +1.14% |
Volatility
XDWI.DE vs. XU61.DE - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.DE) has a higher volatility of 3.96% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 3.30%. This indicates that XDWI.DE's price experiences larger fluctuations and is considered to be riskier than XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.30% | +0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 7.78% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.44% | 10.06% | +4.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.31% | 10.63% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 10.63% | +6.15% |
XDWI.DE vs. XU61.DE - Expense Ratio Comparison
XDWI.DE has a 0.25% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.
Dividends
XDWI.DE vs. XU61.DE - Dividend Comparison
Neither XDWI.DE nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.DE and XU61.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, XDWI.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWI.DE is cheaper with a 0.25% expense ratio, compared with 0.31% for XU61.DE.
XDWI.DE is categorized as Industrials Equities, while XU61.DE is Global Equities. XDWI.DE tracks MSCI World/Materials NR USD, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: Xtrackers and BNP Paribas Easy. Their fees differ too: 0.25% for XDWI.DE and 0.31% for XU61.DE.
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