XDWS.DE vs. USMV
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and USMV (iShares MSCI USA Min Vol Factor ETF) 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 USMV is a Large Cap Blend Equities fund tracking the MSCI USA Minimum Volatility Index. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs 9.69%/yr for USMV. At a 0.50 correlation, their price movements are largely independent. XDWS.DE charges 0.25%/yr vs 0.15%/yr for USMV.
Performance
XDWS.DE vs. USMV - Performance Comparison
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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%
XDWS.DE vs. USMV - 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% |
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
XDWS.DE
USMV
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.DE | USMV | Difference | |
|---|---|---|---|
| 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 |
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 | USMV | Difference | |
|---|---|---|---|
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.DE | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.60% | -7.17% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -4.55% | -0.49% |
Ulcer IndexDepth 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.DE | USMV | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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