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XDWL.DE vs. ACWD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWL.DE vs. ACWD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and SPDR MSCI All Country World UCITS ETF (ACWD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDWL.DE is traded in EUR, while ACWD.L is traded in USD. To make them comparable, the ACWD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDWL.DE achieves a 10.94% return, which is significantly lower than ACWD.L's 12.81% return. Both investments have delivered pretty close results over the past 10 years, with XDWL.DE having a 12.83% annualized return and ACWD.L not far behind at 12.40%.


XDWL.DE

1D
0.00%
1M
3.65%
YTD
10.94%
6M
10.98%
1Y
23.78%
3Y*
17.62%
5Y*
12.94%
10Y*
12.83%

ACWD.L

1D
-0.17%
1M
5.01%
YTD
12.81%
6M
13.32%
1Y
26.82%
3Y*
18.02%
5Y*
12.36%
10Y*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWL.DE vs. ACWD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D
10.94%7.90%26.08%20.26%-13.81%32.92%5.44%31.23%-5.02%7.74%
ACWD.L
SPDR MSCI All Country World UCITS ETF
12.82%8.26%25.53%18.60%-13.31%27.65%6.35%28.65%-5.62%8.84%

Correlation

The correlation between XDWL.DE and ACWD.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 21, 2015

0.88

The correlation between XDWL.DE and ACWD.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

XDWL.DE vs. ACWD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWL.DE
XDWL.DE Risk / Return Rank: 7070
Overall Rank
XDWL.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XDWL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XDWL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XDWL.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XDWL.DE Martin Ratio Rank: 7676
Martin Ratio Rank

ACWD.L
ACWD.L Risk / Return Rank: 7373
Overall Rank
ACWD.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ACWD.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ACWD.L Omega Ratio Rank: 7272
Omega Ratio Rank
ACWD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
ACWD.L Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDWL.DE vs. ACWD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and SPDR MSCI All Country World UCITS ETF (ACWD.L). 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.


XDWL.DEACWD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

3.66

4.21

-0.55

Martin ratioReturn relative to average drawdown

14.44

15.93

-1.48

XDWL.DE vs. ACWD.L - Sharpe Ratio Comparison

The current XDWL.DE Sharpe Ratio is 2.14, which is comparable to the ACWD.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of XDWL.DE and ACWD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDWL.DEACWD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.13

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.83

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.79

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.81

-0.13

Drawdowns

XDWL.DE vs. ACWD.L - Drawdown Comparison

The maximum XDWL.DE drawdown since its inception was -33.65%, roughly equal to the maximum ACWD.L drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and ACWD.L.


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Drawdown Indicators


XDWL.DEACWD.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-33.03%

-0.62%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.34%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-21.63%

-20.30%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-20.30%

-1.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-33.03%

-0.62%

Current Drawdown

Current decline from peak

-0.29%

-0.55%

+0.26%

Average Drawdown

Average peak-to-trough decline

-4.56%

-4.40%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.68%

-0.03%

Volatility

XDWL.DE vs. ACWD.L - Volatility Comparison

The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 2.62%, while SPDR MSCI All Country World UCITS ETF (ACWD.L) has a volatility of 3.48%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than ACWD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWL.DEACWD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

3.48%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

9.40%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

12.53%

-1.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

14.80%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

15.72%

-0.60%

XDWL.DE vs. ACWD.L - Expense Ratio Comparison

Both XDWL.DE and ACWD.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDWL.DE vs. ACWD.L - Dividend Comparison

XDWL.DE's dividend yield for the trailing twelve months is around 1.17%, while ACWD.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
ACWD.L
SPDR MSCI All Country World UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D
1.17%1.28%1.65%1.58%1.77%2.08%1.95%1.98%1.40%1.94%1.83%

Frequently Asked Questions


XDWL.DE and ACWD.L have a correlation of 0.90, 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 0.12% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDWL.DE and ACWD.L have the same expense ratio: 0.12% per year.

XDWL.DE tracks MSCI World, while ACWD.L tracks MSCI ACWI Index. They also come from different issuers: Xtrackers and State Street.

Portfolio Optimizer

Find the right allocation for XDWL.DE and ACWD.L

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