XSX6.DE vs. XDWL.DE
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while XDWL.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XSX6.DE returned 9.14%/yr vs 12.83%/yr for XDWL.DE. Their correlation of 0.82 suggests significant overlap in exposure. XSX6.DE charges 0.20%/yr vs 0.12%/yr for XDWL.DE.
Performance
XSX6.DE vs. XDWL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX6.DE achieves a 7.40% return, which is significantly lower than XDWL.DE's 10.94% return. Over the past 10 years, XSX6.DE has underperformed XDWL.DE with an annualized return of 9.14%, while XDWL.DE has yielded a comparatively higher 12.83% annualized return.
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDWL.DE
- 1D
- 0.00%
- 1M
- 3.65%
- YTD
- 10.94%
- 6M
- 10.98%
- 1Y
- 23.78%
- 3Y*
- 17.62%
- 5Y*
- 12.94%
- 10Y*
- 12.83%
XSX6.DE vs. XDWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 10.94% | 7.90% | 26.08% | 20.26% | -13.81% | 32.92% | 5.44% | 31.23% | -5.02% | 7.74% |
Correlation
The correlation between XSX6.DE and XDWL.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015 | 0.82 |
The correlation between XSX6.DE and XDWL.DE has been stable across timeframes, ranging from 0.72 to 0.82 - a consistent structural relationship.
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Return for Risk
XSX6.DE vs. XDWL.DE — Risk / Return Rank
XSX6.DE
XDWL.DE
XSX6.DE vs. XDWL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Xtrackers MSCI World UCITS ETF 1D (XDWL.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.
| XSX6.DE | XDWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 3.66 | -1.93 |
| Martin ratioReturn relative to average drawdown | 6.55 | 14.44 | -7.89 |
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
| XSX6.DE | XDWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.14 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.91 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.85 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.68 | -0.08 |
Drawdowns
XSX6.DE vs. XDWL.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, which is greater than XDWL.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XDWL.DE.
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Drawdown Indicators
| XSX6.DE | XDWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -33.65% | -2.40% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -6.49% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -21.63% | +5.26% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -21.63% | +0.79% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -33.65% | -2.40% |
Current DrawdownCurrent decline from peak | -1.56% | -0.29% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -4.56% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.65% | +0.85% |
Volatility
XSX6.DE vs. XDWL.DE - Volatility Comparison
Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a higher volatility of 4.26% compared to Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) at 2.62%. This indicates that XSX6.DE's price experiences larger fluctuations and is considered to be riskier than XDWL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSX6.DE | XDWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 2.62% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 7.73% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 11.09% | +1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 14.14% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 15.12% | +0.49% |
XSX6.DE vs. XDWL.DE - Expense Ratio Comparison
XSX6.DE has a 0.20% expense ratio, which is higher than XDWL.DE's 0.12% 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
XSX6.DE vs. XDWL.DE - Dividend Comparison
XSX6.DE has not paid dividends to shareholders, while XDWL.DE's dividend yield for the trailing twelve months is around 1.17%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 1.17% | 1.28% | 1.65% | 1.58% | 1.77% | 2.08% | 1.95% | 1.98% | 1.40% | 1.94% | 1.83% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSX6.DE and XDWL.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWL.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWL.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XSX6.DE.
XSX6.DE is categorized as Europe Equities, while XDWL.DE is Global Equities. XSX6.DE tracks STOXX® Europe 600, while XDWL.DE tracks MSCI World. Their fees differ too: 0.20% for XSX6.DE and 0.12% for XDWL.DE.
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