XDWM.DE vs. VGWL.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE).

XDWM.DE and VGWL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWM.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Materials NR USD. It was launched on Mar 16, 2016. VGWL.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World. It was launched on May 22, 2012. Both XDWM.DE and VGWL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XDWM.DE vs. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	2.10%
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing	-0.53%	9.18%	24.40%	18.17%	-13.48%	28.60%	5.38%	30.12%	-6.03%	2.20%

Returns By Period

In the year-to-date period, XDWM.DE achieves a 11.13% return, which is significantly higher than VGWL.DE's -0.53% 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%

VGWL.DE

• 1D: -0.13%
• 1M: -2.03%
• YTD: -0.53%
• 6M: 2.52%
• 1Y: 13.66%
• 3Y*: 14.84%
• 5Y*: 9.97%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDWM.DE has a 0.25% expense ratio, which is higher than VGWL.DE's 0.22% 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%.

XDWM.DE

Xtrackers MSCI World Materials UCITS ETF 1C

VGWL.DE

Vanguard FTSE All-World UCITS ETF Distributing

Return for Risk

XDWM.DE vs. VGWL.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: 71
XDWM.DE Sharpe Ratio Rank: 71
XDWM.DE Sortino Ratio Rank: 69
XDWM.DE Omega Ratio Rank: 65
XDWM.DE Calmar Ratio Rank: 70
XDWM.DE Martin Ratio Rank: 79

VGWL.DE

VGWL.DE Risk / Return Rank: 60
VGWL.DE Sharpe Ratio Rank: 43
VGWL.DE Sortino Ratio Rank: 40
VGWL.DE Omega Ratio Rank: 44
VGWL.DE Calmar Ratio Rank: 85
VGWL.DE Martin Ratio Rank: 86

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. VGWL.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 Vanguard FTSE All-World UCITS ETF Distributing (VGWL.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	VGWL.DE	Difference
Sharpe ratio Return per unit of total volatility	1.33	0.86	+0.47
Sortino ratio Return per unit of downside risk	1.82	1.23	+0.60
Omega ratio Gain probability vs. loss probability	1.25	1.19	+0.07
Calmar ratio Return relative to maximum drawdown	2.20	2.92	-0.73
Martin ratio Return relative to average drawdown	10.28	11.56	-1.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XDWM.DE Sharpe Ratio is 1.33, which is higher than the VGWL.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of XDWM.DE and VGWL.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.

Sharpe Ratios by Period

	XDWM.DE	VGWL.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	0.86	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.72	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.68	-0.07

Correlation

The correlation between XDWM.DE and VGWL.DE is 0.77, 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. VGWL.DE - Dividend Comparison

XDWM.DE has not paid dividends to shareholders, while VGWL.DE's dividend yield for the trailing twelve months is around 1.41%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
VGWL.DE Vanguard FTSE All-World UCITS ETF Distributing	1.41%	1.42%	1.48%	1.73%	2.09%	1.43%	1.56%	1.87%	2.26%	0.37%

Drawdowns

XDWM.DE vs. VGWL.DE - Drawdown Comparison

The maximum XDWM.DE drawdown since its inception was -33.91%, roughly equal to the maximum VGWL.DE drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and VGWL.DE.

Drawdown Indicators

	XDWM.DE	VGWL.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.91%	-33.40%	-0.51%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	-8.91%	-4.76%
Max Drawdown (5Y) Largest decline over 5 years	-20.77%	-21.04%	+0.27%
Max Drawdown (10Y) Largest decline over 10 years	-33.91%	—	—
Current Drawdown Current decline from peak	-5.94%	-4.13%	-1.81%
Average Drawdown Average peak-to-trough decline	-5.51%	-4.42%	-1.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	1.66%	+1.26%

Volatility

XDWM.DE vs. VGWL.DE - Volatility Comparison

Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 8.40% compared to Vanguard FTSE All-World UCITS ETF Distributing (VGWL.DE) at 4.40%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than VGWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWM.DE	VGWL.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.40%	4.40%	+4.00%
Volatility (6M) Calculated over the trailing 6-month period	13.76%	8.44%	+5.32%
Volatility (1Y) Calculated over the trailing 1-year period	18.54%	15.81%	+2.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	13.73%	+2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.52%	15.57%	+1.95%