XMAW.DE vs. DTE.DE
Compare and contrast key facts about Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Deutsche Telekom AG (DTE.DE).
XMAW.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 10, 2014.
Performance
XMAW.DE vs. DTE.DE - Performance Comparison
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XMAW.DE vs. DTE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | -1.78% | 8.98% | 25.39% | 19.46% | -15.01% | 28.71% | 5.50% | 30.15% | -6.20% | 9.14% |
DTE.DE Deutsche Telekom AG | 15.11% | -1.45% | 37.51% | 20.35% | 18.67% | 12.92% | 12.45% | 2.95% | 5.00% | -6.37% |
Returns By Period
In the year-to-date period, XMAW.DE achieves a -1.78% return, which is significantly lower than DTE.DE's 15.11% return. Over the past 10 years, XMAW.DE has underperformed DTE.DE with an annualized return of 11.18%, while DTE.DE has yielded a comparatively higher 12.21% annualized return.
XMAW.DE
- 1D
- -0.16%
- 1M
- -2.15%
- YTD
- -1.78%
- 6M
- 1.41%
- 1Y
- 13.29%
- 3Y*
- 14.82%
- 5Y*
- 9.69%
- 10Y*
- 11.18%
DTE.DE
- 1D
- 0.00%
- 1M
- -2.39%
- YTD
- 15.11%
- 6M
- 9.34%
- 1Y
- -3.64%
- 3Y*
- 16.11%
- 5Y*
- 16.88%
- 10Y*
- 12.21%
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Return for Risk
XMAW.DE vs. DTE.DE — Risk / Return Rank
XMAW.DE
DTE.DE
XMAW.DE vs. DTE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Deutsche Telekom AG (DTE.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.
| XMAW.DE | DTE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | -0.15 | +0.95 |
Sortino ratioReturn per unit of downside risk | 1.16 | -0.05 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.17 | 0.99 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | -0.15 | +2.76 |
Martin ratioReturn relative to average drawdown | 10.22 | -0.27 | +10.49 |
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
| XMAW.DE | DTE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | -0.15 | +0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.86 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.63 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.21 | +0.49 |
Correlation
The correlation between XMAW.DE and DTE.DE is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XMAW.DE vs. DTE.DE - Dividend Comparison
XMAW.DE has not paid dividends to shareholders, while DTE.DE's dividend yield for the trailing twelve months is around 5.97%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMAW.DE Xtrackers MSCI AC World ESG Screened 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% |
DTE.DE Deutsche Telekom AG | 5.97% | 3.25% | 2.67% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% |
Drawdowns
XMAW.DE vs. DTE.DE - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, smaller than the maximum DTE.DE drawdown of -91.32%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and DTE.DE.
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Drawdown Indicators
| XMAW.DE | DTE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -91.32% | +57.83% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -23.32% | +14.26% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | -24.46% | +2.36% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | -34.85% | +1.36% |
Current DrawdownCurrent decline from peak | -4.71% | -8.58% | +3.87% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -62.41% | +57.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 13.04% | -11.18% |
Volatility
XMAW.DE vs. DTE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) is 4.69%, while Deutsche Telekom AG (DTE.DE) has a volatility of 6.00%. This indicates that XMAW.DE experiences smaller price fluctuations and is considered to be less risky than DTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMAW.DE | DTE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 6.00% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.09% | 16.65% | -7.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 24.17% | -7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.24% | 19.48% | -5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.25% | 19.35% | -4.10% |