XMAW.DE vs. XDWT.DE
XMAW.DE (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XMAW.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, XMAW.DE returned 12.33%/yr vs 24.00%/yr for XDWT.DE. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
XMAW.DE vs. XDWT.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XMAW.DE achieves a 12.49% return, which is significantly lower than XDWT.DE's 25.23% return. Over the past 10 years, XMAW.DE has underperformed XDWT.DE with an annualized return of 12.33%, while XDWT.DE has yielded a comparatively higher 24.00% annualized return.
XMAW.DE
- 1D
- -0.19%
- 1M
- 3.99%
- YTD
- 12.49%
- 6M
- 12.66%
- 1Y
- 26.81%
- 3Y*
- 18.18%
- 5Y*
- 12.21%
- 10Y*
- 12.33%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
XMAW.DE vs. XDWT.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 | 12.49% | 8.98% | 25.39% | 19.46% | -15.01% | 28.71% | 5.50% | 30.15% | -6.20% | 9.14% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between XMAW.DE and XDWT.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.86 |
The correlation between XMAW.DE and XDWT.DE has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XMAW.DE vs. XDWT.DE — Risk / Return Rank
XMAW.DE
XDWT.DE
XMAW.DE vs. XDWT.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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.38 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 3.12 | +0.56 |
| Martin ratioReturn relative to average drawdown | 14.79 | 8.24 | +6.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XMAW.DE | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 2.38 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.99 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 1.11 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 1.09 | -0.32 |
Drawdowns
XMAW.DE vs. XDWT.DE - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and XDWT.DE.
Loading charts...
Drawdown Indicators
| XMAW.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.49% | -31.61% | -1.88% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -15.59% | +8.29% |
Max Drawdown (3Y)Largest decline over 3 years | -22.10% | -29.46% | +7.36% |
Max Drawdown (5Y)Largest decline over 5 years | -22.10% | -29.46% | +7.36% |
Max Drawdown (10Y)Largest decline over 10 years | -33.49% | -31.61% | -1.88% |
Current DrawdownCurrent decline from peak | -0.67% | -2.61% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -5.82% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 5.91% | -4.09% |
Volatility
XMAW.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) is 3.16%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XMAW.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XMAW.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | 7.11% | -3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 8.70% | 14.96% | -6.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 20.39% | -8.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.30% | 22.55% | -8.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.23% | 21.46% | -6.23% |
XMAW.DE vs. XDWT.DE - Expense Ratio Comparison
Both XMAW.DE and XDWT.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XMAW.DE vs. XDWT.DE - Dividend Comparison
Neither XMAW.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XMAW.DE and XDWT.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XMAW.DE and XDWT.DE have the same expense ratio: 0.25% per year.
XMAW.DE is categorized as Global Equities, while XDWT.DE is Technology Equities. XMAW.DE tracks MSCI ACWI NR USD, while XDWT.DE tracks MSCI World/Information Tech NR USD.
Find the right allocation for XMAW.DE and XDWT.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer