XGII.DE vs. XDWD.DE
XGII.DE (Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XGII.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XGII.DE returned 0.11%/yr vs 12.83%/yr for XDWD.DE. At a correlation of -0.02, they often move in opposite directions. XGII.DE charges 0.20%/yr vs 0.19%/yr for XDWD.DE.
Performance
XGII.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGII.DE achieves a 1.07% return, which is significantly lower than XDWD.DE's 10.91% return. Over the past 10 years, XGII.DE has underperformed XDWD.DE with an annualized return of 0.11%, while XDWD.DE has yielded a comparatively higher 12.83% annualized return.
XGII.DE
- 1D
- 0.04%
- 1M
- 0.28%
- YTD
- 1.07%
- 6M
- 0.72%
- 1Y
- 2.37%
- 3Y*
- 1.03%
- 5Y*
- -2.63%
- 10Y*
- 0.11%
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XGII.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGII.DE Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged | 1.07% | 2.36% | -2.05% | 1.74% | -19.09% | 4.43% | 8.19% | 4.79% | -2.39% | 1.11% |
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 XGII.DE and XDWD.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | -0.02 |
The correlation between XGII.DE and XDWD.DE shifts across timeframes, from -0.02 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XGII.DE vs. XDWD.DE — Risk / Return Rank
XGII.DE
XDWD.DE
XGII.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.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.
| XGII.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.63 | -2.73 |
| Martin ratioReturn relative to average drawdown | 2.25 | 14.44 | -12.19 |
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
| XGII.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 2.14 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.90 | -1.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | 0.84 | -0.83 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.78 | -0.66 |
Drawdowns
XGII.DE vs. XDWD.DE - Drawdown Comparison
The maximum XGII.DE drawdown since its inception was -24.58%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XGII.DE and XDWD.DE.
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Drawdown Indicators
| XGII.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.58% | -33.55% | +8.97% |
Max Drawdown (1Y)Largest decline over 1 year | -2.62% | -6.54% | +3.92% |
Max Drawdown (3Y)Largest decline over 3 years | -5.83% | -21.64% | +15.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -21.64% | -2.94% |
Max Drawdown (10Y)Largest decline over 10 years | -24.58% | -33.55% | +8.97% |
Current DrawdownCurrent decline from peak | -18.13% | -0.33% | -17.80% |
Average DrawdownAverage peak-to-trough decline | -7.88% | -4.55% | -3.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 1.65% | -0.60% |
Volatility
XGII.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.DE) is 1.21%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.60%. This indicates that XGII.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
| XGII.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 2.60% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.77% | 7.77% | -5.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.05% | 11.12% | -7.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.64% | 14.13% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.12% | 15.16% | -8.04% |
XGII.DE vs. XDWD.DE - Expense Ratio Comparison
XGII.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
XGII.DE vs. XDWD.DE - Dividend Comparison
XGII.DE's dividend yield for the trailing twelve months is around 1.00%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World 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% |
XGII.DE Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged | 1.00% | 0.94% | 1.02% | 0.68% | 0.97% | 0.45% | 1.44% | 0.91% | 0.63% | 0.00% | 3.87% | 0.86% |
Frequently Asked Questions
XGII.DE and XDWD.DE have a correlation of 0.10, 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 XGII.DE.
XGII.DE is categorized as Inflation-Protected Bonds, while XDWD.DE is Global Equities. XGII.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while XDWD.DE tracks MSCI World. Their fees differ too: 0.20% for XGII.DE and 0.19% for XDWD.DE.
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