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XDWM.DE vs. EXV6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWM.DE vs. EXV6.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 iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.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 15.62% return, which is significantly lower than EXV6.DE's 31.77% return. Over the past 10 years, XDWM.DE has underperformed EXV6.DE with an annualized return of 10.70%, while EXV6.DE has yielded a comparatively higher 16.17% annualized 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%

EXV6.DE

1D
-0.99%
1M
10.13%
YTD
31.77%
6M
41.14%
1Y
81.71%
3Y*
19.79%
5Y*
11.63%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWM.DE vs. EXV6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%13.08%
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
31.77%33.18%-8.72%-2.31%9.84%26.18%12.84%22.32%-13.46%22.50%

Correlation

The correlation between XDWM.DE and EXV6.DE is 0.82, 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

0.82

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

0.79

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

0.82

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

0.83

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

0.83

The correlation between XDWM.DE and EXV6.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

XDWM.DE vs. EXV6.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: 4949
Overall Rank
XDWM.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XDWM.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
XDWM.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDWM.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XDWM.DE Martin Ratio Rank: 5353
Martin Ratio Rank

EXV6.DE
EXV6.DE Risk / Return Rank: 8787
Overall Rank
EXV6.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EXV6.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
EXV6.DE Omega Ratio Rank: 8383
Omega Ratio Rank
EXV6.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
EXV6.DE Martin Ratio Rank: 8787
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. EXV6.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 STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.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.DEEXV6.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.30

1.49

-0.19

Calmar ratioReturn relative to maximum drawdown

2.17

4.68

-2.50

Martin ratioReturn relative to average drawdown

8.91

18.51

-9.60

XDWM.DE vs. EXV6.DE - Sharpe Ratio Comparison

The current XDWM.DE Sharpe Ratio is 1.70, which is lower than the EXV6.DE Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of XDWM.DE and EXV6.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.DEEXV6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

3.13

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.44

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.59

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.28

+0.34

Drawdowns

XDWM.DE vs. EXV6.DE - Drawdown Comparison

The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum EXV6.DE drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and EXV6.DE.


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Drawdown Indicators


XDWM.DEEXV6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-73.84%

+39.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-17.38%

+3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-33.37%

+12.60%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-37.26%

+16.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

-45.38%

+11.47%

Current Drawdown

Current decline from peak

-2.14%

-2.95%

+0.81%

Average Drawdown

Average peak-to-trough decline

-5.48%

-27.51%

+22.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

4.30%

-0.96%

Volatility

XDWM.DE vs. EXV6.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) is 6.55%, while iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) (EXV6.DE) has a volatility of 10.03%. This indicates that XDWM.DE experiences smaller price fluctuations and is considered to be less risky than EXV6.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.DEEXV6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

10.03%

-3.48%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

21.95%

-6.74%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

25.99%

-8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

26.34%

-9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

27.46%

-9.88%

XDWM.DE vs. EXV6.DE - Expense Ratio Comparison

XDWM.DE has a 0.25% expense ratio, which is lower than EXV6.DE's 0.46% expense ratio.


Dividends

XDWM.DE vs. EXV6.DE - Dividend Comparison

XDWM.DE has not paid dividends to shareholders, while EXV6.DE's dividend yield for the trailing twelve months is around 1.47%.


PositionTTM20252024202320222021202020192018201720162015
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
1.47%1.95%3.23%3.57%6.02%5.17%2.86%5.56%3.12%2.14%1.80%5.20%
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%0.00%0.00%0.00%

Frequently Asked Questions


XDWM.DE and EXV6.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWM.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for EXV6.DE.

XDWM.DE tracks MSCI World/Materials NR USD, while EXV6.DE tracks STOXX® Europe 600 Basic Resources. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWM.DE and 0.46% for EXV6.DE.

Portfolio Optimizer

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