XM1D.DE vs. XDWD.DE
XM1D.DE (Xtrackers MSCI Japan UCITS ETF) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XM1D.DE is a Japan Equities fund tracking the MSCI Japan, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 3 years, XM1D.DE returned 15.70%/yr vs 17.56%/yr for XDWD.DE. A 0.63 correlation means they provide meaningful diversification when combined. XM1D.DE charges 0.12%/yr vs 0.19%/yr for XDWD.DE.
Performance
XM1D.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XM1D.DE achieves a 17.34% return, which is significantly higher than XDWD.DE's 10.91% return.
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 10Y*
- —
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%
XM1D.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 16.08% |
Correlation
The correlation between XM1D.DE and XDWD.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.63 |
The correlation between XM1D.DE and XDWD.DE has been stable across timeframes, ranging from 0.63 to 0.63 - a consistent structural relationship.
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Return for Risk
XM1D.DE vs. XDWD.DE — Risk / Return Rank
XM1D.DE
XDWD.DE
XM1D.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.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.
| XM1D.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.40 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 3.63 | -0.58 |
| Martin ratioReturn relative to average drawdown | 9.87 | 14.44 | -4.57 |
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
| XM1D.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 2.14 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.78 | +0.23 |
Drawdowns
XM1D.DE vs. XDWD.DE - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -16.92%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and XDWD.DE.
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Drawdown Indicators
| XM1D.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -33.55% | +16.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -6.54% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -21.64% | +4.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -0.34% | -0.33% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -4.55% | +1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 1.65% | +1.49% |
Volatility
XM1D.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI Japan UCITS ETF (XM1D.DE) has a higher volatility of 3.78% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XM1D.DE's price experiences larger fluctuations and is considered to be riskier 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
| XM1D.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 2.60% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 7.77% | +7.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 11.12% | +7.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.68% | 14.13% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 15.16% | +2.52% |
XM1D.DE vs. XDWD.DE - Expense Ratio Comparison
XM1D.DE has a 0.12% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XM1D.DE vs. XDWD.DE - Dividend Comparison
XM1D.DE's dividend yield for the trailing twelve months is around 1.47%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.47% | 1.71% | 2.68% | 1.64% |
Frequently Asked Questions
XM1D.DE and XDWD.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XM1D.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XM1D.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for XDWD.DE.
XM1D.DE is categorized as Japan Equities, while XDWD.DE is Global Equities. XM1D.DE tracks MSCI Japan, while XDWD.DE tracks MSCI World. Their fees differ too: 0.12% for XM1D.DE and 0.19% for XDWD.DE.
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