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XDWM.DE vs. DXSC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWM.DE vs. DXSC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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, XDWM.DE achieves a 16.32% return, which is significantly higher than DXSC.DE's 9.21% return. Over the past 10 years, XDWM.DE has underperformed DXSC.DE with an annualized return of 10.97%, while DXSC.DE has yielded a comparatively higher 12.69% annualized return.


XDWM.DE

1D
-0.47%
1M
5.79%
YTD
16.32%
6M
21.31%
1Y
31.60%
3Y*
12.58%
5Y*
7.99%
10Y*
10.97%

DXSC.DE

1D
-1.36%
1M
7.59%
YTD
9.21%
6M
12.58%
1Y
9.91%
3Y*
9.29%
5Y*
4.12%
10Y*
12.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWM.DE vs. DXSC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWM.DE
Xtrackers MSCI World Materials UCITS ETF 1C
16.32%12.88%0.02%10.77%-4.99%26.01%9.43%25.66%-13.34%13.08%
DXSC.DE
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C
9.21%8.23%-1.25%18.77%-13.04%26.49%13.22%22.28%-12.90%22.38%

Correlation

The correlation between XDWM.DE and DXSC.DE is 0.83, 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

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.84

The correlation between XDWM.DE and DXSC.DE has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.

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Return for Risk

XDWM.DE vs. DXSC.DE — Risk / Return Rank

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

XDWM.DE
XDWM.DE Risk / Return Rank: 5252
Overall Rank
XDWM.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XDWM.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDWM.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XDWM.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
XDWM.DE Martin Ratio Rank: 5555
Martin Ratio Rank

DXSC.DE
DXSC.DE Risk / Return Rank: 1919
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1818
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 2020
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.

XDWM.DE vs. DXSC.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 Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.DEDXSC.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.22

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.32

1.11

+0.21

Calmar ratioReturn relative to maximum drawdown

2.30

0.69

+1.61

Martin ratioReturn relative to average drawdown

9.44

2.15

+7.29

XDWM.DE vs. DXSC.DE - Sharpe Ratio Comparison

The current XDWM.DE Sharpe Ratio is 1.80, which is higher than the DXSC.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of XDWM.DE and DXSC.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


XDWM.DEDXSC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.58

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.23

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.53

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.07

+0.56

Drawdowns

XDWM.DE vs. DXSC.DE - Drawdown Comparison

The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and DXSC.DE.


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Drawdown Indicators


XDWM.DEDXSC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-73.82%

+39.91%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-14.34%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-17.53%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-25.63%

+4.86%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-44.96%

+11.05%

Current Drawdown

Current decline from peak

-1.54%

-1.36%

-0.18%

Average Drawdown

Average peak-to-trough decline

-5.48%

-30.18%

+24.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

4.61%

-1.27%

Volatility

XDWM.DE vs. DXSC.DE - Volatility Comparison

Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) have volatilities of 7.02% and 6.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWM.DEDXSC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

6.85%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

14.24%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.44%

16.92%

+0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

17.99%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

23.79%

-6.21%

XDWM.DE vs. DXSC.DE - Expense Ratio Comparison

XDWM.DE has a 0.25% expense ratio, which is higher than DXSC.DE's 0.17% 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. DXSC.DE - Dividend Comparison

Neither XDWM.DE nor DXSC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWM.DE and DXSC.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDWM.DE.

XDWM.DE tracks MSCI World/Materials NR USD, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35. Their fees differ too: 0.25% for XDWM.DE and 0.17% for DXSC.DE.

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