XG7S.DE vs. XDWD.DE
XG7S.DE (Xtrackers Global Government Bond UCITS ETF 5C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XG7S.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XG7S.DE returned -0.93%/yr vs 12.83%/yr for XDWD.DE. At a 0.09 correlation, their price movements are largely independent. XG7S.DE charges 0.20%/yr vs 0.19%/yr for XDWD.DE.
Performance
XG7S.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XG7S.DE achieves a 0.23% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, XG7S.DE has underperformed XDWD.DE with an annualized return of -0.93%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
XG7S.DE
- 1D
- 0.13%
- 1M
- 0.28%
- YTD
- 0.23%
- 6M
- -0.30%
- 1Y
- -0.99%
- 3Y*
- -0.74%
- 5Y*
- -2.42%
- 10Y*
- -0.93%
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XG7S.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 0.23% | -4.70% | 2.17% | 1.03% | -13.47% | 0.52% | 0.56% | 7.95% | 3.41% | -5.58% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Correlation
The correlation between XG7S.DE and XDWD.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.09 |
The correlation between XG7S.DE and XDWD.DE shifts across timeframes, from 0.05 (10 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XG7S.DE vs. XDWD.DE — Risk / Return Rank
XG7S.DE
XDWD.DE
XG7S.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XG7S.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.47 | ||
| Sortino ratioReturn per unit of downside risk | -3.40 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.40 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.63 | -4.10 |
| Martin ratioReturn relative to average drawdown | -0.91 | 14.44 | -15.35 |
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
| XG7S.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 2.14 | -2.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.90 | -1.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.84 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.78 | -0.62 |
Drawdowns
XG7S.DE vs. XDWD.DE - Drawdown Comparison
The maximum XG7S.DE drawdown since its inception was -21.08%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XG7S.DE and XDWD.DE.
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Drawdown Indicators
| XG7S.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.08% | -33.55% | +12.47% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -6.54% | +3.73% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -21.64% | +13.90% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -21.64% | +3.44% |
Max Drawdown (10Y)Largest decline over 10 years | -21.08% | -33.55% | +12.47% |
Current DrawdownCurrent decline from peak | -19.11% | -0.33% | -18.78% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -4.55% | -4.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.65% | -0.20% |
Volatility
XG7S.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) is 1.23%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.60%. This indicates that XG7S.DE experiences smaller price fluctuations and is considered to be less risky than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XG7S.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 2.60% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 7.77% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.98% | 11.12% | -7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 14.13% | -7.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.85% | 15.16% | -9.31% |
XG7S.DE vs. XDWD.DE - Expense Ratio Comparison
XG7S.DE has a 0.20% expense ratio, which is higher than XDWD.DE's 0.19% 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
XG7S.DE vs. XDWD.DE - Dividend Comparison
Neither XG7S.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XG7S.DE and XDWD.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XG7S.DE.
XG7S.DE is categorized as Global Bonds, while XDWD.DE is Global Equities. XG7S.DE tracks Bloomberg Global Aggregate TR USD, while XDWD.DE tracks MSCI World. Their fees differ too: 0.20% for XG7S.DE and 0.19% for XDWD.DE.
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