XDWT.L vs. DB

Last updated Jun 26, 2026

XDWT.L (Xtrackers MSCI World Information Technology UCITS ETF 1C) is Technology Equities fund tracking the MSCI World/Information Tech NR USD, while DB (Deutsche Bank Aktiengesellschaft) is a stock. Over the past 10 years, XDWT.L returned 24.42%/yr vs 12.79%/yr for DB. At a 0.39 correlation, their price movements are largely independent.

Performance

XDWT.L vs. DB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and Deutsche Bank Aktiengesellschaft (DB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDWT.L achieves a 16.67% return, which is significantly higher than DB's -7.59% return. Over the past 10 years, XDWT.L has outperformed DB with an annualized return of 24.42%, while DB has yielded a comparatively lower 12.79% annualized return.

XDWT.L

• 1D: -1.23%
• 1M: -2.50%
• YTD: 16.67%
• 6M: 16.30%
• 1Y: 36.46%
• 3Y*: 29.83%
• 5Y*: 18.79%
• 10Y*: 24.42%

DB

• 1D: 1.12%
• 1M: 6.40%
• YTD: -7.59%
• 6M: -9.83%
• 1Y: 21.70%
• 3Y*: 55.63%
• 5Y*: 24.44%
• 10Y*: 12.79%

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

XDWT.L vs. DB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	16.67%	22.42%	33.89%	54.83%	-31.38%	29.86%	44.46%	46.27%	-3.14%	37.72%
DB Deutsche Bank Aktiengesellschaft	-7.59%	132.42%	29.52%	21.34%	-5.86%	14.68%	40.10%	-2.89%	-56.72%	18.96%

Correlation

The correlation between XDWT.L and DB is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.29
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010	0.39

The correlation between XDWT.L and DB shifts across timeframes, from 0.28 (3 years) to 0.39 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XDWT.L vs. DB — Risk / Return Rank

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

XDWT.L

XDWT.L Risk / Return Rank: 51
XDWT.L Sharpe Ratio Rank: 58
XDWT.L Sortino Ratio Rank: 56
XDWT.L Omega Ratio Rank: 52
XDWT.L Calmar Ratio Rank: 50
XDWT.L Martin Ratio Rank: 42

DB

DB Risk / Return Rank: 61
DB Sharpe Ratio Rank: 66
DB Sortino Ratio Rank: 59
DB Omega Ratio Rank: 58
DB Calmar Ratio Rank: 60
DB Martin Ratio Rank: 60

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.L vs. DB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and Deutsche Bank Aktiengesellschaft (DB). 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.L	DB	Difference
Sharpe ratio: Return per unit of total volatility	1.69	0.66	+1.03
Sortino ratio: Return per unit of downside risk	2.33	1.11	+1.22
Omega ratio: Gain probability vs. loss probability	1.29	1.13	+0.15
Calmar ratio: Return relative to maximum drawdown	2.15	0.74	+1.42
Martin ratio: Return relative to average drawdown	6.14	1.70	+4.44

XDWT.L vs. DB - Sharpe Ratio Comparison

The current XDWT.L Sharpe Ratio is 1.69, which is higher than the DB Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of XDWT.L and DB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XDWT.L vs. DB - Drawdown Comparison

The maximum XDWT.L drawdown since its inception was -35.99%, smaller than the maximum DB drawdown of -94.73%. Use the drawdown chart below to compare losses from any high point for XDWT.L and DB.

Drawdown Indicators

	XDWT.L	DB	Difference
Max Drawdown Largest peak-to-trough decline	-35.99%	-94.73%	+58.74%
Max Drawdown (1Y) Largest decline over 1 year	-16.86%	-29.66%	+12.80%
Max Drawdown (3Y) Largest decline over 3 years	-26.10%	-29.66%	+3.56%
Max Drawdown (5Y) Largest decline over 5 years	-35.99%	-54.19%	+18.20%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	-71.97%	+35.98%
Current Drawdown Current decline from peak	-8.49%	-61.79%	+53.30%
Average Drawdown Average peak-to-trough decline	-5.61%	-53.68%	+48.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.92%	12.76%	-6.84%

Volatility

XDWT.L vs. DB - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) is 8.87%, while Deutsche Bank Aktiengesellschaft (DB) has a volatility of 10.33%. This indicates that XDWT.L experiences smaller price fluctuations and is considered to be less risky than DB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDWT.L	DB	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.87%	10.33%	-1.46%
Volatility (6M) Calculated over the trailing 6-month period	17.14%	26.04%	-8.90%
Volatility (1Y) Calculated over the trailing 1-year period	21.52%	33.20%	-11.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.76%	37.51%	-13.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.96%	39.78%	-17.82%

Dividends

XDWT.L vs. DB - Dividend Comparison

XDWT.L has not paid dividends to shareholders, while DB's dividend yield for the trailing twelve months is around 3.39%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DB Deutsche Bank Aktiengesellschaft	3.39%	1.99%	2.87%	2.40%	1.84%	0.00%	0.00%	1.58%	1.58%	1.00%	0.00%	3.11%
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDWT.L and DB in my portfolio?

XDWT.L and DB have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.