XG12.DE vs. XWEB.DE
XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) and XWEB.DE (Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C) are both Global Equities funds from Xtrackers - XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select while XWEB.DE tracks the MSCI World Minimum Volatility Low Carbon SRI Screened Select. Both are passively managed. Over the past year, XG12.DE returned 54.12% vs 3.21% for XWEB.DE. At a 0.41 correlation, their price movements are largely independent. XG12.DE charges 0.35%/yr vs 0.25%/yr for XWEB.DE.
Performance
XG12.DE vs. XWEB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XG12.DE achieves a 39.92% return, which is significantly higher than XWEB.DE's 1.64% return.
XG12.DE
- 1D
- -0.39%
- 1M
- 10.62%
- YTD
- 39.92%
- 6M
- 38.31%
- 1Y
- 54.12%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
XWEB.DE
- 1D
- 0.38%
- 1M
- 1.45%
- YTD
- 1.64%
- 6M
- 1.85%
- 1Y
- 3.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XG12.DE vs. XWEB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -1.96% |
XWEB.DE Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 1.64% | 1.61% | 16.94% | 4.70% |
Correlation
The correlation between XG12.DE and XWEB.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.41 |
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Return for Risk
XG12.DE vs. XWEB.DE — Risk / Return Rank
XG12.DE
XWEB.DE
XG12.DE vs. XWEB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) and Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.
| XG12.DE | XWEB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.92 | ||
| Sortino ratioReturn per unit of downside risk | +3.95 | ||
| Omega ratioGain probability vs. loss probability | 1.59 | 1.07 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 7.95 | 0.63 | +7.32 |
| Martin ratioReturn relative to average drawdown | 25.46 | 1.53 | +23.93 |
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
| XG12.DE | XWEB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.33 | 0.41 | +2.92 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.89 | -0.49 |
Drawdowns
XG12.DE vs. XWEB.DE - Drawdown Comparison
The maximum XG12.DE drawdown since its inception was -32.01%, which is greater than XWEB.DE's maximum drawdown of -14.46%. Use the drawdown chart below to compare losses from any high point for XG12.DE and XWEB.DE.
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Drawdown Indicators
| XG12.DE | XWEB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -14.46% | -17.55% |
Max Drawdown (1Y)Largest decline over 1 year | -6.77% | -5.03% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | — | — |
Current DrawdownCurrent decline from peak | -1.67% | -3.10% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -14.28% | -3.02% | -11.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.10% | +0.02% |
Volatility
XG12.DE vs. XWEB.DE - Volatility Comparison
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a higher volatility of 6.86% compared to Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) at 2.21%. This indicates that XG12.DE's price experiences larger fluctuations and is considered to be riskier than XWEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XG12.DE | XWEB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.86% | 2.21% | +4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 12.62% | 5.37% | +7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 7.78% | +8.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.44% | 9.49% | +7.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 9.49% | +7.95% |
XG12.DE vs. XWEB.DE - Expense Ratio Comparison
XG12.DE has a 0.35% expense ratio, which is higher than XWEB.DE's 0.25% expense ratio.
Dividends
XG12.DE vs. XWEB.DE - Dividend Comparison
Neither XG12.DE nor XWEB.DE has paid dividends to shareholders.
Frequently Asked Questions
XG12.DE and XWEB.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWEB.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for XG12.DE.
XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select. Their fees differ too: 0.35% for XG12.DE and 0.25% for XWEB.DE.
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