PortfoliosLab logoPortfoliosLab logo
XMAW.DE vs. XZW0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMAW.DE vs. XZW0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XMAW.DE achieves a 12.49% return, which is significantly higher than XZW0.DE's 7.60% 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%

XZW0.DE

1D
0.53%
1M
3.19%
YTD
7.60%
6M
8.16%
1Y
20.03%
3Y*
16.56%
5Y*
12.44%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMAW.DE vs. XZW0.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-7.75%
XZW0.DE
Xtrackers MSCI World ESG UCITS ETF 1C
7.60%6.65%27.16%22.75%-16.66%37.46%5.71%33.05%-6.04%

Correlation

The correlation between XMAW.DE and XZW0.DE is 0.95, 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

0.95

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since May 14, 2018

0.97

The correlation between XMAW.DE and XZW0.DE has been stable across timeframes, ranging from 0.95 to 0.97 - 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. XZW0.DE — Risk / Return Rank

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

XMAW.DE
XMAW.DE Risk / Return Rank: 7272
Overall Rank
XMAW.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XMAW.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XMAW.DE Omega Ratio Rank: 7070
Omega Ratio Rank
XMAW.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XMAW.DE Martin Ratio Rank: 7878
Martin Ratio Rank

XZW0.DE
XZW0.DE Risk / Return Rank: 4646
Overall Rank
XZW0.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XZW0.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XZW0.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XZW0.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XZW0.DE Martin Ratio Rank: 4545
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.

XMAW.DE vs. XZW0.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 ESG UCITS ETF 1C (XZW0.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.DEXZW0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.41

1.30

+0.12

Calmar ratioReturn relative to maximum drawdown

3.68

1.95

+1.73

Martin ratioReturn relative to average drawdown

14.79

7.27

+7.51

XMAW.DE vs. XZW0.DE - Sharpe Ratio Comparison

The current XMAW.DE Sharpe Ratio is 2.22, which is higher than the XZW0.DE Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of XMAW.DE and XZW0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XMAW.DEXZW0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

1.63

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.83

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.80

-0.03

Drawdowns

XMAW.DE vs. XZW0.DE - Drawdown Comparison

The maximum XMAW.DE drawdown since its inception was -33.49%, roughly equal to the maximum XZW0.DE drawdown of -33.22%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and XZW0.DE.


Loading charts...

Drawdown Indicators


XMAW.DEXZW0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-33.22%

-0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-10.30%

+3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-22.10%

-22.36%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.10%

-22.36%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

Current Drawdown

Current decline from peak

-0.67%

-0.58%

-0.09%

Average Drawdown

Average peak-to-trough decline

-4.90%

-5.11%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.76%

-0.94%

Volatility

XMAW.DE vs. XZW0.DE - Volatility Comparison

Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) have volatilities of 3.16% and 3.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XMAW.DEXZW0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

3.11%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.87%

-0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.11%

12.32%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

14.88%

-0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.23%

16.38%

-1.15%

XMAW.DE vs. XZW0.DE - Expense Ratio Comparison

XMAW.DE has a 0.25% expense ratio, which is higher than XZW0.DE's 0.20% 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%.


Dividends

XMAW.DE vs. XZW0.DE - Dividend Comparison

Neither XMAW.DE nor XZW0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, XMAW.DE and XZW0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XZW0.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZW0.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XMAW.DE.

XMAW.DE tracks MSCI ACWI NR USD, while XZW0.DE tracks MSCI World Low Carbon SRI Leaders. Their fees differ too: 0.25% for XMAW.DE and 0.20% for XZW0.DE.

Portfolio Optimizer

Find the right allocation for XMAW.DE and XZW0.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