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XDWL.DE vs. SWRD.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XDWL.DE vs. SWRD.MI

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and SPDR MSCI World UCITS ETF (SWRD.MI).

XDWL.DE and SWRD.MI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Feb 23, 2015. SWRD.MI is a passively managed fund by State Street that tracks the performance of the MSCI World Index. It was launched on Feb 28, 2019. Both XDWL.DE and SWRD.MI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XDWL.DE vs. SWRD.MI - 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 World UCITS ETF (SWRD.MI). The values are adjusted to include any dividend payments, if applicable.

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XDWL.DE vs. SWRD.MI - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D		-1.27%7.90%26.08%20.26%-13.72%32.78%5.44%6.03%
SWRD.MI
SPDR MSCI World UCITS ETF		-1.31%7.68%27.15%20.04%-13.69%32.91%5.96%6.07%

Returns By Period

The year-to-date returns for both stocks are quite close, with XDWL.DE having a -1.27% return and SWRD.MI slightly lower at -1.31%.

XDWL.DE

1D
2.09%
1M
-3.15%
YTD
-1.27%
6M
2.16%
1Y
12.19%
3Y*
15.16%
5Y*
10.88%
10Y*
11.93%

SWRD.MI

1D
2.13%
1M
-2.99%
YTD
-1.31%
6M
2.26%
1Y
12.26%
3Y*
15.22%
5Y*
10.95%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers MSCI World UCITS ETF 1D

SPDR MSCI World UCITS ETF

Often compared with XDWL.DE:
XDWL.DE vs. XDWD.DEXDWL.DE vs. VWCE.DEXDWL.DE vs. IWRD.LXDWL.DE vs. VGWL.DEXDWL.DE vs. LYPS.DEXDWL.DE vs. EQQQ.LXDWL.DE vs. IDWR.L
Often compared with SWRD.MI:
SWRD.MI vs. VWRA.LSWRD.MI vs. VUAA.LSWRD.MI vs. WTCH.ASSWRD.MI vs. SWRD.LSWRD.MI vs. SEMA.LSWRD.MI vs. VTSWRD.MI vs. VTI

XDWL.DE vs. SWRD.MI - Expense Ratio Comparison

Both XDWL.DE and SWRD.MI 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%.

XDWL.DE
Xtrackers MSCI World UCITS ETF 1D
SWRD.MI
SPDR MSCI World UCITS ETF

Return for Risk

XDWL.DE vs. SWRD.MI — 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: 4545
Overall Rank
XDWL.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XDWL.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
XDWL.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XDWL.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XDWL.DE Martin Ratio Rank: 5959
Martin Ratio Rank
SWRD.MI
SWRD.MI Risk / Return Rank: 3838
Overall Rank
SWRD.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SWRD.MI Sortino Ratio Rank: 3636
Sortino Ratio Rank
SWRD.MI Omega Ratio Rank: 4040
Omega Ratio Rank
SWRD.MI Calmar Ratio Rank: 3535
Calmar Ratio Rank
SWRD.MI Martin Ratio Rank: 4444
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. SWRD.MI - 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 World UCITS ETF (SWRD.MI). 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.DESWRD.MIDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.75

+0.01

Sortino ratio

Return per unit of downside risk

1.10

1.10

0.00

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.40

0.94

+0.46

Martin ratio

Return relative to average drawdown

6.18

4.36

+1.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDWL.DE vs. SWRD.MI - Sharpe Ratio Comparison

The current XDWL.DE Sharpe Ratio is 0.76, which is comparable to the SWRD.MI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of XDWL.DE and SWRD.MI, 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.DESWRD.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.75

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.77

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.72

-0.11

Correlation

The correlation between XDWL.DE and SWRD.MI 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. SWRD.MI - Dividend Comparison

XDWL.DE's dividend yield for the trailing twelve months is around 1.28%, while SWRD.MI has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
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%
SWRD.MI
SPDR MSCI 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%

Drawdowns

XDWL.DE vs. SWRD.MI - Drawdown Comparison

The maximum XDWL.DE drawdown since its inception was -33.65%, roughly equal to the maximum SWRD.MI drawdown of -33.74%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and SWRD.MI.

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Drawdown Indicators

XDWL.DESWRD.MIDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-33.74%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-13.25%

-13.01%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-21.46%

-0.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

—

—

Current Drawdown

Current decline from peak

-4.03%

-3.98%

-0.05%

Average Drawdown

Average peak-to-trough decline

-4.66%

-4.74%

+0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.81%

-0.82%

Volatility

XDWL.DE vs. SWRD.MI - Volatility Comparison

Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and SPDR MSCI World UCITS ETF (SWRD.MI) have volatilities of 4.42% and 4.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDWL.DESWRD.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

4.49%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

8.48%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.08%

16.42%

-0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

14.09%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

16.91%

-1.75%