XDWL.DE vs. ACWD.L
XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) and ACWD.L (SPDR MSCI All Country World UCITS ETF) are both Global Equities funds - XDWL.DE tracks the MSCI World while ACWD.L tracks the MSCI ACWI Index. Both are passively managed. Over the past 10 years, XDWL.DE returned 12.83%/yr vs 12.40%/yr for ACWD.L. Their correlation of 0.88 suggests significant overlap in exposure. Both charge a 0.12% expense ratio.
Performance
XDWL.DE vs. ACWD.L - Performance Comparison
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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%
XDWL.DE vs. ACWD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XDWL.DE
ACWD.L
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.DE | ACWD.L | Difference | |
|---|---|---|---|
| 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 |
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
| XDWL.DE | ACWD.L | Difference | |
|---|---|---|---|
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.DE | ACWD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.29% | -0.55% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -4.40% | -0.16% |
Ulcer IndexDepth 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.DE | ACWD.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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