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

Performance

XDWS.DE vs. VWCE.DE - 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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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XDWS.DE vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
5.06%-3.34%12.56%-1.53%-0.06%22.38%-1.96%4.88%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
-0.36%9.16%24.41%18.18%-13.47%28.62%5.36%8.01%

Returns By Period

In the year-to-date period, XDWS.DE achieves a 5.06% return, which is significantly higher than VWCE.DE's -0.36% return.


XDWS.DE

1D
-0.36%
1M
-6.64%
YTD
5.06%
6M
7.27%
1Y
-0.83%
3Y*
3.56%
5Y*
5.89%
10Y*
5.64%

VWCE.DE

1D
2.17%
1M
-3.41%
YTD
-0.36%
6M
3.13%
1Y
13.63%
3Y*
14.97%
5Y*
9.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDWS.DE vs. VWCE.DE - Expense Ratio Comparison

XDWS.DE has a 0.25% expense ratio, which is higher than VWCE.DE's 0.22% 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

XDWS.DE vs. VWCE.DE — 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: 1010
Overall Rank
XDWS.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 99
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 1111
Martin Ratio Rank

VWCE.DE
VWCE.DE Risk / Return Rank: 5252
Overall Rank
VWCE.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 4646
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 6868
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. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.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.DEVWCE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.86

-0.93

Sortino ratio

Return per unit of downside risk

-0.00

1.23

-1.23

Omega ratio

Gain probability vs. loss probability

1.00

1.19

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.06

1.55

-1.61

Martin ratio

Return relative to average drawdown

-0.10

7.13

-7.24

XDWS.DE vs. VWCE.DE - Sharpe Ratio Comparison

The current XDWS.DE Sharpe Ratio is -0.06, which is lower than the VWCE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of XDWS.DE and VWCE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDWS.DEVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.86

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.72

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.68

-0.22

Correlation

The correlation between XDWS.DE and VWCE.DE is 0.53, 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

XDWS.DE vs. VWCE.DE - Dividend Comparison

Neither XDWS.DE nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDWS.DE vs. VWCE.DE - Drawdown Comparison

The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and VWCE.DE.


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Drawdown Indicators


XDWS.DEVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.95%

-33.43%

+10.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.14%

-13.20%

+5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-12.47%

-21.07%

+8.60%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

Current Drawdown

Current decline from peak

-7.04%

-3.95%

-3.09%

Average Drawdown

Average peak-to-trough decline

-5.02%

-4.80%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

1.94%

+2.58%

Volatility

XDWS.DE vs. VWCE.DE - Volatility Comparison

Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE) have volatilities of 4.36% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWS.DEVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.57%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

8.56%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.71%

15.81%

-3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.15%

13.72%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.11%

16.25%

-4.14%