XDWS.DE vs. XDWD.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) 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 XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs 12.83%/yr for XDWD.DE. A 0.58 correlation means they provide meaningful diversification when combined. XDWS.DE charges 0.25%/yr vs 0.19%/yr for XDWD.DE.
Performance
XDWS.DE vs. XDWD.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 lower than XDWD.DE's 10.91% return. Over the past 10 years, XDWS.DE has underperformed XDWD.DE with an annualized return of 5.34%, while XDWD.DE has yielded a comparatively higher 12.83% 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%
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XDWS.DE vs. XDWD.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% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XDWS.DE and XDWD.DE is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.58 |
Over the past year, the correlation between XDWS.DE and XDWD.DE has dropped to 0.07 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
XDWS.DE vs. XDWD.DE — Risk / Return Rank
XDWS.DE
XDWD.DE
XDWS.DE vs. XDWD.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 Xtrackers MSCI World UCITS ETF 1C (XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.40 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 3.63 | -3.73 |
| Martin ratioReturn relative to average drawdown | -0.20 | 14.44 | -14.64 |
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 | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 2.14 | -2.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.90 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.84 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.78 | -0.34 |
Drawdowns
XDWS.DE vs. XDWD.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and XDWD.DE.
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Drawdown Indicators
| XDWS.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -33.55% | +10.60% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -6.54% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -21.64% | +9.74% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | -21.64% | +9.17% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -33.55% | +10.60% |
Current DrawdownCurrent decline from peak | -7.60% | -0.33% | -7.27% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -4.55% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 1.65% | +2.69% |
Volatility
XDWS.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 5.00% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XDWS.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.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 | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 2.60% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 7.77% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 11.12% | +0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 14.13% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 15.16% | -2.97% |
XDWS.DE vs. XDWD.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is higher than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison
Neither XDWS.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and XDWD.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.25% for XDWS.DE.
XDWS.DE is categorized as Consumer Staples Equities, while XDWD.DE is Global Equities. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDWD.DE tracks MSCI World. Their fees differ too: 0.25% for XDWS.DE and 0.19% for XDWD.DE.
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