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

Performance

XDWM.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDWM.DE achieves a 10.99% return, which is significantly lower than XDEW.DE's 15.20% return. Over the past 10 years, XDWM.DE has underperformed XDEW.DE with an annualized return of 9.65%, while XDEW.DE has yielded a comparatively higher 11.15% annualized return.


XDWM.DE

1D
-0.18%
1M
-2.98%
6M
4.66%
YTD
10.99%
1Y
24.91%
3Y*
10.29%
5Y*
7.24%
10Y*
9.65%

XDEW.DE

1D
0.59%
1M
3.39%
6M
12.16%
YTD
15.20%
1Y
21.25%
3Y*
13.22%
5Y*
9.60%
10Y*
11.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XDWM.DE
Xtrackers MSCI World Materials UCITS ETF 1C
10.99%12.88%0.02%10.76%-4.98%26.01%9.44%25.62%-13.32%13.08%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
15.20%-0.46%18.66%10.08%-6.94%41.59%1.18%31.27%-4.53%4.00%

Correlation

The correlation between XDWM.DE and XDEW.DE is 0.53, 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

0.53

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

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2014

0.76

Over the past year, the correlation between XDWM.DE and XDEW.DE has dropped to 0.53 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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Return for Risk

XDWM.DE vs. XDEW.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: 4747
Overall Rank
XDWM.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XDWM.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
XDWM.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XDWM.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
XDWM.DE Martin Ratio Rank: 5050
Martin Ratio Rank

XDEW.DE
XDEW.DE Risk / Return Rank: 8181
Overall Rank
XDEW.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XDEW.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
XDEW.DE Omega Ratio Rank: 7878
Omega Ratio Rank
XDEW.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDEW.DE Martin Ratio Rank: 8383
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. XDEW.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 S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDWM.DEXDEW.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.23

1.36

-0.13

Calmar ratioReturn relative to maximum drawdown

1.81

4.18

-2.37

Martin ratioReturn relative to average drawdown

6.80

12.86

-6.06

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

The current XDWM.DE Sharpe Ratio is 1.32, which is lower than the XDEW.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of XDWM.DE and XDEW.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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Drawdowns

XDWM.DE vs. XDEW.DE - Drawdown Comparison

The maximum XDWM.DE drawdown since its inception was -50.31%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and XDEW.DE.


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Drawdown Indicators


XDWM.DEXDEW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.31%

-38.79%

-11.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-5.06%

-8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.77%

-22.70%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-22.70%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

-38.79%

+4.90%

Current Drawdown

Current decline from peak

-6.13%

0.00%

-6.13%

Average Drawdown

Average peak-to-trough decline

-19.38%

-5.34%

-14.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

1.65%

+2.00%

Volatility

XDWM.DE vs. XDEW.DE - Volatility Comparison

Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.77% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.61%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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.DEXDEW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

2.61%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.37%

6.90%

+9.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

10.62%

+8.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

14.90%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

16.80%

+1.51%

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

XDWM.DE has a 0.25% expense ratio, which is higher than XDEW.DE's 0.20% 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. XDEW.DE - Dividend Comparison

Neither XDWM.DE nor XDEW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWM.DE and XDEW.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWM.DE.

XDWM.DE is categorized as Industrials Equities, while XDEW.DE is S&P 500. XDWM.DE tracks MSCI World/Materials NR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XDWM.DE and 0.20% for XDEW.DE.

Portfolio Optimizer

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