XMAW.DE vs. SGBX.L
Compare and contrast key facts about Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and WisdomTree Physical Swiss Gold (SGBX.L).
XMAW.DE and SGBX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SGBX.L is a passively managed fund by WisdomTree that tracks the performance of the Gold. It was launched on Dec 16, 2009. Both XMAW.DE and SGBX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XMAW.DE vs. SGBX.L - Performance Comparison
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XMAW.DE vs. SGBX.L - 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 | -1.63% | 8.98% | 25.39% | 19.46% | -15.01% | 28.71% | 5.50% | 30.15% | -6.20% | 3.80% |
SGBX.L WisdomTree Physical Swiss Gold | 12.38% | 45.54% | 34.32% | 9.51% | 6.42% | 3.06% | 13.48% | 21.96% | 3.06% | -8.78% |
Different Trading Currencies
XMAW.DE is traded in EUR, while SGBX.L is traded in GBp. To make them comparable, the SGBX.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XMAW.DE achieves a -1.62% return, which is significantly lower than SGBX.L's 12.38% return.
XMAW.DE
- 1D
- 2.46%
- 1M
- -3.59%
- YTD
- -1.62%
- 6M
- 2.05%
- 1Y
- 13.39%
- 3Y*
- 14.94%
- 5Y*
- 9.73%
- 10Y*
- 11.22%
SGBX.L
- 1D
- 3.23%
- 1M
- -9.48%
- YTD
- 12.38%
- 6M
- 25.20%
- 1Y
- 42.15%
- 3Y*
- 31.17%
- 5Y*
- 22.77%
- 10Y*
- —
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XMAW.DE vs. SGBX.L - Expense Ratio Comparison
XMAW.DE has a 0.25% expense ratio, which is higher than SGBX.L's 0.15% 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%.
Return for Risk
XMAW.DE vs. SGBX.L — Risk / Return Rank
XMAW.DE
SGBX.L
XMAW.DE vs. SGBX.L - 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 WisdomTree Physical Swiss Gold (SGBX.L). 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 | SGBX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.72 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.16 | 2.21 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.43 | -0.94 |
Martin ratioReturn relative to average drawdown | 6.31 | 9.54 | -3.23 |
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 | SGBX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.72 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 1.41 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.97 | -0.27 |
Correlation
The correlation between XMAW.DE and SGBX.L is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
XMAW.DE vs. SGBX.L - Dividend Comparison
Neither XMAW.DE nor SGBX.L has paid dividends to shareholders.
Drawdowns
XMAW.DE vs. SGBX.L - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, which is greater than SGBX.L's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and SGBX.L.
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Drawdown Indicators
| XMAW.DE | SGBX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -22.29% | -11.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.45% | -18.07% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | -18.07% | -4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | — | — |
Current DrawdownCurrent decline from peak | -4.55% | -9.74% | +5.19% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -5.94% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 4.24% | -2.10% |
Volatility
XMAW.DE vs. SGBX.L - Volatility Comparison
The current volatility for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) is 4.91%, while WisdomTree Physical Swiss Gold (SGBX.L) has a volatility of 11.34%. This indicates that XMAW.DE experiences smaller price fluctuations and is considered to be less risky than SGBX.L 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 | SGBX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 11.34% | -6.43% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 21.28% | -12.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.60% | 24.38% | -7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.25% | 16.19% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.26% | 14.93% | +0.33% |