XDWM.L vs. WMAT.L
Compare and contrast key facts about Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.L) and SPDR MSCI World Materials UCITS ETF (WMAT.L).
XDWM.L and WMAT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWM.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Materials NR USD. It was launched on Mar 16, 2016. WMAT.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Materials NR USD. It was launched on Apr 29, 2016. Both XDWM.L and WMAT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XDWM.L vs. WMAT.L - Performance Comparison
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XDWM.L vs. WMAT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWM.L Xtrackers MSCI World Materials UCITS ETF 1C | 10.99% | 26.77% | -6.34% | 14.84% | -10.00% | 15.53% | 19.91% | 23.00% | -16.57% | 25.06% |
WMAT.L SPDR MSCI World Materials UCITS ETF | 10.86% | 26.36% | -5.73% | 14.40% | -10.02% | 15.63% | 20.67% | 22.51% | -17.30% | 29.05% |
Returns By Period
The year-to-date returns for both stocks are quite close, with XDWM.L having a 10.99% return and WMAT.L slightly lower at 10.86%.
XDWM.L
- 1D
- 3.46%
- 1M
- -6.05%
- YTD
- 10.99%
- 6M
- 17.19%
- 1Y
- 33.78%
- 3Y*
- 12.71%
- 5Y*
- 8.22%
- 10Y*
- —
WMAT.L
- 1D
- 3.40%
- 1M
- -6.19%
- YTD
- 10.86%
- 6M
- 17.37%
- 1Y
- 33.79%
- 3Y*
- 12.67%
- 5Y*
- 8.14%
- 10Y*
- —
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XDWM.L vs. WMAT.L - Expense Ratio Comparison
XDWM.L has a 0.25% expense ratio, which is lower than WMAT.L's 0.30% expense ratio.
Return for Risk
XDWM.L vs. WMAT.L — Risk / Return Rank
XDWM.L
WMAT.L
XDWM.L vs. WMAT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.L) and SPDR MSCI World Materials UCITS ETF (WMAT.L). 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.L | WMAT.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.70 | -0.01 |
Sortino ratioReturn per unit of downside risk | 2.26 | 2.25 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.18 | +0.02 |
Martin ratioReturn relative to average drawdown | 8.98 | 9.22 | -0.24 |
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.L | WMAT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.70 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.42 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.57 | +0.15 |
Correlation
The correlation between XDWM.L and WMAT.L is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XDWM.L vs. WMAT.L - Dividend Comparison
Neither XDWM.L nor WMAT.L has paid dividends to shareholders.
Drawdowns
XDWM.L vs. WMAT.L - Drawdown Comparison
The maximum XDWM.L drawdown since its inception was -37.37%, roughly equal to the maximum WMAT.L drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for XDWM.L and WMAT.L.
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Drawdown Indicators
| XDWM.L | WMAT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.37% | -38.35% | +0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -15.35% | -15.51% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -28.08% | +0.01% |
Current DrawdownCurrent decline from peak | -7.14% | -7.40% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -7.24% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 3.67% | +0.09% |
Volatility
XDWM.L vs. WMAT.L - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.L) and SPDR MSCI World Materials UCITS ETF (WMAT.L) have volatilities of 9.14% and 8.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWM.L | WMAT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.14% | 8.88% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 14.95% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.02% | 19.81% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 19.36% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 19.37% | +4.23% |