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XDWM.DE vs. E6BR.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDWM.DE vs. E6BR.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 Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE). The values are adjusted to include any dividend payments, if applicable.

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XDWM.DE vs. E6BR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWM.DE
Xtrackers MSCI World Materials UCITS ETF 1C
11.13%12.88%0.02%10.77%-4.99%26.01%9.43%25.66%-13.34%13.08%
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
14.68%33.08%-9.05%-6.66%9.00%27.01%12.86%22.79%-12.99%21.27%

Returns By Period

In the year-to-date period, XDWM.DE achieves a 11.13% return, which is significantly lower than E6BR.DE's 14.68% return. Over the past 10 years, XDWM.DE has underperformed E6BR.DE with an annualized return of 11.13%, while E6BR.DE has yielded a comparatively higher 14.91% annualized return.


XDWM.DE

1D
-0.48%
1M
-2.59%
YTD
11.13%
6M
18.57%
1Y
24.73%
3Y*
10.17%
5Y*
8.47%
10Y*
11.13%

E6BR.DE

1D
-0.89%
1M
-1.71%
YTD
14.68%
6M
36.57%
1Y
55.73%
3Y*
11.00%
5Y*
9.24%
10Y*
14.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDWM.DE vs. E6BR.DE - Expense Ratio Comparison

XDWM.DE has a 0.25% expense ratio, which is lower than E6BR.DE's 0.30% expense ratio.


Return for Risk

XDWM.DE vs. E6BR.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: 7171
Overall Rank
XDWM.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XDWM.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWM.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWM.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XDWM.DE Martin Ratio Rank: 7979
Martin Ratio Rank

E6BR.DE
E6BR.DE Risk / Return Rank: 9090
Overall Rank
E6BR.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
E6BR.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
E6BR.DE Omega Ratio Rank: 8585
Omega Ratio Rank
E6BR.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
E6BR.DE Martin Ratio Rank: 9393
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. E6BR.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 Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.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.DEE6BR.DEDifference

Sharpe ratio

Return per unit of total volatility

1.33

2.08

-0.76

Sortino ratio

Return per unit of downside risk

1.82

2.65

-0.82

Omega ratio

Gain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratio

Return relative to maximum drawdown

2.20

3.74

-1.54

Martin ratio

Return relative to average drawdown

10.28

15.44

-5.16

XDWM.DE vs. E6BR.DE - Sharpe Ratio Comparison

The current XDWM.DE Sharpe Ratio is 1.33, which is lower than the E6BR.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of XDWM.DE and E6BR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDWM.DEE6BR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

2.08

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.35

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.54

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.15

+0.46

Correlation

The correlation between XDWM.DE and E6BR.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDWM.DE vs. E6BR.DE - Dividend Comparison

XDWM.DE has not paid dividends to shareholders, while E6BR.DE's dividend yield for the trailing twelve months is around 2.02%.


TTM20252024202320222021202020192018
XDWM.DE
Xtrackers MSCI World Materials UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
E6BR.DE
Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist
2.02%2.31%4.15%0.00%5.98%5.68%3.72%5.24%3.59%

Drawdowns

XDWM.DE vs. E6BR.DE - Drawdown Comparison

The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum E6BR.DE drawdown of -66.16%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and E6BR.DE.


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Drawdown Indicators


XDWM.DEE6BR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-66.16%

+32.25%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-17.23%

+3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-40.00%

+19.23%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-44.33%

+10.42%

Current Drawdown

Current decline from peak

-5.94%

-8.84%

+2.90%

Average Drawdown

Average peak-to-trough decline

-5.51%

-23.16%

+17.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

4.17%

-1.25%

Volatility

XDWM.DE vs. E6BR.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) is 8.40%, while Lyxor STOXX Europe 600 Basic Resources UCITS ETF Dist (E6BR.DE) has a volatility of 11.10%. This indicates that XDWM.DE experiences smaller price fluctuations and is considered to be less risky than E6BR.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.DEE6BR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

11.10%

-2.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.76%

19.81%

-6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

26.63%

-8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

26.29%

-9.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

27.83%

-10.31%