XDWM.DE vs. ZPDI.DE
XDWM.DE (Xtrackers MSCI World Materials UCITS ETF 1C) and ZPDI.DE (State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc)) are both Industrials Equities funds - XDWM.DE tracks the MSCI World/Materials NR USD while ZPDI.DE tracks the S&P Industrials Select Sector Daily Capped 35/20 Index. Both are passively managed. Over the past 10 years, XDWM.DE returned 9.65%/yr vs 13.19%/yr for ZPDI.DE. A 0.72 correlation means they provide meaningful diversification when combined. XDWM.DE charges 0.25%/yr vs 0.15%/yr for ZPDI.DE.
Performance
XDWM.DE vs. ZPDI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWM.DE achieves a 10.99% return, which is significantly lower than ZPDI.DE's 19.52% return. Over the past 10 years, XDWM.DE has underperformed ZPDI.DE with an annualized return of 9.65%, while ZPDI.DE has yielded a comparatively higher 13.19% annualized return.
XDWM.DE
- 1D
- -0.18%
- 1M
- -2.98%
- 6M
- 4.66%
- YTD
- 10.99%
- 1Y
- 24.91%
- 3Y*
- 10.29%
- 5Y*
- 7.24%
- 10Y*
- 9.65%
ZPDI.DE
- 1D
- -0.27%
- 1M
- 4.70%
- 6M
- 14.56%
- YTD
- 19.52%
- 1Y
- 24.74%
- 3Y*
- 19.45%
- 5Y*
- 14.26%
- 10Y*
- 13.19%
XDWM.DE vs. ZPDI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWM.DE Xtrackers MSCI World Materials UCITS ETF 1C | 10.99% | 12.88% | 0.02% | 10.76% | -4.98% | 26.01% | 9.44% | 25.62% | -13.32% | 13.08% |
ZPDI.DE State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) | 19.52% | 6.82% | 23.74% | 13.82% | -0.16% | 32.11% | -0.48% | 32.04% | -9.77% | 8.34% |
Correlation
The correlation between XDWM.DE and ZPDI.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2015 | 0.72 |
The correlation between XDWM.DE and ZPDI.DE shifts across timeframes, from 0.54 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDWM.DE vs. ZPDI.DE — Risk / Return Rank
XDWM.DE
ZPDI.DE
XDWM.DE vs. ZPDI.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 State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDWM.DE | ZPDI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.29 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.79 | -0.98 |
| Martin ratioReturn relative to average drawdown | 6.80 | 9.10 | -2.30 |
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Drawdowns
XDWM.DE vs. ZPDI.DE - Drawdown Comparison
The maximum XDWM.DE drawdown since its inception was -50.31%, which is greater than ZPDI.DE's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for XDWM.DE and ZPDI.DE.
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Drawdown Indicators
| XDWM.DE | ZPDI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.31% | -41.62% | -8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.67% | -8.83% | -4.84% |
Max Drawdown (3Y)Largest decline over 3 years | -20.77% | -22.54% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -20.77% | -22.54% | +1.77% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | -41.62% | +7.73% |
Current DrawdownCurrent decline from peak | -6.13% | -2.29% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -19.38% | -5.94% | -13.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 2.71% | +0.94% |
Volatility
XDWM.DE vs. ZPDI.DE - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.DE) has a higher volatility of 6.77% compared to State Street SPDR S&P U.S. Industrials Select Sector UCITS ETF (Acc) (ZPDI.DE) at 5.05%. This indicates that XDWM.DE's price experiences larger fluctuations and is considered to be riskier than ZPDI.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 | ZPDI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 5.05% | +1.72% |
Volatility (6M)Calculated over the trailing 6-month period | 16.37% | 11.83% | +4.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.87% | 15.10% | +3.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 16.80% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 20.52% | -2.21% |
XDWM.DE vs. ZPDI.DE - Expense Ratio Comparison
XDWM.DE has a 0.25% expense ratio, which is higher than ZPDI.DE's 0.15% 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. ZPDI.DE - Dividend Comparison
Neither XDWM.DE nor ZPDI.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWM.DE and ZPDI.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ZPDI.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ZPDI.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWM.DE.
XDWM.DE tracks MSCI World/Materials NR USD, while ZPDI.DE tracks S&P Industrials Select Sector Daily Capped 35/20 Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWM.DE and 0.15% for ZPDI.DE.
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