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

Performance

XDWL.DE vs. IDWR.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 iShares MSCI World UCITS (IDWR.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D
-1.19%7.90%26.08%20.26%-13.72%32.78%5.44%31.23%-5.02%7.74%
IDWR.L
iShares MSCI World UCITS
-1.10%6.27%26.62%20.36%-13.26%30.68%6.16%29.61%-4.98%7.52%
Different Trading Currencies

XDWL.DE is traded in EUR, while IDWR.L is traded in USD. To make them comparable, the IDWR.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 -1.19% return, which is significantly lower than IDWR.L's -1.10% return. Both investments have delivered pretty close results over the past 10 years, with XDWL.DE having a 11.92% annualized return and IDWR.L not far behind at 11.62%.


XDWL.DE

1D
0.08%
1M
-1.89%
YTD
-1.19%
6M
1.84%
1Y
12.39%
3Y*
15.11%
5Y*
10.89%
10Y*
11.92%

IDWR.L

1D
0.02%
1M
-1.66%
YTD
-1.10%
6M
1.87%
1Y
11.79%
3Y*
14.73%
5Y*
10.56%
10Y*
11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDWL.DE has a 0.12% expense ratio, which is lower than IDWR.L's 0.50% expense ratio.


Return for Risk

XDWL.DE vs. IDWR.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: 5555
Overall Rank
XDWL.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XDWL.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XDWL.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XDWL.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
XDWL.DE Martin Ratio Rank: 8282
Martin Ratio Rank

IDWR.L
IDWR.L Risk / Return Rank: 7373
Overall Rank
IDWR.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IDWR.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
IDWR.L Omega Ratio Rank: 6565
Omega Ratio Rank
IDWR.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDWR.L Martin Ratio Rank: 8686
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. IDWR.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 MSCI World UCITS (IDWR.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.DEIDWR.LDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.73

+0.04

Sortino ratio

Return per unit of downside risk

1.11

1.07

+0.04

Omega ratio

Gain probability vs. loss probability

1.17

1.16

+0.01

Calmar ratio

Return relative to maximum drawdown

2.81

2.72

+0.09

Martin ratio

Return relative to average drawdown

10.62

9.89

+0.72

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

The current XDWL.DE Sharpe Ratio is 0.77, which is comparable to the IDWR.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of XDWL.DE and IDWR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDWL.DEIDWR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.73

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.71

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.73

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.45

+0.16

Correlation

The correlation between XDWL.DE and IDWR.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDWL.DE vs. IDWR.L - Dividend Comparison

XDWL.DE's dividend yield for the trailing twelve months is around 1.28%, more than IDWR.L's 0.96% yield.


TTM20252024202320222021202020192018201720162015
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D
1.28%1.28%1.65%1.58%1.77%2.08%1.95%1.98%1.40%1.94%1.83%0.00%
IDWR.L
iShares MSCI World UCITS
0.96%0.93%1.08%1.29%1.46%1.05%1.14%1.61%1.87%1.58%1.77%1.83%

Drawdowns

XDWL.DE vs. IDWR.L - Drawdown Comparison

The maximum XDWL.DE drawdown since its inception was -33.65%, smaller than the maximum IDWR.L drawdown of -51.96%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and IDWR.L.


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Drawdown Indicators


XDWL.DEIDWR.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-56.75%

+23.10%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-8.70%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-26.04%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-34.06%

+0.41%

Current Drawdown

Current decline from peak

-3.96%

-5.62%

+1.66%

Average Drawdown

Average peak-to-trough decline

-4.66%

-9.69%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.93%

-0.22%

Volatility

XDWL.DE vs. IDWR.L - Volatility Comparison

The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 4.24%, while iShares MSCI World UCITS (IDWR.L) has a volatility of 5.01%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than IDWR.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.DEIDWR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

5.01%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

8.90%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

16.01%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

14.94%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

15.83%

-0.67%