XMVE.DE vs. XDWD.DE
XMVE.DE (Xtrackers MSCI EMU ESG Screened UCITS ETF) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XMVE.DE is a Europe Equities fund tracking the MSCI EMU Select ESG Screened, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, XMVE.DE returned 9.87%/yr vs 12.07%/yr for XDWD.DE. A 0.72 correlation means they provide meaningful diversification when combined. XMVE.DE charges 0.12%/yr vs 0.19%/yr for XDWD.DE.
Performance
XMVE.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMVE.DE achieves a 10.01% return, which is significantly lower than XDWD.DE's 11.79% return.
XMVE.DE
- 1D
- -0.87%
- 1M
- -2.04%
- 6M
- 6.70%
- YTD
- 10.01%
- 1Y
- 18.74%
- 3Y*
- 14.73%
- 5Y*
- 9.87%
- 10Y*
- —
XDWD.DE
- 1D
- -1.11%
- 1M
- 0.52%
- 6M
- 8.89%
- YTD
- 11.79%
- 1Y
- 21.87%
- 3Y*
- 17.57%
- 5Y*
- 12.07%
- 10Y*
- 12.45%
XMVE.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 10.01% | 21.50% | 8.85% | 19.87% | -12.89% | 16.87% | -3.71% | 17.86% | -6.36% | 13.58% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 11.79% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.84% |
Correlation
The correlation between XMVE.DE and XDWD.DE is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2016 | 0.72 |
The correlation between XMVE.DE and XDWD.DE has been stable across timeframes, ranging from 0.69 to 0.74 - a consistent structural relationship.
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Return for Risk
XMVE.DE vs. XDWD.DE — Risk / Return Rank
XMVE.DE
XDWD.DE
XMVE.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XMVE.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.36 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.44 | -1.59 |
| Martin ratioReturn relative to average drawdown | 6.79 | 13.76 | -6.97 |
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Drawdowns
XMVE.DE vs. XDWD.DE - Drawdown Comparison
The maximum XMVE.DE drawdown since its inception was -33.33%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XMVE.DE and XDWD.DE.
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Drawdown Indicators
| XMVE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -33.55% | +0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -6.34% | -3.77% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -21.64% | +6.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | -21.64% | -3.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -2.68% | -1.18% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -4.50% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.59% | +1.16% |
Volatility
XMVE.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) has a higher volatility of 3.86% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.71%. This indicates that XMVE.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
| XMVE.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 2.71% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 7.98% | +4.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 11.25% | +3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 14.14% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 15.08% | +0.38% |
XMVE.DE vs. XDWD.DE - Expense Ratio Comparison
XMVE.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
XMVE.DE vs. XDWD.DE - Dividend Comparison
XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, while XDWD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 2.45% | 2.62% | 2.92% | 2.64% | 4.73% | 1.87% | 6.84% | 0.00% | 0.68% |
Frequently Asked Questions
XMVE.DE and XDWD.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMVE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMVE.DE is cheaper with a 0.12% expense ratio, compared with 0.19% for XDWD.DE.
XMVE.DE is categorized as Europe Equities, while XDWD.DE is Global Equities. XMVE.DE tracks MSCI EMU Select ESG Screened, while XDWD.DE tracks MSCI World. Their fees differ too: 0.12% for XMVE.DE and 0.19% for XDWD.DE.
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