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XEC1.DE vs. SWDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEC1.DE vs. SWDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XEC1.DE is traded in EUR, while SWDA.L is traded in GBp. To make them comparable, the SWDA.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XEC1.DE achieves a 0.42% return, which is significantly lower than SWDA.L's 12.30% return.


XEC1.DE

1D
0.00%
1M
-0.36%
6M
-0.00%
YTD
0.42%
1Y
1.28%
3Y*
4.27%
5Y*
10Y*
ALL TIME*
3.63%

SWDA.L

1D
0.34%
1M
0.36%
6M
10.84%
YTD
12.30%
1Y
22.59%
3Y*
17.29%
5Y*
12.10%
10Y*
12.39%
ALL TIME*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEC1.DE vs. SWDA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XEC1.DE
Xtrackers II EUR Corporate Bond UCITS ETF
0.42%3.01%4.27%7.53%-13.41%17.99%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
12.30%6.76%26.95%20.08%-13.06%9.44%

Correlation

The correlation between XEC1.DE and SWDA.L 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

0.30

Correlation (All Time)
Calculated using the full available price history since Oct 14, 2021

0.26

The correlation between XEC1.DE and SWDA.L shifts across timeframes, from 0.26 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XEC1.DE vs. SWDA.L — Risk / Return Rank

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

XEC1.DE
XEC1.DE Risk / Return Rank: 1818
Overall Rank
XEC1.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XEC1.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
XEC1.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XEC1.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XEC1.DE Martin Ratio Rank: 2121
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 8181
Overall Rank
SWDA.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8080
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
SWDA.L 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.

XEC1.DE vs. SWDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L). 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.


XEC1.DESWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-1.65

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.08

1.38

-0.31

Calmar ratioReturn relative to maximum drawdown

0.48

3.44

-2.96

Martin ratioReturn relative to average drawdown

1.60

13.93

-12.34

XEC1.DE vs. SWDA.L - Sharpe Ratio Comparison

The current XEC1.DE Sharpe Ratio is 0.40, which is lower than the SWDA.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of XEC1.DE and SWDA.L, 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

XEC1.DE vs. SWDA.L - Drawdown Comparison

The maximum XEC1.DE drawdown since its inception was -16.37%, smaller than the maximum SWDA.L drawdown of -41.36%. Use the drawdown chart below to compare losses from any high point for XEC1.DE and SWDA.L.


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Drawdown Indicators


XEC1.DESWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.37%

-41.36%

+24.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-6.53%

+3.87%

Max Drawdown (3Y)

Largest decline over 3 years

-2.66%

-20.55%

+17.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

Current Drawdown

Current decline from peak

-0.94%

-0.94%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.48%

-8.72%

+2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

1.62%

-0.82%

Volatility

XEC1.DE vs. SWDA.L - Volatility Comparison

The current volatility for Xtrackers II EUR Corporate Bond UCITS ETF (XEC1.DE) is 0.77%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 2.75%. This indicates that XEC1.DE experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEC1.DESWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

2.75%

-1.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.80%

7.85%

-5.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

10.96%

-7.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.63%

14.05%

-4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.63%

15.19%

-5.56%

XEC1.DE vs. SWDA.L - Expense Ratio Comparison

XEC1.DE has a 0.12% expense ratio, which is lower than SWDA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XEC1.DE vs. SWDA.L - Dividend Comparison

XEC1.DE's dividend yield for the trailing twelve months is around 2.71%, while SWDA.L has not paid dividends to shareholders.


PositionTTM2025202420232022
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%
XEC1.DE
Xtrackers II EUR Corporate Bond UCITS ETF
2.71%2.50%2.68%1.77%1.08%

Frequently Asked Questions


XEC1.DE and SWDA.L 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.

On fees, XEC1.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEC1.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for SWDA.L.

XEC1.DE is categorized as European Corporate Bonds, while SWDA.L is Global Equities. XEC1.DE tracks Bloomberg Euro Corporate Bond, while SWDA.L tracks MSCI World Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XEC1.DE and 0.20% for SWDA.L.

Portfolio Optimizer

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