XDWM.DE vs. VTV
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and VTV (Vanguard Value ETF) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 10 years, XDWM.DE returned 10.70%/yr vs 12.24%/yr for VTV. At a 0.47 correlation, their price movements are largely independent. XDWM.DE charges 0.25%/yr vs 0.04%/yr for VTV.
Performance
XDWM.DE vs. VTV - Performance Comparison
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Different Trading Currencies
XDWM.DE is traded in EUR, while VTV is traded in USD. To make them comparable, the VTV values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly higher than VTV's 14.45% return. Over the past 10 years, XDWM.DE has underperformed VTV with an annualized return of 10.70%, while VTV has yielded a comparatively higher 12.24% 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%
VTV
- 1D
- 0.63%
- 1M
- 4.77%
- YTD
- 14.45%
- 6M
- 14.30%
- 1Y
- 25.73%
- 3Y*
- 15.54%
- 5Y*
- 12.45%
- 10Y*
- 12.24%
XDWM.DE vs. VTV - 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% |
VTV Vanguard Value ETF | 14.45% | 1.59% | 23.61% | 6.04% | 3.98% | 36.00% | -6.10% | 28.49% | -1.04% | 2.75% |
Correlation
The correlation between XDWM.DE and VTV is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.47 |
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Return for Risk
XDWM.DE vs. VTV — Risk / Return Rank
XDWM.DE
VTV
XDWM.DE vs. VTV - 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 Value ETF (VTV). 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 | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.44 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 5.21 | -3.03 |
| Martin ratioReturn relative to average drawdown | 8.91 | 17.75 | -8.84 |
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 | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.46 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.89 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.71 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.50 | +0.12 |
Drawdowns
XDWM.DE vs. VTV - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum VTV drawdown of -54.29%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and VTV.
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Drawdown Indicators
| XDWM.DE | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -54.29% | +20.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -4.96% | -8.71% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -19.33% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -19.33% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -35.98% | +2.07% |
Current DrawdownCurrent decline from peak | -2.14% | 0.00% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -9.24% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.45% | +1.89% |
Volatility
XDWM.DE vs. VTV - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Vanguard Value ETF (VTV) at 2.15%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than VTV 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 | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 2.15% | +4.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 7.70% | +7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 10.56% | +6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 14.06% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 17.36% | +0.22% |
XDWM.DE vs. VTV - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is higher than VTV's 0.04% 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. VTV - Dividend Comparison
XDWM.DE has not paid dividends to shareholders, while VTV's dividend yield for the trailing twelve months is around 1.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTV Vanguard Value ETF | 1.85% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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 VTV have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VTV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VTV is cheaper with a 0.04% expense ratio, compared with 0.25% for XDWM.DE.
XDWM.DE is categorized as Industrials Equities, while VTV is Large Cap Value Equities. XDWM.DE tracks MSCI World/Materials NR USD, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.25% for XDWM.DE and 0.04% for VTV.
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