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XDWT.DE vs. XDND.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWT.DE vs. XDND.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDWT.DE achieves a 21.04% return, which is significantly higher than XDND.DE's 14.96% return. Over the past 10 years, XDWT.DE has outperformed XDND.DE with an annualized return of 23.08%, while XDND.DE has yielded a comparatively lower 9.19% annualized return.


XDWT.DE

1D
-0.86%
1M
-1.91%
6M
21.92%
YTD
21.04%
1Y
33.84%
3Y*
27.21%
5Y*
19.15%
10Y*
23.08%

XDND.DE

1D
-0.33%
1M
1.31%
6M
10.56%
YTD
14.96%
1Y
21.22%
3Y*
13.05%
5Y*
9.35%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWT.DE vs. XDND.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
21.04%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.75%21.05%
XDND.DE
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)
14.96%0.21%17.37%2.26%0.85%33.35%-8.47%25.76%-0.21%4.27%

Correlation

The correlation between XDWT.DE and XDND.DE is -0.03, 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

-0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2014

0.59

The correlation between XDWT.DE and XDND.DE shifts across timeframes, from -0.03 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDWT.DE vs. XDND.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDWT.DE
XDWT.DE Risk / Return Rank: 5151
Overall Rank
XDWT.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 4242
Martin Ratio Rank

XDND.DE
XDND.DE Risk / Return Rank: 8585
Overall Rank
XDND.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XDND.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDND.DE Omega Ratio Rank: 8181
Omega Ratio Rank
XDND.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XDND.DE Martin Ratio Rank: 8383
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.

XDWT.DE vs. XDND.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDWT.DEXDND.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.26

1.38

-0.13

Calmar ratioReturn relative to maximum drawdown

2.16

4.29

-2.13

Martin ratioReturn relative to average drawdown

5.41

13.12

-7.71

XDWT.DE vs. XDND.DE - Sharpe Ratio Comparison

The current XDWT.DE Sharpe Ratio is 1.54, which is lower than the XDND.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of XDWT.DE and XDND.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.


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Drawdowns

XDWT.DE vs. XDND.DE - Drawdown Comparison

The maximum XDWT.DE drawdown since its inception was -44.55%, which is greater than XDND.DE's maximum drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and XDND.DE.


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Drawdown Indicators


XDWT.DEXDND.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-32.18%

-12.37%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-4.92%

-10.67%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-18.13%

-11.33%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

-18.13%

-11.33%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

-32.18%

+0.58%

Current Drawdown

Current decline from peak

-5.87%

-1.63%

-4.24%

Average Drawdown

Average peak-to-trough decline

-8.70%

-6.83%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.24%

1.61%

+4.63%

Volatility

XDWT.DE vs. XDND.DE - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a higher volatility of 7.34% compared to Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) at 2.76%. This indicates that XDWT.DE's price experiences larger fluctuations and is considered to be riskier than XDND.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWT.DEXDND.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.34%

2.76%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

16.72%

7.04%

+9.68%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

9.57%

+12.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.84%

12.52%

+10.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.27%

16.08%

+6.19%

XDWT.DE vs. XDND.DE - Expense Ratio Comparison

XDWT.DE has a 0.25% expense ratio, which is lower than XDND.DE's 0.39% expense ratio.


Dividends

XDWT.DE vs. XDND.DE - Dividend Comparison

Neither XDWT.DE nor XDND.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWT.DE and XDND.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.39% for XDND.DE.

XDWT.DE is categorized as Technology Equities, while XDND.DE is Dividend. XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index, while XDND.DE tracks MSCI North America High Dividend Yield Index. Their fees differ too: 0.25% for XDWT.DE and 0.39% for XDND.DE.

Portfolio Optimizer

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