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XDWS.DE vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWS.DE vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDWS.DE is traded in EUR, while USMV is traded in USD. To make them comparable, the USMV values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly higher than USMV's 3.99% return. Over the past 10 years, XDWS.DE has underperformed USMV with an annualized return of 5.34%, while USMV has yielded a comparatively higher 9.69% annualized return.


XDWS.DE

1D
-0.24%
1M
-2.22%
YTD
4.43%
6M
3.49%
1Y
0.24%
3Y*
3.32%
5Y*
4.93%
10Y*
5.34%

USMV

1D
-0.26%
1M
3.76%
YTD
3.99%
6M
3.03%
1Y
3.64%
3Y*
9.02%
5Y*
8.48%
10Y*
9.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWS.DE vs. USMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USMV
iShares MSCI USA Min Vol Factor ETF
3.99%-5.13%23.38%7.02%-3.82%29.89%-3.07%30.57%6.09%4.30%

Correlation

The correlation between XDWS.DE and USMV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.50

The correlation between XDWS.DE and USMV shifts across timeframes, from 0.36 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDWS.DE vs. USMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWS.DE
XDWS.DE Risk / Return Rank: 88
Overall Rank
XDWS.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 88
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1818
Overall Rank
USMV Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1717
Sortino Ratio Rank
USMV Omega Ratio Rank: 1616
Omega Ratio Rank
USMV Calmar Ratio Rank: 1818
Calmar Ratio Rank
USMV Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDWS.DE vs. USMV - 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 MSCI USA Min Vol Factor ETF (USMV). 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.DEUSMVDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.00

1.07

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.10

0.71

-0.81

Martin ratioReturn relative to average drawdown

-0.20

1.62

-1.83

XDWS.DE vs. USMV - Sharpe Ratio Comparison

The current XDWS.DE Sharpe Ratio is -0.07, which is lower than the USMV Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of XDWS.DE and USMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XDWS.DEUSMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.07

0.38

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.66

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.63

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.88

-0.43

Drawdowns

XDWS.DE vs. USMV - Drawdown Comparison

The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum USMV drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and USMV.


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Drawdown Indicators


XDWS.DEUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-22.95%

-32.65%

+9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-5.12%

-3.66%

Max Drawdown (3Y)

Largest decline over 3 years

-11.90%

-15.66%

+3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

-15.66%

+3.19%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

-32.65%

+9.70%

Current Drawdown

Current decline from peak

-7.60%

-7.17%

-0.43%

Average Drawdown

Average peak-to-trough decline

-5.04%

-4.55%

-0.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

2.25%

+2.09%

Volatility

XDWS.DE vs. USMV - Volatility Comparison

Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 5.00% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.56%. This indicates that XDWS.DE's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWS.DEUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

2.56%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

6.80%

+3.21%

Volatility (1Y)

Calculated over the trailing 1-year period

12.06%

9.54%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.35%

12.91%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.19%

15.38%

-3.19%

XDWS.DE vs. USMV - Expense Ratio Comparison

XDWS.DE has a 0.25% expense ratio, which is higher than USMV'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

XDWS.DE vs. USMV - Dividend Comparison

XDWS.DE has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.54%.


PositionTTM20252024202320222021202020192018201720162015
USMV
iShares MSCI USA Min Vol Factor ETF
1.54%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDWS.DE and USMV have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USMV is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USMV is cheaper with a 0.15% expense ratio, compared with 0.25% for XDWS.DE.

XDWS.DE is categorized as Consumer Staples Equities, while USMV is Large Cap Blend Equities. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while USMV tracks MSCI USA Minimum Volatility Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDWS.DE and 0.15% for USMV.

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