XDWM.DE vs. XNGI.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and XNGI.DE (Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XNGI.DE is a Technology Equities fund tracking the MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Both are passively managed. Over the past 3 years, XDWM.DE returned 12.34%/yr vs 27.17%/yr for XNGI.DE. A 0.52 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.30%/yr for XNGI.DE.
Performance
XDWM.DE vs. XNGI.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 XNGI.DE's 17.43% 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%
XNGI.DE
- 1D
- -1.17%
- 1M
- 12.12%
- YTD
- 17.43%
- 6M
- 16.12%
- 1Y
- 30.44%
- 3Y*
- 27.17%
- 5Y*
- —
- 10Y*
- —
XDWM.DE vs. XNGI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 15.62% | 12.88% | 0.02% | 10.77% | 5.00% |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | 17.43% | 7.77% | 43.41% | 52.53% | -14.06% |
Correlation
The correlation between XDWM.DE and XNGI.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 20, 2022 | 0.52 |
The correlation between XDWM.DE and XNGI.DE shifts across timeframes, from 0.38 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWM.DE vs. XNGI.DE — Risk / Return Rank
XDWM.DE
XNGI.DE
XDWM.DE vs. XNGI.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 Next Generation Internet Innovation UCITS ETF 1C (XNGI.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 | XNGI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.60 | +0.58 |
| Martin ratioReturn relative to average drawdown | 8.91 | 4.10 | +4.81 |
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 | XNGI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.66 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | — | — |
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 | 1.20 | -0.58 |
Drawdowns
XDWM.DE vs. XNGI.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, which is greater than XNGI.DE's maximum drawdown of -27.91%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and XNGI.DE.
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Drawdown Indicators
| XDWM.DE | XNGI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -27.91% | -6.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -18.97% | +5.30% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -27.91% | +7.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | — | — |
Current DrawdownCurrent decline from peak | -2.14% | -1.91% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -6.21% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 7.40% | -4.06% |
Volatility
XDWM.DE vs. XNGI.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C (XNGI.DE) at 5.48%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than XNGI.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 | XNGI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 5.48% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 13.40% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 18.27% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 20.70% | -3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 20.70% | -3.12% |
XDWM.DE vs. XNGI.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is lower than XNGI.DE's 0.30% expense ratio.
Dividends
XDWM.DE vs. XNGI.DE - Dividend Comparison
Neither XDWM.DE nor XNGI.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and XNGI.DE have a correlation of 0.38, 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 0.30% for XNGI.DE.
XDWM.DE is categorized as Industrials Equities, while XNGI.DE is Technology Equities. XDWM.DE tracks MSCI World/Materials NR USD, while XNGI.DE tracks MSCI ACWI IMI Next Generation Internet Innovation Select ESG Screened 100. Their fees differ too: 0.25% for XDWM.DE and 0.30% for XNGI.DE.
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