XDWS.DE vs. GLUX.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and GLUX.DE (Amundi S&P Global Luxury UCITS ETF EUR) are both Consumer Staples Equities funds - XDWS.DE tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while GLUX.DE tracks the S&P Global Luxury. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs 9.44%/yr for GLUX.DE. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
XDWS.DE vs. GLUX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly higher than GLUX.DE's -7.03% return. Over the past 10 years, XDWS.DE has underperformed GLUX.DE with an annualized return of 5.34%, while GLUX.DE has yielded a comparatively higher 9.44% annualized return.
XDWS.DE
- 1D
- -0.24%
- 1M
- -1.84%
- YTD
- 4.43%
- 6M
- 4.20%
- 1Y
- -0.89%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
GLUX.DE
- 1D
- -0.12%
- 1M
- 4.80%
- YTD
- -7.03%
- 6M
- -6.01%
- 1Y
- 2.52%
- 3Y*
- -0.97%
- 5Y*
- 0.25%
- 10Y*
- 9.44%
XDWS.DE vs. GLUX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
GLUX.DE Amundi S&P Global Luxury UCITS ETF EUR | -7.03% | 2.34% | 4.43% | 11.98% | -19.34% | 32.41% | 23.80% | 33.53% | -9.13% | 22.10% |
Correlation
The correlation between XDWS.DE and GLUX.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.46 |
Over the past year, the correlation between XDWS.DE and GLUX.DE has dropped to 0.21 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
XDWS.DE vs. GLUX.DE — Risk / Return Rank
XDWS.DE
GLUX.DE
XDWS.DE vs. GLUX.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Amundi S&P Global Luxury UCITS ETF EUR (GLUX.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.
| XDWS.DE | GLUX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.04 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.16 | -0.26 |
| Martin ratioReturn relative to average drawdown | -0.20 | 0.39 | -0.59 |
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
| XDWS.DE | GLUX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 0.13 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.01 | +0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.45 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.44 | +0.01 |
Drawdowns
XDWS.DE vs. GLUX.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum GLUX.DE drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and GLUX.DE.
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Drawdown Indicators
| XDWS.DE | GLUX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -43.20% | +20.25% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -16.00% | +7.22% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -27.94% | +16.04% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | -30.52% | +18.05% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -43.20% | +20.25% |
Current DrawdownCurrent decline from peak | -7.60% | -14.70% | +7.10% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -9.35% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 6.51% | -2.17% |
Volatility
XDWS.DE vs. GLUX.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) is 5.00%, while Amundi S&P Global Luxury UCITS ETF EUR (GLUX.DE) has a volatility of 5.55%. This indicates that XDWS.DE experiences smaller price fluctuations and is considered to be less risky than GLUX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWS.DE | GLUX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 5.55% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 15.60% | -5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 19.60% | -7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 21.08% | -9.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 20.94% | -8.75% |
XDWS.DE vs. GLUX.DE - Expense Ratio Comparison
Both XDWS.DE and GLUX.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDWS.DE vs. GLUX.DE - Dividend Comparison
Neither XDWS.DE nor GLUX.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and GLUX.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDWS.DE and GLUX.DE have the same expense ratio: 0.25% per year.
XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while GLUX.DE tracks S&P Global Luxury. They also come from different issuers: Xtrackers and Amundi.
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