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XSMW.L vs. XDEQ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSMW.L vs. XDEQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Materials UCITS ETF 1C (XSMW.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSMW.L is traded in GBP, while XDEQ.L is traded in GBp. To make them comparable, the XDEQ.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSMW.L achieves a 15.77% return, which is significantly higher than XDEQ.L's 8.63% return.


XSMW.L

1D
-0.50%
1M
4.62%
YTD
15.77%
6M
19.28%
1Y
33.49%
3Y*
5Y*
10Y*

XDEQ.L

1D
0.92%
1M
4.55%
YTD
8.63%
6M
9.20%
1Y
22.27%
3Y*
15.29%
5Y*
11.55%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSMW.L vs. XDEQ.L - Yearly Performance Comparison


2026 (YTD)202520242023
XSMW.L
Xtrackers MSCI World Materials UCITS ETF 1C
15.77%17.51%-4.39%8.73%
XDEQ.L
Xtrackers MSCI World Quality Factor UCITS ETF 1C
8.63%7.52%18.91%8.04%

Correlation

The correlation between XSMW.L and XDEQ.L is 0.51, 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

0.51

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.56

The correlation between XSMW.L and XDEQ.L has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

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Return for Risk

XSMW.L vs. XDEQ.L — Risk / Return Rank

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

XSMW.L
XSMW.L Risk / Return Rank: 5555
Overall Rank
XSMW.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XSMW.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
XSMW.L Omega Ratio Rank: 5858
Omega Ratio Rank
XSMW.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
XSMW.L Martin Ratio Rank: 5353
Martin Ratio Rank

XDEQ.L
XDEQ.L Risk / Return Rank: 7070
Overall Rank
XDEQ.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
XDEQ.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
XDEQ.L Omega Ratio Rank: 7373
Omega Ratio Rank
XDEQ.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XDEQ.L Martin Ratio Rank: 7272
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.

XSMW.L vs. XDEQ.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Materials UCITS ETF 1C (XSMW.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.


XSMW.LXDEQ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratioReturn relative to maximum drawdown

2.28

3.21

-0.93

Martin ratioReturn relative to average drawdown

8.86

13.32

-4.47

XSMW.L vs. XDEQ.L - Sharpe Ratio Comparison

The current XSMW.L Sharpe Ratio is 1.98, which is comparable to the XDEQ.L Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of XSMW.L and XDEQ.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XSMW.LXDEQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

2.26

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.21

-0.33

Drawdowns

XSMW.L vs. XDEQ.L - Drawdown Comparison

The maximum XSMW.L drawdown since its inception was -18.45%, smaller than the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for XSMW.L and XDEQ.L.


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Drawdown Indicators


XSMW.LXDEQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.45%

-23.79%

+5.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-6.90%

-7.70%

Max Drawdown (3Y)

Largest decline over 3 years

-17.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.96%

Max Drawdown (10Y)

Largest decline over 10 years

-23.79%

Current Drawdown

Current decline from peak

-3.47%

0.00%

-3.47%

Average Drawdown

Average peak-to-trough decline

-4.32%

-3.78%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

1.67%

+2.10%

Volatility

XSMW.L vs. XDEQ.L - Volatility Comparison

Xtrackers MSCI World Materials UCITS ETF 1C (XSMW.L) has a higher volatility of 6.86% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 2.57%. This indicates that XSMW.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSMW.LXDEQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

2.57%

+4.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.56%

7.12%

+7.44%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

9.81%

+7.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.90%

13.37%

+1.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.90%

16.89%

-1.99%

XSMW.L vs. XDEQ.L - Expense Ratio Comparison

Both XSMW.L and XDEQ.L 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

XSMW.L vs. XDEQ.L - Dividend Comparison

Neither XSMW.L nor XDEQ.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XSMW.L and XDEQ.L have a correlation of 0.51, 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.

XSMW.L and XDEQ.L have the same expense ratio: 0.25% per year.

XSMW.L is categorized as Materials, while XDEQ.L is Global Equities. XSMW.L tracks MSCI World Materials Index, while XDEQ.L tracks MSCI ACWI NR USD.

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