XDWL.DE vs. XSX6.DE
XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDWL.DE is a Global Equities fund tracking the MSCI World, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDWL.DE returned 12.83%/yr vs 9.14%/yr for XSX6.DE. Their correlation of 0.82 suggests significant overlap in exposure. XDWL.DE charges 0.12%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDWL.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XDWL.DE has outperformed XSX6.DE with an annualized return of 12.83%, while XSX6.DE has yielded a comparatively lower 9.14% annualized return.
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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDWL.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XDWL.DE and XSX6.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015 | 0.82 |
The correlation between XDWL.DE and XSX6.DE has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.
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Return for Risk
XDWL.DE vs. XSX6.DE — Risk / Return Rank
XDWL.DE
XSX6.DE
XDWL.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.24 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 1.73 | +1.93 |
| Martin ratioReturn relative to average drawdown | 14.44 | 6.55 | +7.89 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.26 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.66 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.58 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.59 | +0.08 |
Drawdowns
XDWL.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDWL.DE drawdown since its inception was -33.65%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and XSX6.DE.
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Drawdown Indicators
| XDWL.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -36.05% | +2.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -9.46% | +2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -16.37% | -5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -20.84% | -0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -36.05% | +2.40% |
Current DrawdownCurrent decline from peak | -0.29% | -1.56% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -5.27% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.50% | -0.85% |
Volatility
XDWL.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 2.62%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.26% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 10.73% | -3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 12.95% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 14.44% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 15.61% | -0.49% |
XDWL.DE vs. XSX6.DE - Expense Ratio Comparison
XDWL.DE has a 0.12% expense ratio, which is lower than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison
XDWL.DE's dividend yield for the trailing twelve months is around 1.17%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDWL.DE and XSX6.DE have a correlation of 0.75, 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 0.20% for XSX6.DE.
XDWL.DE is categorized as Global Equities, while XSX6.DE is Europe Equities. XDWL.DE tracks MSCI World, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.12% for XDWL.DE and 0.20% for XSX6.DE.
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