XDWM.DE vs. 2B7C.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and 2B7C.DE (iShares S&P 500 Industrials Sector UCITS ETF) are both Industrials Equities funds - XDWM.DE tracks the MSCI World/Materials NR USD while 2B7C.DE tracks the S&P 500 Capped 35/20 Industrials. Both are passively managed. Over the past 5 years, XDWM.DE returned 7.86%/yr vs 13.22%/yr for 2B7C.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.15%/yr for 2B7C.DE.
Performance
XDWM.DE vs. 2B7C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly higher than 2B7C.DE's 13.30% return.
XDWM.DE
- 1D
- -0.60%
- 1M
- 4.06%
- YTD
- 15.62%
- 6M
- 20.60%
- 1Y
- 29.85%
- 3Y*
- 12.34%
- 5Y*
- 7.86%
- 10Y*
- 10.70%
2B7C.DE
- 1D
- -0.23%
- 1M
- 2.46%
- YTD
- 13.30%
- 6M
- 14.07%
- 1Y
- 20.91%
- 3Y*
- 18.60%
- 5Y*
- 13.22%
- 10Y*
- —
XDWM.DE vs. 2B7C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 15.62% | 12.88% | 0.02% | 10.77% | -4.99% | 26.01% | 9.43% | 25.66% | -13.34% | 8.93% |
2B7C.DE iShares S&P 500 Industrials Sector UCITS ETF | 13.30% | 6.91% | 23.72% | 13.89% | -0.20% | 32.19% | -0.63% | 32.20% | -10.13% | 4.44% |
Correlation
The correlation between XDWM.DE and 2B7C.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017 | 0.71 |
The correlation between XDWM.DE and 2B7C.DE shifts across timeframes, from 0.54 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWM.DE vs. 2B7C.DE — Risk / Return Rank
XDWM.DE
2B7C.DE
XDWM.DE vs. 2B7C.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and iShares S&P 500 Industrials Sector UCITS ETF (2B7C.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.
| XDWM.DE | 2B7C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 2.34 | -0.17 |
| Martin ratioReturn relative to average drawdown | 8.91 | 7.59 | +1.32 |
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
| XDWM.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.44 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.78 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.60 | +0.02 |
Drawdowns
XDWM.DE vs. 2B7C.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum 2B7C.DE drawdown of -41.33%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and 2B7C.DE.
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Drawdown Indicators
| XDWM.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -41.33% | +7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -8.89% | -4.78% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -22.66% | +1.89% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -22.66% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -0.47% | -1.67% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -5.04% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.75% | +0.59% |
Volatility
XDWM.DE vs. 2B7C.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to iShares S&P 500 Industrials Sector UCITS ETF (2B7C.DE) at 3.74%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than 2B7C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWM.DE | 2B7C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 3.74% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 10.98% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 14.45% | +3.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 16.73% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 19.35% | -1.77% |
XDWM.DE vs. 2B7C.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is higher than 2B7C.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDWM.DE vs. 2B7C.DE - Dividend Comparison
Neither XDWM.DE nor 2B7C.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and 2B7C.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 2B7C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
2B7C.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWM.DE.
XDWM.DE tracks MSCI World/Materials NR USD, while 2B7C.DE tracks S&P 500 Capped 35/20 Industrials. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWM.DE and 0.15% for 2B7C.DE.
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