XDWL.DE vs. XDEQ.DE
XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both Global Equities funds from Xtrackers - XDWL.DE tracks the MSCI World while XDEQ.DE tracks the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XDWL.DE returned 12.83%/yr vs 12.38%/yr for XDEQ.DE. Their correlation of 0.88 suggests significant overlap in exposure. XDWL.DE charges 0.12%/yr vs 0.25%/yr for XDEQ.DE.
Performance
XDWL.DE vs. XDEQ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWL.DE achieves a 10.94% return, which is significantly higher than XDEQ.DE's 9.48% return. Both investments have delivered pretty close results over the past 10 years, with XDWL.DE having a 12.83% annualized return and XDEQ.DE not far behind at 12.38%.
XDWL.DE
- 1D
- 0.00%
- 1M
- 4.82%
- YTD
- 10.94%
- 6M
- 11.37%
- 1Y
- 23.87%
- 3Y*
- 17.62%
- 5Y*
- 12.94%
- 10Y*
- 12.83%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XDWL.DE vs. XDEQ.DE - 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% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between XDWL.DE and XDEQ.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015 | 0.88 |
The correlation between XDWL.DE and XDEQ.DE has been stable across timeframes, ranging from 0.88 to 0.97 - a consistent structural relationship.
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Return for Risk
XDWL.DE vs. XDEQ.DE — Risk / Return Rank
XDWL.DE
XDEQ.DE
XDWL.DE vs. XDEQ.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 Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| XDWL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 3.04 | +0.62 |
| Martin ratioReturn relative to average drawdown | 14.44 | 12.17 | +2.27 |
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 | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.78 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.80 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.85 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.80 | -0.12 |
Drawdowns
XDWL.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XDWL.DE drawdown since its inception was -33.65%, roughly equal to the maximum XDEQ.DE drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and XDEQ.DE.
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Drawdown Indicators
| XDWL.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -32.16% | -1.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -6.22% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -20.59% | -1.04% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -20.59% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -32.16% | -1.49% |
Current DrawdownCurrent decline from peak | -0.29% | 0.00% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -4.75% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.56% | +0.09% |
Volatility
XDWL.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) has a higher volatility of 2.62% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XDWL.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 2.36% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 7.32% | +0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 10.64% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 14.12% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 15.35% | -0.23% |
XDWL.DE vs. XDEQ.DE - Expense Ratio Comparison
XDWL.DE has a 0.12% expense ratio, which is lower than XDEQ.DE's 0.25% expense ratio. Despite the difference, 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. XDEQ.DE - Dividend Comparison
XDWL.DE's dividend yield for the trailing twelve months is around 1.17%, while XDEQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 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
With a correlation of 0.93, XDWL.DE and XDEQ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.25% for XDEQ.DE.
XDWL.DE tracks MSCI World, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.12% for XDWL.DE and 0.25% for XDEQ.DE.
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