XQUI.DE vs. XDWD.DE
Compare and contrast key facts about Xtrackers Portfolio UCITS ETF 1C (XQUI.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE).
XQUI.DE and XDWD.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XQUI.DE is an actively managed fund by Xtrackers. It was launched on Nov 27, 2008. XDWD.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Jul 22, 2014.
Performance
XQUI.DE vs. XDWD.DE - Performance Comparison
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XQUI.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XQUI.DE Xtrackers Portfolio UCITS ETF 1C | 1.00% | 8.51% | 11.29% | 11.79% | -14.62% | 14.16% | 3.47% | 22.69% | -9.09% | 7.66% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | -1.28% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 7.84% |
Returns By Period
In the year-to-date period, XQUI.DE achieves a 1.00% return, which is significantly higher than XDWD.DE's -1.28% return. Over the past 10 years, XQUI.DE has underperformed XDWD.DE with an annualized return of 6.13%, while XDWD.DE has yielded a comparatively higher 11.91% annualized return.
XQUI.DE
- 1D
- 2.37%
- 1M
- -1.92%
- YTD
- 1.00%
- 6M
- 3.20%
- 1Y
- 10.39%
- 3Y*
- 9.69%
- 5Y*
- 4.33%
- 10Y*
- 6.13%
XDWD.DE
- 1D
- 2.06%
- 1M
- -3.15%
- YTD
- -1.28%
- 6M
- 2.14%
- 1Y
- 12.13%
- 3Y*
- 15.11%
- 5Y*
- 10.83%
- 10Y*
- 11.91%
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XQUI.DE vs. XDWD.DE - Expense Ratio Comparison
XQUI.DE has a 0.70% expense ratio, which is higher than XDWD.DE's 0.19% expense ratio.
Return for Risk
XQUI.DE vs. XDWD.DE — Risk / Return Rank
XQUI.DE
XDWD.DE
XQUI.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Portfolio UCITS ETF 1C (XQUI.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.
| XQUI.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.75 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.09 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.40 | +0.54 |
Martin ratioReturn relative to average drawdown | 7.45 | 6.20 | +1.26 |
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
| XQUI.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.75 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | 0.76 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.78 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.72 | -0.10 |
Correlation
The correlation between XQUI.DE and XDWD.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XQUI.DE vs. XDWD.DE - Dividend Comparison
Neither XQUI.DE nor XDWD.DE has paid dividends to shareholders.
Drawdowns
XQUI.DE vs. XDWD.DE - Drawdown Comparison
The maximum XQUI.DE drawdown since its inception was -27.36%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XQUI.DE and XDWD.DE.
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Drawdown Indicators
| XQUI.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.36% | -33.55% | +6.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -13.22% | +6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -17.16% | -21.64% | +4.48% |
Max Drawdown (10Y)Largest decline over 10 years | -27.36% | -33.55% | +6.19% |
Current DrawdownCurrent decline from peak | -2.43% | -4.04% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -4.59% | -4.61% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 1.99% | -0.46% |
Volatility
XQUI.DE vs. XDWD.DE - Volatility Comparison
Xtrackers Portfolio UCITS ETF 1C (XQUI.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) have volatilities of 4.35% and 4.42%, 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.
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Volatility by Period
| XQUI.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.42% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 8.40% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.07% | 16.05% | -4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.06% | 14.14% | -4.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.12% | 15.20% | -4.08% |