XDWM.DE vs. XAIX.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and XAIX.DE (Xtrackers Artificial Intelligence & Big Data UCITS ETF) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XAIX.DE is a Technology Equities fund tracking the Nasdaq Global Artificial Intelligence and Big Data. Both are passively managed. Over the past 5 years, XDWM.DE returned 7.86%/yr vs 22.22%/yr for XAIX.DE. A 0.59 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.35%/yr for XAIX.DE.
Performance
XDWM.DE vs. XAIX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly lower than XAIX.DE's 37.21% 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%
XAIX.DE
- 1D
- -2.02%
- 1M
- 18.07%
- YTD
- 37.21%
- 6M
- 38.87%
- 1Y
- 62.15%
- 3Y*
- 36.02%
- 5Y*
- 22.22%
- 10Y*
- —
XDWM.DE vs. XAIX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 15.62% | 12.88% | 0.02% | 10.77% | -4.99% | 26.01% | 9.43% | 14.98% |
XAIX.DE Xtrackers Artificial Intelligence & Big Data UCITS ETF | 37.21% | 15.25% | 34.63% | 63.77% | -31.80% | 35.85% | 24.44% | 15.10% |
Correlation
The correlation between XDWM.DE and XAIX.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2019 | 0.59 |
Over the past year, the correlation between XDWM.DE and XAIX.DE has dropped to 0.34 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
XDWM.DE vs. XAIX.DE — Risk / Return Rank
XDWM.DE
XAIX.DE
XDWM.DE vs. XAIX.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 Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.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 | XAIX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.51 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 5.11 | -2.94 |
| Martin ratioReturn relative to average drawdown | 8.91 | 14.72 | -5.81 |
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 | XAIX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 3.03 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 1.06 | -0.60 |
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 | 1.08 | -0.46 |
Drawdowns
XDWM.DE vs. XAIX.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, roughly equal to the maximum XAIX.DE drawdown of -33.08%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and XAIX.DE.
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Drawdown Indicators
| XDWM.DE | XAIX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -33.08% | -0.83% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -12.10% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -27.61% | +6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -33.08% | +12.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -3.11% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -7.39% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 4.21% | -0.87% |
Volatility
XDWM.DE vs. XAIX.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) is 6.55%, while Xtrackers Artificial Intelligence & Big Data UCITS ETF (XAIX.DE) has a volatility of 8.63%. This indicates that XDWM.DE experiences smaller price fluctuations and is considered to be less risky than XAIX.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.DE | XAIX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 8.63% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 16.15% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 20.43% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 20.73% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 21.30% | -3.72% |
XDWM.DE vs. XAIX.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is lower than XAIX.DE's 0.35% expense ratio.
Dividends
XDWM.DE vs. XAIX.DE - Dividend Comparison
Neither XDWM.DE nor XAIX.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and XAIX.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWM.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for XAIX.DE.
XDWM.DE is categorized as Industrials Equities, while XAIX.DE is Technology Equities. XDWM.DE tracks MSCI World/Materials NR USD, while XAIX.DE tracks Nasdaq Global Artificial Intelligence and Big Data. Their fees differ too: 0.25% for XDWM.DE and 0.35% for XAIX.DE.
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