XDWM.DE vs. VUSA.DE

Last updated Jun 5, 2026

XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and VUSA.DE (Vanguard S&P 500 UCITS ETF) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while VUSA.DE is a S&P 500 fund tracking the S&P 500 Net Total Return. Both are passively managed. Over the past 5 years, XDWM.DE returned 7.86%/yr vs 14.76%/yr for VUSA.DE. A 0.68 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.07%/yr for VUSA.DE.

Performance

XDWM.DE vs. VUSA.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 S&P 500 UCITS ETF (VUSA.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly higher than VUSA.DE's 11.38% return.

XDWM.DE

• 1D: -0.60%
• 1M: 1.27%
• YTD: 15.62%
• 6M: 19.82%
• 1Y: 29.51%
• 3Y*: 12.34%
• 5Y*: 7.86%
• 10Y*: 10.70%

VUSA.DE

• 1D: -0.12%
• 1M: 4.37%
• YTD: 11.38%
• 6M: 10.86%
• 1Y: 25.53%
• 3Y*: 18.87%
• 5Y*: 14.76%
• 10Y*: —

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

XDWM.DE vs. VUSA.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%	2.10%
VUSA.DE Vanguard S&P 500 UCITS ETF	11.38%	4.74%	32.32%	22.44%	-14.26%	40.76%	6.77%	34.46%	-1.12%	2.82%

Correlation

The correlation between XDWM.DE and VUSA.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.47
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017	0.68

Over the past year, the correlation between XDWM.DE and VUSA.DE has dropped to 0.47 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Return for Risk

XDWM.DE vs. VUSA.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: 49
XDWM.DE Sharpe Ratio Rank: 50
XDWM.DE Sortino Ratio Rank: 49
XDWM.DE Omega Ratio Rank: 48
XDWM.DE Calmar Ratio Rank: 44
XDWM.DE Martin Ratio Rank: 53

VUSA.DE

VUSA.DE Risk / Return Rank: 69
VUSA.DE Sharpe Ratio Rank: 68
VUSA.DE Sortino Ratio Rank: 65
VUSA.DE Omega Ratio Rank: 70
VUSA.DE Calmar Ratio Rank: 72
VUSA.DE Martin Ratio Rank: 70

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. VUSA.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 S&P 500 UCITS ETF (VUSA.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	VUSA.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.70	2.20	-0.50
Sortino ratio: Return per unit of downside risk	2.38	2.99	-0.61
Omega ratio: Gain probability vs. loss probability	1.30	1.41	-0.11
Calmar ratio: Return relative to maximum drawdown	2.17	3.57	-1.40
Martin ratio: Return relative to average drawdown	8.91	12.71	-3.80
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. VUSA.DE - Sharpe Ratio Comparison

The current XDWM.DE Sharpe Ratio is 1.70, which is comparable to the VUSA.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of XDWM.DE and VUSA.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.

Sharpe Ratios by Period

	XDWM.DE	VUSA.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	2.20	-0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	0.96	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	0.89	-0.27

Drawdowns

XDWM.DE vs. VUSA.DE - Drawdown Comparison

The maximum XDWM.DE drawdown since its inception was -33.91%, roughly equal to the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and VUSA.DE.

Drawdown Indicators

	XDWM.DE	VUSA.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.91%	-33.63%	-0.28%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	-7.13%	-6.54%
Max Drawdown (3Y) Largest decline over 3 years	-20.77%	-23.24%	+2.47%
Max Drawdown (5Y) Largest decline over 5 years	-20.77%	-23.24%	+2.47%
Max Drawdown (10Y) Largest decline over 10 years	-33.91%	—	—
Current Drawdown Current decline from peak	-2.14%	-0.44%	-1.70%
Average Drawdown Average peak-to-trough decline	-5.48%	-4.40%	-1.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	2.01%	+1.33%

Volatility

XDWM.DE vs. VUSA.DE - Volatility Comparison

Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 2.68%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWM.DE	VUSA.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.55%	2.68%	+3.87%
Volatility (6M) Calculated over the trailing 6-month period	15.21%	7.59%	+7.62%
Volatility (1Y) Calculated over the trailing 1-year period	17.45%	11.58%	+5.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.81%	15.17%	+1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.58%	16.77%	+0.81%

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

XDWM.DE has a 0.25% expense ratio, which is higher than VUSA.DE's 0.07% 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. VUSA.DE - Dividend Comparison

XDWM.DE has not paid dividends to shareholders, while VUSA.DE's dividend yield for the trailing twelve months is around 0.87%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
VUSA.DE Vanguard S&P 500 UCITS ETF	0.87%	0.97%	1.00%	1.25%	1.45%	1.02%	1.43%	1.45%	1.74%	0.41%
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%

Frequently Asked Questions

Can I hold both XDWM.DE and VUSA.DE in my portfolio?

XDWM.DE and VUSA.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDWM.DE or VUSA.DE?

On fees, VUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDWM.DE or VUSA.DE?

VUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for XDWM.DE.

What is the main difference between XDWM.DE and VUSA.DE?

XDWM.DE is categorized as Industrials Equities, while VUSA.DE is S&P 500. XDWM.DE tracks MSCI World/Materials NR USD, while VUSA.DE tracks S&P 500 Net Total Return. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.25% for XDWM.DE and 0.07% for VUSA.DE.