XDWM.DE vs. XDEQ.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, XDWM.DE returned 10.70%/yr vs 12.38%/yr for XDEQ.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDWM.DE vs. XDEQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly higher than XDEQ.DE's 9.48% return. Over the past 10 years, XDWM.DE has underperformed XDEQ.DE with an annualized return of 10.70%, while XDEQ.DE has yielded a comparatively higher 12.38% 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%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 4.30%
- YTD
- 9.48%
- 6M
- 10.18%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
XDWM.DE vs. XDEQ.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% | 13.08% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between XDWM.DE and XDEQ.DE is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.68 |
The correlation between XDWM.DE and XDEQ.DE shifts across timeframes, from 0.58 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDWM.DE vs. XDEQ.DE — Risk / Return Rank
XDWM.DE
XDEQ.DE
XDWM.DE vs. XDEQ.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 MSCI World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 3.04 | -0.87 |
| Martin ratioReturn relative to average drawdown | 8.91 | 12.17 | -3.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDWM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.78 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.80 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.85 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.80 | -0.18 |
Drawdowns
XDWM.DE vs. XDEQ.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and XDEQ.DE.
Loading charts...
Drawdown Indicators
| XDWM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -32.16% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -6.22% | -7.45% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -20.59% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -20.59% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -32.16% | -1.75% |
Current DrawdownCurrent decline from peak | -2.14% | 0.00% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -4.75% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.56% | +1.78% |
Volatility
XDWM.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDWM.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 2.36% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 7.32% | +7.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 10.64% | +6.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 14.12% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 15.35% | +2.23% |
XDWM.DE vs. XDEQ.DE - Expense Ratio Comparison
Both XDWM.DE and XDEQ.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDWM.DE vs. XDEQ.DE - Dividend Comparison
Neither XDWM.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and XDEQ.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDWM.DE and XDEQ.DE have the same expense ratio: 0.25% per year.
XDWM.DE is categorized as Industrials Equities, while XDEQ.DE is Global Equities. XDWM.DE tracks MSCI World/Materials NR USD, while XDEQ.DE tracks MSCI ACWI NR USD.
Find the right allocation for XDWM.DE and XDEQ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer