XDWS.DE vs. XSX6.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS 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 XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDWS.DE returned 5.34%/yr vs 9.14%/yr for XSX6.DE. A 0.51 correlation means they provide meaningful diversification when combined. XDWS.DE charges 0.25%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDWS.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XDWS.DE has underperformed XSX6.DE with an annualized return of 5.34%, while XSX6.DE has yielded a comparatively higher 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDWS.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XDWS.DE and XSX6.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
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 | 0.51 |
Over the past year, the correlation between XDWS.DE and XSX6.DE has dropped to 0.18 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
XDWS.DE vs. XSX6.DE — Risk / Return Rank
XDWS.DE
XSX6.DE
XDWS.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.24 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.73 | -1.83 |
| Martin ratioReturn relative to average drawdown | -0.20 | 6.55 | -6.75 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.26 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.66 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.58 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.15 |
Drawdowns
XDWS.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and XSX6.DE.
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Drawdown Indicators
| XDWS.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.95% | -36.05% | +13.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -9.46% | +0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -16.37% | +4.47% |
Max Drawdown (5Y)Largest decline over 5 years | -12.47% | -20.84% | +8.37% |
Max Drawdown (10Y)Largest decline over 10 years | -22.95% | -36.05% | +13.10% |
Current DrawdownCurrent decline from peak | -7.60% | -1.56% | -6.04% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -5.27% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 2.50% | +1.84% |
Volatility
XDWS.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 5.00% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XDWS.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 4.26% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 10.73% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 12.95% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.35% | 14.44% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.19% | 15.61% | -3.42% |
XDWS.DE vs. XSX6.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is higher than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison
Neither XDWS.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and XSX6.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWS.DE.
XDWS.DE is categorized as Consumer Staples Equities, while XSX6.DE is Europe Equities. XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for XDWS.DE and 0.20% for XSX6.DE.
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