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XDWL.DE vs. XDEQ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWL.DE vs. XDEQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWL.DE vs. XDEQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWL.DE
XDWL.DE Risk / Return Rank: 7070
Overall Rank
XDWL.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XDWL.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XDWL.DE Omega Ratio Rank: 6868
Omega Ratio Rank
XDWL.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XDWL.DE Martin Ratio Rank: 7676
Martin Ratio Rank

XDEQ.DE
XDEQ.DE Risk / Return Rank: 5858
Overall Rank
XDEQ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XDEQ.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XDEQ.DE Omega Ratio Rank: 5555
Omega Ratio Rank
XDEQ.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDEQ.DE Martin Ratio Rank: 6767
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. 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.DEXDEQ.DEDifference
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

XDWL.DE vs. XDEQ.DE - Sharpe Ratio Comparison

The current XDWL.DE Sharpe Ratio is 2.14, which is comparable to the XDEQ.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of XDWL.DE and XDEQ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDWL.DEXDEQ.DEDifference

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.DEXDEQ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.29%

0.00%

-0.29%

Average Drawdown

Average peak-to-trough decline

-4.56%

-4.75%

+0.19%

Ulcer Index

Depth 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.DEXDEQ.DEDifference

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.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

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