XDWI.L vs. XDWF.DE
XDWI.L (Xtrackers MSCI World Industrials UCITS ETF 1C) and XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) are both exchange-traded funds - XDWI.L is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XDWF.DE is a Financials Equities fund tracking the MSCI World Financials. Both are passively managed. Over the past 10 years, XDWI.L returned 12.32%/yr vs 12.15%/yr for XDWF.DE. A 0.75 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDWI.L vs. XDWF.DE - Performance Comparison
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Different Trading Currencies
XDWI.L is traded in USD, while XDWF.DE is traded in EUR. To make them comparable, the XDWF.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWI.L achieves a 11.24% return, which is significantly higher than XDWF.DE's -0.02% return. Both investments have delivered pretty close results over the past 10 years, with XDWI.L having a 12.32% annualized return and XDWF.DE not far behind at 12.15%.
XDWI.L
- 1D
- 0.07%
- 1M
- 0.47%
- YTD
- 11.24%
- 6M
- 12.95%
- 1Y
- 21.87%
- 3Y*
- 21.49%
- 5Y*
- 11.45%
- 10Y*
- 12.32%
XDWF.DE
- 1D
- 2.14%
- 1M
- 1.96%
- YTD
- -0.02%
- 6M
- 4.60%
- 1Y
- 14.46%
- 3Y*
- 24.19%
- 5Y*
- 11.80%
- 10Y*
- 12.15%
XDWI.L vs. XDWF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWI.L Xtrackers MSCI World Industrials UCITS ETF 1C | 11.24% | 25.51% | 13.06% | 23.32% | -12.72% | 16.09% | 11.85% | 27.17% | -14.83% | 25.36% |
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | -0.02% | 30.23% | 26.41% | 15.97% | -10.11% | 28.49% | -3.31% | 26.39% | -17.97% | 23.65% |
Correlation
The correlation between XDWI.L and XDWF.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2016 | 0.75 |
The correlation between XDWI.L and XDWF.DE shifts across timeframes, from 0.63 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XDWI.L vs. XDWF.DE — Risk / Return Rank
XDWI.L
XDWF.DE
XDWI.L vs. XDWF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.L | XDWF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.18 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 1.29 | +0.64 |
| Martin ratioReturn relative to average drawdown | 7.36 | 4.28 | +3.08 |
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.L | XDWF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.02 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.66 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.62 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.62 | +0.09 |
Drawdowns
XDWI.L vs. XDWF.DE - Drawdown Comparison
The maximum XDWI.L drawdown since its inception was -38.92%, smaller than the maximum XDWF.DE drawdown of -43.57%. Use the drawdown chart below to compare losses from any high point for XDWI.L and XDWF.DE.
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Drawdown Indicators
| XDWI.L | XDWF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.92% | -43.57% | +4.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.28% | -11.19% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.25% | -16.23% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -27.26% | -27.64% | +0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.92% | -43.57% | +4.65% |
Current DrawdownCurrent decline from peak | -2.23% | -1.67% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -5.38% | -7.81% | +2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.37% | -0.40% |
Volatility
XDWI.L vs. XDWF.DE - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) has a higher volatility of 5.38% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) at 3.68%. This indicates that XDWI.L's price experiences larger fluctuations and is considered to be riskier than XDWF.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.L | XDWF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.68% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 11.06% | +2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.83% | 14.15% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.11% | 17.78% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.77% | 19.51% | -1.74% |
XDWI.L vs. XDWF.DE - Expense Ratio Comparison
Both XDWI.L and XDWF.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDWI.L vs. XDWF.DE - Dividend Comparison
Neither XDWI.L nor XDWF.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWI.L and XDWF.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDWI.L and XDWF.DE have the same expense ratio: 0.25% per year.
XDWI.L is categorized as Industrials Equities, while XDWF.DE is Financials Equities. XDWI.L tracks MSCI World/Materials NR USD, while XDWF.DE tracks MSCI World Financials.
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