XDWL.DE vs. SXR0.DE
XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - XDWL.DE tracks the MSCI World while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, XDWL.DE returned 12.36%/yr vs 4.47%/yr for SXR0.DE. A 0.68 correlation means they provide meaningful diversification when combined. XDWL.DE charges 0.12%/yr vs 0.35%/yr for SXR0.DE.
Performance
XDWL.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWL.DE achieves a 13.08% return, which is significantly higher than SXR0.DE's 1.91% return.
XDWL.DE
- 1D
- -0.01%
- 1M
- 1.73%
- 6M
- 10.24%
- YTD
- 13.08%
- 1Y
- 25.78%
- 3Y*
- 18.30%
- 5Y*
- 12.36%
- 10Y*
- 12.63%
SXR0.DE
- 1D
- 0.47%
- 1M
- 1.18%
- 6M
- 1.66%
- YTD
- 1.91%
- 1Y
- 4.40%
- 3Y*
- 8.36%
- 5Y*
- 4.47%
- 10Y*
- —
XDWL.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 13.08% | 7.90% | 26.08% | 20.25% | -13.72% | 32.78% | 5.46% | 31.21% | -5.02% | 4.41% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.91% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 20.04% | -4.03% | 8.98% |
Correlation
The correlation between XDWL.DE and SXR0.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2017 | 0.68 |
Over the past year, the correlation between XDWL.DE and SXR0.DE has dropped to 0.23 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
XDWL.DE vs. SXR0.DE — Risk / Return Rank
XDWL.DE
SXR0.DE
XDWL.DE vs. SXR0.DE - 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 Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDWL.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.41 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.10 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | 0.83 | +3.27 |
| Martin ratioReturn relative to average drawdown | 16.33 | 1.78 | +14.55 |
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Drawdowns
XDWL.DE vs. SXR0.DE - Drawdown Comparison
The maximum XDWL.DE drawdown since its inception was -33.66%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and SXR0.DE.
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Drawdown Indicators
| XDWL.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.66% | -27.73% | -5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -6.26% | -5.26% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -9.18% | -12.45% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -15.61% | -6.02% |
Max Drawdown (10Y)Largest decline over 10 years | -33.66% | — | — |
Current DrawdownCurrent decline from peak | -0.05% | -2.17% | +2.12% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -3.95% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.46% | -0.89% |
Volatility
XDWL.DE vs. SXR0.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 2.37%, while iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a volatility of 2.70%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than SXR0.DE 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 | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 2.70% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.99% | 5.92% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 8.19% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 10.15% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 11.60% | +3.44% |
XDWL.DE vs. SXR0.DE - Expense Ratio Comparison
XDWL.DE has a 0.12% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
XDWL.DE vs. SXR0.DE - Dividend Comparison
XDWL.DE's dividend yield for the trailing twelve months is around 1.14%, while SXR0.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (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 | 1.14% | 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 SXR0.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWL.DE is cheaper with a 0.12% expense ratio, compared with 0.35% for SXR0.DE.
XDWL.DE tracks MSCI World, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XDWL.DE and 0.35% for SXR0.DE.
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