XGBE.DE vs. XDWD.DE
XGBE.DE (Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XGBE.DE is a Corporate Bonds fund tracking the Bloomberg MSCI EUR Corporate and Agency Green Bond Index, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, XGBE.DE returned -0.79%/yr vs 12.27%/yr for XDWD.DE. At a 0.21 correlation, their price movements are largely independent. XGBE.DE charges 0.25%/yr vs 0.19%/yr for XDWD.DE.
Performance
XGBE.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGBE.DE achieves a 1.11% return, which is significantly lower than XDWD.DE's 12.57% return.
XGBE.DE
- 1D
- -0.04%
- 1M
- 0.68%
- 6M
- 1.41%
- YTD
- 1.11%
- 1Y
- 1.81%
- 3Y*
- 4.36%
- 5Y*
- -0.79%
- 10Y*
- —
XDWD.DE
- 1D
- 0.32%
- 1M
- 1.49%
- 6M
- 12.36%
- YTD
- 12.57%
- 1Y
- 24.32%
- 3Y*
- 17.54%
- 5Y*
- 12.27%
- 10Y*
- 13.00%
XGBE.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XGBE.DE Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) | 1.11% | 2.73% | 3.40% | 7.52% | -16.38% | -0.21% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 12.57% | 7.85% | 25.98% | 20.19% | -13.68% | 14.95% |
Correlation
The correlation between XGBE.DE and XDWD.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 (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2021 | 0.21 |
The correlation between XGBE.DE and XDWD.DE shifts across timeframes, from 0.21 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XGBE.DE vs. XDWD.DE — Risk / Return Rank
XGBE.DE
XDWD.DE
XGBE.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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.
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.
| XGBE.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.69 | 3.82 | -3.13 |
| Martin ratioReturn relative to average drawdown | 2.16 | 15.31 | -13.16 |
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Drawdowns
XGBE.DE vs. XDWD.DE - Drawdown Comparison
The maximum XGBE.DE drawdown since its inception was -20.20%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XGBE.DE and XDWD.DE.
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Drawdown Indicators
| XGBE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.20% | -33.55% | +13.35% |
Max Drawdown (1Y)Largest decline over 1 year | -2.62% | -6.34% | +3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -2.62% | -21.64% | +19.02% |
Max Drawdown (5Y)Largest decline over 5 years | -20.20% | -21.64% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -5.48% | -0.11% | -5.37% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -4.52% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 1.58% | -0.74% |
Volatility
XGBE.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) is 0.62%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 3.15%. This indicates that XGBE.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
| XGBE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.62% | 3.15% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.74% | 7.97% | -5.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.22% | 11.30% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.04% | 14.15% | -9.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.03% | 15.09% | -10.06% |
XGBE.DE vs. XDWD.DE - Expense Ratio Comparison
XGBE.DE has a 0.25% 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
XGBE.DE vs. XDWD.DE - Dividend Comparison
Neither XGBE.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XGBE.DE and XDWD.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, 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 0.25% for XGBE.DE.
XGBE.DE is categorized as Corporate Bonds, while XDWD.DE is Global Equities. XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index, while XDWD.DE tracks MSCI World. Their fees differ too: 0.25% for XGBE.DE and 0.19% for XDWD.DE.
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