XDWM.DE vs. SPYW.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and SPYW.DE (SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while SPYW.DE is a Europe Equities fund tracking the S&P Euro High Yield Dividend Aristocrats. Both are passively managed. Over the past 10 years, XDWM.DE returned 10.70%/yr vs 6.79%/yr for SPYW.DE. A 0.69 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.30%/yr for SPYW.DE.
Performance
XDWM.DE vs. SPYW.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 SPYW.DE's 5.36% return. Over the past 10 years, XDWM.DE has outperformed SPYW.DE with an annualized return of 10.70%, while SPYW.DE has yielded a comparatively lower 6.79% 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%
SPYW.DE
- 1D
- 0.09%
- 1M
- -0.36%
- YTD
- 5.36%
- 6M
- 7.28%
- 1Y
- 7.88%
- 3Y*
- 13.21%
- 5Y*
- 8.07%
- 10Y*
- 6.79%
XDWM.DE vs. SPYW.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% | 13.08% |
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 5.36% | 20.24% | 8.29% | 17.93% | -11.23% | 14.36% | -11.84% | 23.34% | -8.58% | 11.23% |
Correlation
The correlation between XDWM.DE and SPYW.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.69 |
The correlation between XDWM.DE and SPYW.DE shifts across timeframes, from 0.57 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWM.DE vs. SPYW.DE — Risk / Return Rank
XDWM.DE
SPYW.DE
XDWM.DE vs. SPYW.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 SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.14 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 0.98 | +1.19 |
| Martin ratioReturn relative to average drawdown | 8.91 | 3.14 | +5.77 |
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 | SPYW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.74 | +0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.60 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.45 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.53 | +0.09 |
Drawdowns
XDWM.DE vs. SPYW.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum SPYW.DE drawdown of -38.68%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and SPYW.DE.
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Drawdown Indicators
| XDWM.DE | SPYW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -38.68% | +4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -7.99% | -5.68% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -11.64% | -9.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -23.97% | +3.20% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -38.68% | +4.77% |
Current DrawdownCurrent decline from peak | -2.14% | -2.54% | +0.40% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -5.62% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.50% | +0.84% |
Volatility
XDWM.DE vs. SPYW.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) (SPYW.DE) at 2.92%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than SPYW.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 | SPYW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 2.92% | +3.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 8.76% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 10.65% | +6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 13.27% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 14.88% | +2.70% |
XDWM.DE vs. SPYW.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is lower than SPYW.DE's 0.30% expense ratio.
Dividends
XDWM.DE vs. SPYW.DE - Dividend Comparison
XDWM.DE has not paid dividends to shareholders, while SPYW.DE's dividend yield for the trailing twelve months is around 3.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYW.DE SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist) | 3.60% | 4.07% | 3.67% | 3.31% | 3.62% | 2.78% | 3.05% | 3.10% | 3.74% | 3.15% | 2.97% | 2.99% |
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 SPYW.DE have a correlation of 0.57, 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 0.30% for SPYW.DE.
XDWM.DE is categorized as Industrials Equities, while SPYW.DE is Europe Equities. XDWM.DE tracks MSCI World/Materials NR USD, while SPYW.DE tracks S&P Euro High Yield Dividend Aristocrats. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWM.DE and 0.30% for SPYW.DE.
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