XDWM.DE vs. XU61.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and XU61.DE (BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR) are both exchange-traded funds - XDWM.DE is a Industrials Equities fund tracking the MSCI World/Materials NR USD, while XU61.DE is a Global Equities fund tracking the ECPI Global ESG Infrastructure Equity Index. Both are passively managed. Over the past year, XDWM.DE returned 29.85% vs 25.57% for XU61.DE. A 0.58 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.31%/yr for XU61.DE.
Performance
XDWM.DE vs. XU61.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDWM.DE achieves a 15.62% return, which is significantly higher than XU61.DE's 12.67% 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%
XU61.DE
- 1D
- -0.72%
- 1M
- 0.91%
- YTD
- 12.67%
- 6M
- 13.88%
- 1Y
- 25.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XDWM.DE vs. XU61.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 15.62% | 12.88% | 0.02% | 10.14% |
XU61.DE BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR | 12.67% | 17.07% | 10.27% | 7.93% |
Correlation
The correlation between XDWM.DE and XU61.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2023 | 0.58 |
The correlation between XDWM.DE and XU61.DE shifts across timeframes, from 0.47 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDWM.DE vs. XU61.DE — Risk / Return Rank
XDWM.DE
XU61.DE
XDWM.DE vs. XU61.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 BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.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 | XU61.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.46 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 4.31 | -2.14 |
| Martin ratioReturn relative to average drawdown | 8.91 | 17.45 | -8.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XDWM.DE | XU61.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 2.53 | -0.83 |
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 | 1.80 | -1.18 |
Drawdowns
XDWM.DE vs. XU61.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -33.91%, which is greater than XU61.DE's maximum drawdown of -12.73%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and XU61.DE.
Loading charts...
Drawdown Indicators
| XDWM.DE | XU61.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.91% | -12.73% | -21.18% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -5.90% | -7.77% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | — | — |
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% | -1.75% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -1.39% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 1.46% | +1.88% |
Volatility
XDWM.DE vs. XU61.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.55% compared to BNP Paribas Easy ECPI Global ESG Infrastructure UCITS ETF EUR (XU61.DE) at 3.30%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than XU61.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDWM.DE | XU61.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.55% | 3.30% | +3.25% |
Volatility (6M)Calculated over the trailing 6-month period | 15.21% | 7.78% | +7.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.45% | 10.06% | +7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.81% | 10.63% | +6.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 10.63% | +6.95% |
XDWM.DE vs. XU61.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is lower than XU61.DE's 0.31% expense ratio.
Dividends
XDWM.DE vs. XU61.DE - Dividend Comparison
Neither XDWM.DE nor XU61.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and XU61.DE have a correlation of 0.47, 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 0.31% for XU61.DE.
XDWM.DE is categorized as Industrials Equities, while XU61.DE is Global Equities. XDWM.DE tracks MSCI World/Materials NR USD, while XU61.DE tracks ECPI Global ESG Infrastructure Equity Index. They also come from different issuers: Xtrackers and BNP Paribas Easy. Their fees differ too: 0.25% for XDWM.DE and 0.31% for XU61.DE.
Find the right allocation for XDWM.DE and XU61.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer