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XIEE.DE vs. EWT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIEE.DE vs. EWT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XIEE.DE is traded in EUR, while EWT is traded in USD. To make them comparable, the EWT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XIEE.DE achieves a 9.31% return, which is significantly lower than EWT's 64.02% return. Over the past 10 years, XIEE.DE has underperformed EWT with an annualized return of 10.02%, while EWT has yielded a comparatively higher 19.18% annualized return.


XIEE.DE

1D
1.84%
1M
4.98%
YTD
9.31%
6M
11.06%
1Y
18.17%
3Y*
14.01%
5Y*
10.04%
10Y*
10.02%

EWT

1D
0.25%
1M
9.55%
YTD
64.02%
6M
69.93%
1Y
89.50%
3Y*
31.88%
5Y*
18.56%
10Y*
19.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIEE.DE vs. EWT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
9.31%20.33%8.08%15.72%-9.15%24.96%-3.13%27.82%-10.98%10.20%
EWT
iShares MSCI Taiwan ETF
64.02%13.14%23.78%20.25%-24.49%35.62%20.66%36.37%-5.67%11.23%

Correlation

The correlation between XIEE.DE and EWT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.40

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Return for Risk

XIEE.DE vs. EWT — Risk / Return Rank

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

XIEE.DE
XIEE.DE Risk / Return Rank: 4343
Overall Rank
XIEE.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4848
Martin Ratio Rank

EWT
EWT Risk / Return Rank: 9494
Overall Rank
EWT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9292
Sortino Ratio Rank
EWT Omega Ratio Rank: 9292
Omega Ratio Rank
EWT Calmar Ratio Rank: 9696
Calmar Ratio Rank
EWT Martin Ratio Rank: 9595
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.

XIEE.DE vs. EWT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) and iShares MSCI Taiwan ETF (EWT). 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.


XIEE.DEEWTDifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.25

1.59

-0.34

Calmar ratioReturn relative to maximum drawdown

1.80

10.85

-9.05

Martin ratioReturn relative to average drawdown

7.32

28.55

-21.23

XIEE.DE vs. EWT - Sharpe Ratio Comparison

The current XIEE.DE Sharpe Ratio is 1.32, which is lower than the EWT Sharpe Ratio of 3.53. The chart below compares the historical Sharpe Ratios of XIEE.DE and EWT, 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

XIEE.DE vs. EWT - Drawdown Comparison

The maximum XIEE.DE drawdown since its inception was -35.52%, smaller than the maximum EWT drawdown of -57.02%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and EWT.


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Drawdown Indicators


XIEE.DEEWTDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-57.02%

+21.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-8.29%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.52%

-27.84%

+11.32%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-31.06%

+11.76%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

-31.06%

-4.46%

Current Drawdown

Current decline from peak

0.00%

-3.76%

+3.76%

Average Drawdown

Average peak-to-trough decline

-7.24%

-11.37%

+4.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.15%

-0.67%

Volatility

XIEE.DE vs. EWT - Volatility Comparison

The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 4.10%, while iShares MSCI Taiwan ETF (EWT) has a volatility of 12.70%. This indicates that XIEE.DE experiences smaller price fluctuations and is considered to be less risky than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIEE.DEEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

12.70%

-8.60%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

21.13%

-9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

25.46%

-11.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

21.63%

-7.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

21.07%

-3.47%

XIEE.DE vs. EWT - Expense Ratio Comparison

XIEE.DE has a 0.12% expense ratio, which is lower than EWT's 0.59% expense ratio.


Dividends

XIEE.DE vs. EWT - Dividend Comparison

XIEE.DE's dividend yield for the trailing twelve months is around 2.39%, less than EWT's 2.74% yield.


PositionTTM20252024202320222021202020192018201720162015
EWT
iShares MSCI Taiwan ETF
2.74%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.39%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%0.00%

Frequently Asked Questions


XIEE.DE and EWT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.59% for EWT.

XIEE.DE is categorized as Europe Equities, while EWT is Asia Pacific Equities. XIEE.DE tracks MSCI Europe, while EWT tracks MSCI Taiwan Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XIEE.DE and 0.59% for EWT.

Portfolio Optimizer

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