XDWM.DE vs. XSX6.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDWM.DE returned 10.70%/yr vs 9.14%/yr for XSX6.DE. A 0.79 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDWM.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XDWM.DE has outperformed XSX6.DE with an annualized return of 10.70%, while XSX6.DE has yielded a comparatively lower 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDWM.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XDWM.DE and XSX6.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.79 |
The correlation between XDWM.DE and XSX6.DE shifts across timeframes, from 0.65 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWM.DE vs. XSX6.DE — Risk / Return Rank
XDWM.DE
XSX6.DE
XDWM.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.24 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.73 | +0.44 |
| Martin ratioReturn relative to average drawdown | 8.91 | 6.55 | +2.36 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.26 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.66 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.58 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.59 | +0.03 |
Drawdowns
XDWM.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and XSX6.DE.
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Drawdown Indicators
| XDWM.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -36.05% | +2.14% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -9.46% | -4.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -16.37% | -4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -20.84% | +0.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.91% | -36.05% | +2.14% |
Current DrawdownCurrent decline from peak | -2.14% | -1.56% | -0.58% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -5.27% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.50% | +0.84% |
Volatility
XDWM.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 4.26% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 10.73% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 12.95% | +4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 14.44% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 15.61% | +1.97% |
XDWM.DE vs. XSX6.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is higher than XSX6.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. XSX6.DE - Dividend Comparison
Neither XDWM.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and XSX6.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWM.DE.
XDWM.DE is categorized as Industrials Equities, while XSX6.DE is Europe Equities. XDWM.DE tracks MSCI World/Materials NR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for XDWM.DE and 0.20% for XSX6.DE.
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