XDWL.DE vs. CSPX.L
XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) and CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - XDWL.DE is a Global Equities fund tracking the MSCI World, while CSPX.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XDWL.DE returned 12.83%/yr vs 14.97%/yr for CSPX.L. Their correlation of 0.89 suggests significant overlap in exposure. XDWL.DE charges 0.12%/yr vs 0.07%/yr for CSPX.L.
Performance
XDWL.DE vs. CSPX.L - Performance Comparison
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Different Trading Currencies
XDWL.DE is traded in EUR, while CSPX.L is traded in USD. To make them comparable, the CSPX.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 CSPX.L's 11.59% return. Over the past 10 years, XDWL.DE has underperformed CSPX.L with an annualized return of 12.83%, while CSPX.L has yielded a comparatively higher 14.97% annualized return.
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%
CSPX.L
- 1D
- -0.12%
- 1M
- 4.43%
- YTD
- 11.59%
- 6M
- 11.08%
- 1Y
- 25.70%
- 3Y*
- 18.92%
- 5Y*
- 14.78%
- 10Y*
- 14.97%
XDWL.DE vs. CSPX.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% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 11.59% | 3.52% | 33.52% | 22.94% | -13.69% | 39.03% | 7.93% | 33.50% | -1.02% | 6.66% |
Correlation
The correlation between XDWL.DE and CSPX.L is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
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 | 0.89 |
The correlation between XDWL.DE and CSPX.L has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
XDWL.DE vs. CSPX.L — Risk / Return Rank
XDWL.DE
CSPX.L
XDWL.DE vs. CSPX.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 iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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 | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.56 | +0.10 |
| Martin ratioReturn relative to average drawdown | 14.44 | 12.34 | +2.10 |
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 | CSPX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.02 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.92 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.90 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.92 | -0.24 |
Drawdowns
XDWL.DE vs. CSPX.L - Drawdown Comparison
The maximum XDWL.DE drawdown since its inception was -33.65%, roughly equal to the maximum CSPX.L drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and CSPX.L.
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Drawdown Indicators
| XDWL.DE | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -33.40% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -7.09% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -22.56% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -22.56% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -33.40% | -0.25% |
Current DrawdownCurrent decline from peak | -0.29% | -0.38% | +0.09% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -4.12% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.06% | -0.41% |
Volatility
XDWL.DE vs. CSPX.L - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 2.62%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.06%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than CSPX.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 | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.06% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 8.74% | -1.01% |
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% | 15.93% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 16.61% | -1.49% |
XDWL.DE vs. CSPX.L - Expense Ratio Comparison
XDWL.DE has a 0.12% expense ratio, which is higher than CSPX.L's 0.07% 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
XDWL.DE vs. CSPX.L - Dividend Comparison
XDWL.DE's dividend yield for the trailing twelve months is around 1.17%, while CSPX.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 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 CSPX.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.12% for XDWL.DE.
XDWL.DE is categorized as Global Equities, while CSPX.L is S&P 500. XDWL.DE tracks MSCI World, while CSPX.L tracks S&P 500 Index. They also come from different issuers: Xtrackers and BlackRock. Their fees differ too: 0.12% for XDWL.DE and 0.07% for CSPX.L.
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