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XSVT.DE vs. MWRD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSVT.DE vs. MWRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) and Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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XSVT.DE vs. MWRD.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSVT.DE
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
14.64%14.36%15.10%-12.67%14.63%
MWRD.L
Amundi Index MSCI World
0.00%0.00%-0.25%19.99%-7.77%
Different Trading Currencies

XSVT.DE is traded in EUR, while MWRD.L is traded in GBp. To make them comparable, the MWRD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period


XSVT.DE

1D
-2.01%
1M
2.55%
YTD
14.64%
6M
30.11%
1Y
21.64%
3Y*
12.54%
5Y*
10Y*

MWRD.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSVT.DE vs. MWRD.L - Expense Ratio Comparison

XSVT.DE has a 0.29% expense ratio, which is higher than MWRD.L's 0.08% expense ratio.


Return for Risk

XSVT.DE vs. MWRD.L — Risk / Return Rank

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

XSVT.DE
XSVT.DE Risk / Return Rank: 5858
Overall Rank
XSVT.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XSVT.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XSVT.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XSVT.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XSVT.DE Martin Ratio Rank: 4747
Martin Ratio Rank

MWRD.L
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.

XSVT.DE vs. MWRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) and Amundi Index MSCI World (MWRD.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.


XSVT.DEMWRD.LDifference

Sharpe ratio

Return per unit of total volatility

1.09

Sortino ratio

Return per unit of downside risk

1.46

Omega ratio

Gain probability vs. loss probability

1.21

Calmar ratio

Return relative to maximum drawdown

2.38

Martin ratio

Return relative to average drawdown

4.98

XSVT.DE vs. MWRD.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XSVT.DEMWRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

Correlation

The correlation between XSVT.DE and MWRD.L is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XSVT.DE vs. MWRD.L - Dividend Comparison

Neither XSVT.DE nor MWRD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSVT.DE vs. MWRD.L - Drawdown Comparison


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Drawdown Indicators


XSVT.DEMWRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.97%

Current Drawdown

Current decline from peak

-4.99%

Average Drawdown

Average peak-to-trough decline

-14.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.47%

Volatility

XSVT.DE vs. MWRD.L - Volatility Comparison


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Volatility by Period


XSVT.DEMWRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%