XDWS.DE vs. XDWU.DE

Last updated Jun 5, 2026

XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and XDWU.DE (Xtrackers MSCI World Utilities 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 XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs 8.32%/yr for XDWU.DE. A 0.62 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.

Performance

XDWS.DE vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDWS.DE achieves a 4.43% return, which is significantly lower than XDWU.DE's 5.92% return. Over the past 10 years, XDWS.DE has underperformed XDWU.DE with an annualized return of 5.34%, while XDWU.DE has yielded a comparatively higher 8.32% 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%

XDWU.DE

• 1D: -1.48%
• 1M: -3.92%
• YTD: 5.92%
• 6M: 5.19%
• 1Y: 13.84%
• 3Y*: 11.70%
• 5Y*: 9.86%
• 10Y*: 8.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWS.DE vs. XDWU.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%
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C	5.92%	11.38%	19.82%	-3.19%	2.23%	19.80%	-4.88%	25.27%	6.79%	-0.21%

Correlation

The correlation between XDWS.DE and XDWU.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.56
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016	0.62

Over the past year, the correlation between XDWS.DE and XDWU.DE has dropped to 0.42 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

Return for Risk

XDWS.DE vs. XDWU.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: 8
XDWS.DE Sharpe Ratio Rank: 8
XDWS.DE Sortino Ratio Rank: 8
XDWS.DE Omega Ratio Rank: 8
XDWS.DE Calmar Ratio Rank: 8
XDWS.DE Martin Ratio Rank: 8

XDWU.DE

XDWU.DE Risk / Return Rank: 31
XDWU.DE Sharpe Ratio Rank: 30
XDWU.DE Sortino Ratio Rank: 29
XDWU.DE Omega Ratio Rank: 27
XDWU.DE Calmar Ratio Rank: 36
XDWU.DE Martin Ratio Rank: 32

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. XDWU.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 Utilities UCITS ETF 1C (XDWU.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	XDWU.DE	Difference
Sharpe ratio: Return per unit of total volatility	-0.07	1.07	-1.14
Sortino ratio: Return per unit of downside risk	-0.02	1.53	-1.55
Omega ratio: Gain probability vs. loss probability	1.00	1.18	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.10	1.77	-1.87
Martin ratio: Return relative to average drawdown	-0.20	4.77	-4.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XDWS.DE Sharpe Ratio is -0.07, which is lower than the XDWU.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of XDWS.DE and XDWU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDWS.DE	XDWU.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.07	1.07	-1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.69	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.55	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.55	-0.10

Drawdowns

XDWS.DE vs. XDWU.DE - Drawdown Comparison

The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum XDWU.DE drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and XDWU.DE.

Drawdown Indicators

	XDWS.DE	XDWU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.95%	-33.61%	+10.66%
Max Drawdown (1Y) Largest decline over 1 year	-8.78%	-7.30%	-1.48%
Max Drawdown (3Y) Largest decline over 3 years	-11.90%	-12.68%	+0.78%
Max Drawdown (5Y) Largest decline over 5 years	-12.47%	-23.26%	+10.79%
Max Drawdown (10Y) Largest decline over 10 years	-22.95%	-33.61%	+10.66%
Current Drawdown Current decline from peak	-7.60%	-7.22%	-0.38%
Average Drawdown Average peak-to-trough decline	-5.04%	-6.99%	+1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.34%	2.71%	+1.63%

Volatility

XDWS.DE vs. XDWU.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 Utilities UCITS ETF 1C (XDWU.DE) at 4.08%. This indicates that XDWS.DE's price experiences larger fluctuations and is considered to be riskier than XDWU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWS.DE	XDWU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.00%	4.08%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	10.01%	10.09%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	12.09%	-0.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.35%	14.12%	-2.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.19%	15.16%	-2.97%

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

Both XDWS.DE and XDWU.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XDWS.DE vs. XDWU.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDWS.DE and XDWU.DE in my portfolio?

XDWS.DE and XDWU.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDWS.DE or XDWU.DE?

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDWS.DE or XDWU.DE?

XDWS.DE and XDWU.DE have the same expense ratio: 0.25% per year.

What is the main difference between XDWS.DE and XDWU.DE?

XDWS.DE is categorized as Consumer Staples Equities, while XDWU.DE is Utilities Equities. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XDWU.DE tracks MSCI World/Utilities NR USD.