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XDWM.DE vs. WELT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWM.DE vs. WELT.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 Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XDWM.DE having a 15.62% return and WELT.DE slightly lower at 15.23%.


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%

WELT.DE

1D
-0.14%
1M
2.34%
YTD
15.23%
6M
15.49%
1Y
23.51%
3Y*
17.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XDWM.DE
Xtrackers MSCI World Materials UCITS ETF 1C
15.62%12.88%0.02%10.77%5.39%
WELT.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Dist
15.23%10.22%16.35%19.85%7.82%

Correlation

The correlation between XDWM.DE and WELT.DE is 0.65, 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.72

The correlation between XDWM.DE and WELT.DE has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

XDWM.DE vs. WELT.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: 4949
Overall Rank
XDWM.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XDWM.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
XDWM.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XDWM.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XDWM.DE Martin Ratio Rank: 5353
Martin Ratio Rank

WELT.DE
WELT.DE Risk / Return Rank: 4848
Overall Rank
WELT.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
WELT.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
WELT.DE Omega Ratio Rank: 4444
Omega Ratio Rank
WELT.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
WELT.DE Martin Ratio Rank: 5454
Martin Ratio Rank
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. WELT.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 Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.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.DEWELT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.30

1.28

+0.03

Calmar ratioReturn relative to maximum drawdown

2.17

2.45

-0.28

Martin ratioReturn relative to average drawdown

8.91

9.08

-0.17

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

The current XDWM.DE Sharpe Ratio is 1.70, which is comparable to the WELT.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XDWM.DE and WELT.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.


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Sharpe Ratios by Period


XDWM.DEWELT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.52

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

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

1.26

-0.64

Drawdowns

XDWM.DE vs. WELT.DE - Drawdown Comparison

The maximum XDWM.DE drawdown since its inception was -33.91%, which is greater than WELT.DE's maximum drawdown of -20.81%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and WELT.DE.


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Drawdown Indicators


XDWM.DEWELT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-20.81%

-13.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-9.55%

-4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-20.81%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

Max Drawdown (10Y)

Largest decline over 10 years

-33.91%

Current Drawdown

Current decline from peak

-2.14%

-0.14%

-2.00%

Average Drawdown

Average peak-to-trough decline

-5.48%

-2.61%

-2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

2.58%

+0.76%

Volatility

XDWM.DE vs. WELT.DE - Volatility Comparison

Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Amundi S&P Global Industrials ESG UCITS ETF EUR Dist (WELT.DE) at 3.88%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than WELT.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.DEWELT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

3.88%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

12.34%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

17.45%

15.36%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

15.32%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

15.32%

+2.26%

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

XDWM.DE has a 0.25% expense ratio, which is higher than WELT.DE's 0.18% 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. WELT.DE - Dividend Comparison

XDWM.DE has not paid dividends to shareholders, while WELT.DE's dividend yield for the trailing twelve months is around 1.12%.


PositionTTM202520242023
WELT.DE
Amundi S&P Global Industrials ESG UCITS ETF EUR Dist
1.12%1.29%1.36%1.04%
XDWM.DE
Xtrackers MSCI World Materials UCITS ETF 1C
0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDWM.DE and WELT.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WELT.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WELT.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWM.DE.

XDWM.DE tracks MSCI World/Materials NR USD, while WELT.DE tracks S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Industrials. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWM.DE and 0.18% for WELT.DE.

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