XDWM.DE vs. XESC.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XDWM.DE returned 10.70%/yr vs 10.49%/yr for XESC.DE. A 0.74 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XDWM.DE vs. XESC.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 higher than XESC.DE's 7.20% return. Both investments have delivered pretty close results over the past 10 years, with XDWM.DE having a 10.70% annualized return and XESC.DE not far behind at 10.49%.
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%
XESC.DE
- 1D
- 0.76%
- 1M
- 4.61%
- YTD
- 7.20%
- 6M
- 8.63%
- 1Y
- 15.79%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XDWM.DE vs. XESC.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% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XDWM.DE and XESC.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.74 |
The correlation between XDWM.DE and XESC.DE shifts across timeframes, from 0.59 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWM.DE vs. XESC.DE — Risk / Return Rank
XDWM.DE
XESC.DE
XDWM.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.45 | +0.73 |
| Martin ratioReturn relative to average drawdown | 8.91 | 4.94 | +3.97 |
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 | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.98 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.65 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.57 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.32 | +0.30 |
Drawdowns
XDWM.DE vs. XESC.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and XESC.DE.
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Drawdown Indicators
| XDWM.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -45.38% | +11.47% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -10.88% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -16.53% | -4.24% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -23.33% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -38.51% | +4.60% |
Current DrawdownCurrent decline from peak | -2.14% | -0.53% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -8.39% | +2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 3.19% | +0.15% |
Volatility
XDWM.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 4.90%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 4.90% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 13.02% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 16.01% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 17.54% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 18.27% | -0.69% |
XDWM.DE vs. XESC.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is higher than XESC.DE's 0.09% 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. XESC.DE - Dividend Comparison
Neither XDWM.DE nor XESC.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
Frequently Asked Questions
XDWM.DE and XESC.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for XDWM.DE.
XDWM.DE is categorized as Industrials Equities, while XESC.DE is Europe Equities. XDWM.DE tracks MSCI World/Materials NR USD, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XDWM.DE and 0.09% for XESC.DE.
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