XDWL.DE vs. XSX6.L
XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) and XSX6.L (Xtrackers STOXX Europe 600 UCITS ETF 1C) are both exchange-traded funds - XDWL.DE is a Global Equities fund tracking the MSCI World, while XSX6.L is a Europe Equities fund tracking the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, XDWL.DE returned 12.83%/yr vs 9.14%/yr for XSX6.L. A 0.75 correlation means they provide meaningful diversification when combined. XDWL.DE charges 0.12%/yr vs 0.20%/yr for XSX6.L.
Performance
XDWL.DE vs. XSX6.L - Performance Comparison
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Different Trading Currencies
XDWL.DE is traded in EUR, while XSX6.L is traded in GBp. To make them comparable, the XSX6.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWL.DE achieves a 10.94% return, which is significantly higher than XSX6.L's 7.47% return. Over the past 10 years, XDWL.DE has outperformed XSX6.L with an annualized return of 12.83%, while XSX6.L has yielded a comparatively lower 9.14% annualized return.
XDWL.DE
- 1D
- 0.00%
- 1M
- 3.65%
- YTD
- 10.94%
- 6M
- 10.98%
- 1Y
- 23.78%
- 3Y*
- 17.62%
- 5Y*
- 12.94%
- 10Y*
- 12.83%
XSX6.L
- 1D
- 0.39%
- 1M
- 0.72%
- YTD
- 7.47%
- 6M
- 9.92%
- 1Y
- 16.17%
- 3Y*
- 13.84%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDWL.DE vs. XSX6.L - 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.L Xtrackers STOXX Europe 600 UCITS ETF 1C | 7.47% | 19.76% | 8.78% | 15.58% | -9.88% | 24.40% | -1.84% | 28.19% | -11.02% | 10.74% |
Correlation
The correlation between XDWL.DE and XSX6.L is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015 | 0.75 |
The correlation between XDWL.DE and XSX6.L has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
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Return for Risk
XDWL.DE vs. XSX6.L — Risk / Return Rank
XDWL.DE
XSX6.L
XDWL.DE vs. XSX6.L - 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 1C (XSX6.L). 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.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.24 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 1.71 | +1.95 |
| Martin ratioReturn relative to average drawdown | 14.44 | 6.42 | +8.03 |
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.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.30 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.68 | +0.23 |
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 | 0.67 | +0.01 |
Drawdowns
XDWL.DE vs. XSX6.L - Drawdown Comparison
The maximum XDWL.DE drawdown since its inception was -33.65%, smaller than the maximum XSX6.L drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and XSX6.L.
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Drawdown Indicators
| XDWL.DE | XSX6.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -36.04% | +2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -6.49% | -9.48% | +2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -21.63% | -15.27% | -6.36% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -20.71% | -0.92% |
Max Drawdown (10Y)Largest decline over 10 years | -33.65% | -36.04% | +2.39% |
Current DrawdownCurrent decline from peak | -0.29% | -0.68% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -4.56% | -5.28% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.53% | -0.88% |
Volatility
XDWL.DE vs. XSX6.L - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 2.62%, while Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) has a volatility of 4.05%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.L 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.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 4.05% | -1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 10.23% | -2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 12.53% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.14% | 14.35% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.12% | 15.62% | -0.50% |
XDWL.DE vs. XSX6.L - Expense Ratio Comparison
XDWL.DE has a 0.12% expense ratio, which is lower than XSX6.L'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.L - Dividend Comparison
XDWL.DE's dividend yield for the trailing twelve months is around 1.17%, while XSX6.L 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.L Xtrackers STOXX Europe 600 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% |
Frequently Asked Questions
XDWL.DE and XSX6.L have a correlation of 0.70, 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.L.
XDWL.DE is categorized as Global Equities, while XSX6.L is Europe Equities. XDWL.DE tracks MSCI World, while XSX6.L tracks MSCI Europe NR EUR. Their fees differ too: 0.12% for XDWL.DE and 0.20% for XSX6.L.
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