XDWM.L vs. XLBP.L
Compare and contrast key facts about Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.L) and Invesco US Materials Sector UCITS ETF (XLBP.L).
XDWM.L and XLBP.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. XLBP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Materials NR USD. It was launched on Dec 16, 2009. Both XDWM.L and XLBP.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. XLBP.L - Performance Comparison
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XDWM.L vs. XLBP.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% |
XLBP.L Invesco US Materials Sector UCITS ETF | 10.41% | 11.28% | -0.91% | 11.69% | -12.18% | 27.63% | 19.54% | 24.50% | -15.06% | 22.85% |
Different Trading Currencies
XDWM.L is traded in USD, while XLBP.L is traded in GBp. To make them comparable, the XLBP.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWM.L achieves a 10.99% return, which is significantly higher than XLBP.L's 10.41% return.
XDWM.L
- 1D
- 3.46%
- 1M
- -6.05%
- YTD
- 10.99%
- 6M
- 17.19%
- 1Y
- 33.78%
- 3Y*
- 12.71%
- 5Y*
- 8.22%
- 10Y*
- —
XLBP.L
- 1D
- 1.99%
- 1M
- -4.98%
- YTD
- 10.41%
- 6M
- 13.41%
- 1Y
- 19.46%
- 3Y*
- 9.81%
- 5Y*
- 6.77%
- 10Y*
- 10.42%
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XDWM.L vs. XLBP.L - Expense Ratio Comparison
XDWM.L has a 0.25% expense ratio, which is higher than XLBP.L's 0.14% 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%.
Return for Risk
XDWM.L vs. XLBP.L — Risk / Return Rank
XDWM.L
XLBP.L
XDWM.L vs. XLBP.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 Invesco US Materials Sector UCITS ETF (XLBP.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 | XLBP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.05 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.26 | 1.47 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.60 | +0.60 |
Martin ratioReturn relative to average drawdown | 8.98 | 4.99 | +3.99 |
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 | XLBP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.05 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.36 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.41 | +0.31 |
Correlation
The correlation between XDWM.L and XLBP.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XDWM.L vs. XLBP.L - Dividend Comparison
Neither XDWM.L nor XLBP.L has paid dividends to shareholders.
Drawdowns
XDWM.L vs. XLBP.L - Drawdown Comparison
The maximum XDWM.L drawdown since its inception was -37.37%, which is greater than XLBP.L's maximum drawdown of -35.33%. Use the drawdown chart below to compare losses from any high point for XDWM.L and XLBP.L.
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Drawdown Indicators
| XDWM.L | XLBP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.37% | -28.58% | -8.79% |
Max Drawdown (1Y)Largest decline over 1 year | -15.35% | -12.34% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -28.07% | -21.98% | -6.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.58% | — |
Current DrawdownCurrent decline from peak | -7.14% | -4.26% | -2.88% |
Average DrawdownAverage peak-to-trough decline | -7.35% | -5.55% | -1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 2.92% | +0.84% |
Volatility
XDWM.L vs. XLBP.L - Volatility Comparison
Xtrackers MSCI World Materials UCITS ETF 1C (XDWM.L) has a higher volatility of 9.14% compared to Invesco US Materials Sector UCITS ETF (XLBP.L) at 6.31%. This indicates that XDWM.L's price experiences larger fluctuations and is considered to be riskier than XLBP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWM.L | XLBP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.14% | 6.31% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | 12.07% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.02% | 18.53% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.50% | 18.60% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 19.45% | +4.15% |