XDWS.DE vs. SXRV.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and SXRV.DE (iShares NASDAQ 100 UCITS ETF USD (Acc)) are both exchange-traded funds - XDWS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SXRV.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs 21.24%/yr for SXRV.DE. At a 0.44 correlation, their price movements are largely independent. XDWS.DE charges 0.25%/yr vs 0.36%/yr for SXRV.DE.
Performance
XDWS.DE vs. SXRV.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly lower than SXRV.DE's 20.57% return. Over the past 10 years, XDWS.DE has underperformed SXRV.DE with an annualized return of 5.34%, while SXRV.DE has yielded a comparatively higher 21.24% 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%
SXRV.DE
- 1D
- -0.83%
- 1M
- 9.26%
- YTD
- 20.57%
- 6M
- 19.43%
- 1Y
- 37.81%
- 3Y*
- 24.53%
- 5Y*
- 18.67%
- 10Y*
- 21.24%
XDWS.DE vs. SXRV.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% |
SXRV.DE iShares NASDAQ 100 UCITS ETF USD (Acc) | 20.57% | 6.98% | 33.55% | 51.19% | -30.05% | 39.34% | 34.48% | 42.90% | 3.03% | 15.81% |
Correlation
The correlation between XDWS.DE and SXRV.DE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.44 |
The correlation between XDWS.DE and SXRV.DE shifts across timeframes, from -0.10 (1 year) to 0.44 (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
XDWS.DE vs. SXRV.DE — Risk / Return Rank
XDWS.DE
SXRV.DE
XDWS.DE vs. SXRV.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 iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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 | SXRV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.48 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.42 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.75 | -3.85 |
| Martin ratioReturn relative to average drawdown | -0.20 | 11.16 | -11.36 |
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
| XDWS.DE | SXRV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 2.40 | -2.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.93 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 1.07 | -0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.91 | -0.46 |
Drawdowns
XDWS.DE vs. SXRV.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and SXRV.DE.
Loading charts...
Drawdown Indicators
| XDWS.DE | SXRV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -32.80% | +9.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -10.03% | +1.25% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -26.69% | +14.79% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | -31.33% | +18.86% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -31.33% | +8.38% |
Current DrawdownCurrent decline from peak | -7.60% | -0.83% | -6.77% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -6.56% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 3.38% | +0.96% |
Volatility
XDWS.DE vs. SXRV.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 5.00% compared to iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) at 4.26%. This indicates that XDWS.DE's price experiences larger fluctuations and is considered to be riskier than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDWS.DE | SXRV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.26% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 10.98% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 15.67% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 19.84% | -8.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 19.65% | -7.46% |
XDWS.DE vs. SXRV.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.
Dividends
XDWS.DE vs. SXRV.DE - Dividend Comparison
Neither XDWS.DE nor SXRV.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and SXRV.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWS.DE is cheaper with a 0.25% expense ratio, compared with 0.36% for SXRV.DE.
XDWS.DE is categorized as Consumer Staples Equities, while SXRV.DE is Nasdaq-100. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWS.DE and 0.36% for SXRV.DE.
Find the right allocation for XDWS.DE and SXRV.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