XDWM.DE vs. XDWT.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, XDWM.DE returned 10.70%/yr vs 24.00%/yr for XDWT.DE. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XDWM.DE vs. XDWT.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 XDWT.DE's 25.23% return. Over the past 10 years, XDWM.DE has underperformed XDWT.DE with an annualized return of 10.70%, while XDWT.DE has yielded a comparatively higher 24.00% 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%
XDWT.DE
- 1D
- -2.03%
- 1M
- 14.75%
- YTD
- 25.23%
- 6M
- 23.98%
- 1Y
- 48.86%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
XDWM.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between XDWM.DE and XDWT.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.56 |
Over the past year, the correlation between XDWM.DE and XDWT.DE has dropped to 0.33 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
XDWM.DE vs. XDWT.DE — Risk / Return Rank
XDWM.DE
XDWT.DE
XDWM.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.38 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 3.12 | -0.95 |
| Martin ratioReturn relative to average drawdown | 8.91 | 8.24 | +0.67 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.38 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.99 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 1.11 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 1.09 | -0.47 |
Drawdowns
XDWM.DE vs. XDWT.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and XDWT.DE.
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Drawdown Indicators
| XDWM.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -31.61% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -15.59% | +1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -29.46% | +8.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -29.46% | +8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -31.61% | -2.30% |
Current DrawdownCurrent decline from peak | -2.14% | -2.61% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -5.82% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 5.91% | -2.57% |
Volatility
XDWM.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) is 6.55%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XDWM.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 7.11% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 14.96% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 20.39% | -2.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 22.55% | -5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 21.46% | -3.88% |
XDWM.DE vs. XDWT.DE - Expense Ratio Comparison
Both XDWM.DE and XDWT.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. XDWT.DE - Dividend Comparison
Neither XDWM.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and XDWT.DE have a correlation of 0.33, 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 XDWT.DE have the same expense ratio: 0.25% per year.
XDWM.DE is categorized as Industrials Equities, while XDWT.DE is Technology Equities. XDWM.DE tracks MSCI World/Materials NR USD, while XDWT.DE tracks MSCI World/Information Tech NR USD.
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