XDWM.DE vs. WATL.L

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) and Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L).

XDWM.DE and WATL.L 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. WATL.L is a passively managed fund by Amundi that tracks the performance of the S&P Global Water TR. It was launched on Oct 10, 2007. Both XDWM.DE and WATL.L 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. WATL.L - 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 Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L). The values are adjusted to include any dividend payments, if applicable.

XDWM.DE vs. WATL.L - 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%	13.08%
WATL.L Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist	3.68%	0.92%	12.51%	18.72%	-16.50%	33.61%	7.12%	40.42%	-13.99%	10.37%

Different Trading Currencies

XDWM.DE is traded in EUR, while WATL.L is traded in GBp. To make them comparable, the WATL.L 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 11.13% return, which is significantly higher than WATL.L's 3.68% return. Over the past 10 years, XDWM.DE has outperformed WATL.L with an annualized return of 11.13%, while WATL.L has yielded a comparatively lower 9.47% annualized 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%

WATL.L

• 1D: 0.44%
• 1M: -4.14%
• YTD: 3.68%
• 6M: 2.26%
• 1Y: 4.43%
• 3Y*: 10.35%
• 5Y*: 7.10%
• 10Y*: 9.47%

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

XDWM.DE vs. WATL.L - Expense Ratio Comparison

XDWM.DE has a 0.25% expense ratio, which is lower than WATL.L's 0.60% expense ratio.

WATL.L

Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist

XDWM.DE

Xtrackers MSCI World Materials UCITS ETF 1C

Return for Risk

XDWM.DE vs. WATL.L — 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

WATL.L

WATL.L Risk / Return Rank: 34
WATL.L Sharpe Ratio Rank: 35
WATL.L Sortino Ratio Rank: 33
WATL.L Omega Ratio Rank: 30
WATL.L Calmar Ratio Rank: 37
WATL.L Martin Ratio Rank: 34

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. WATL.L - 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 Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L). 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	WATL.L	Difference
Sharpe ratio Return per unit of total volatility	1.33	0.31	+1.02
Sortino ratio Return per unit of downside risk	1.82	0.51	+1.31
Omega ratio Gain probability vs. loss probability	1.25	1.07	+0.19
Calmar ratio Return relative to maximum drawdown	2.20	0.89	+1.31
Martin ratio Return relative to average drawdown	10.28	2.41	+7.87
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. WATL.L - Sharpe Ratio Comparison

The current XDWM.DE Sharpe Ratio is 1.33, which is higher than the WATL.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of XDWM.DE and WATL.L, 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	WATL.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	0.31	+1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.50	0.50	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.66	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.87	-0.26

Correlation

The correlation between XDWM.DE and WATL.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XDWM.DE vs. WATL.L - Dividend Comparison

XDWM.DE has not paid dividends to shareholders, while WATL.L's dividend yield for the trailing twelve months is around 1.05%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WATL.L Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist	1.05%	1.08%	0.77%	0.84%	0.42%	0.63%	1.22%	1.59%	2.06%	1.60%	2.21%	2.43%

Drawdowns

XDWM.DE vs. WATL.L - Drawdown Comparison

The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum WATL.L drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and WATL.L.

Drawdown Indicators

	XDWM.DE	WATL.L	Difference
Max Drawdown Largest peak-to-trough decline	-33.91%	-28.96%	-4.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.67%	-9.59%	-4.08%
Max Drawdown (5Y) Largest decline over 5 years	-20.77%	-23.48%	+2.71%
Max Drawdown (10Y) Largest decline over 10 years	-33.91%	-28.96%	-4.95%
Current Drawdown Current decline from peak	-5.94%	-6.29%	+0.35%
Average Drawdown Average peak-to-trough decline	-5.51%	-4.63%	-0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	3.02%	-0.10%

Volatility

XDWM.DE vs. WATL.L - Volatility Comparison

Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 8.40% compared to Lyxor MSCI Water ESG Filtered (DR) UCITS ETF Dist (WATL.L) at 4.75%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than WATL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWM.DE	WATL.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.40%	4.75%	+3.65%
Volatility (6M) Calculated over the trailing 6-month period	13.76%	8.53%	+5.23%
Volatility (1Y) Calculated over the trailing 1-year period	18.54%	14.15%	+4.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.59%	14.71%	+1.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.52%	16.42%	+1.10%