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XSX6.L vs. IWDA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSX6.L vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSX6.L is traded in GBp, while IWDA.AS is traded in EUR. To make them comparable, the IWDA.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSX6.L achieves a 7.85% return, which is significantly lower than IWDA.AS's 8.99% return. Over the past 10 years, XSX6.L has underperformed IWDA.AS with an annualized return of 10.94%, while IWDA.AS has yielded a comparatively higher 13.92% annualized return.


XSX6.L

1D
1.82%
1M
2.51%
YTD
7.85%
6M
9.56%
1Y
21.07%
3Y*
14.44%
5Y*
9.90%
10Y*
10.94%

IWDA.AS

1D
1.57%
1M
-0.24%
YTD
8.99%
6M
9.44%
1Y
25.45%
3Y*
17.07%
5Y*
12.59%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSX6.L vs. IWDA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XSX6.L
Xtrackers STOXX Europe 600 UCITS ETF 1C
7.85%26.36%3.77%13.18%-4.98%16.80%3.80%20.52%-9.91%15.28%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
8.99%12.81%21.44%17.50%-9.07%24.68%12.21%22.23%-3.21%12.09%

Correlation

The correlation between XSX6.L and IWDA.AS is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2009

0.78

The correlation between XSX6.L and IWDA.AS shifts across timeframes, from 0.66 (3 years) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XSX6.L vs. IWDA.AS — Risk / Return Rank

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

XSX6.L
XSX6.L Risk / Return Rank: 5151
Overall Rank
XSX6.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XSX6.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
XSX6.L Omega Ratio Rank: 5656
Omega Ratio Rank
XSX6.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
XSX6.L Martin Ratio Rank: 4646
Martin Ratio Rank

IWDA.AS
IWDA.AS Risk / Return Rank: 7878
Overall Rank
IWDA.AS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IWDA.AS Sortino Ratio Rank: 7676
Sortino Ratio Rank
IWDA.AS Omega Ratio Rank: 7676
Omega Ratio Rank
IWDA.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWDA.AS Martin Ratio Rank: 8282
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.

XSX6.L vs. IWDA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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.


XSX6.LIWDA.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.31

1.43

-0.13

Calmar ratioReturn relative to maximum drawdown

1.89

3.84

-1.95

Martin ratioReturn relative to average drawdown

6.80

14.72

-7.91

XSX6.L vs. IWDA.AS - Sharpe Ratio Comparison

The current XSX6.L Sharpe Ratio is 1.61, which is lower than the IWDA.AS Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of XSX6.L and IWDA.AS, 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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Drawdowns

XSX6.L vs. IWDA.AS - Drawdown Comparison

The maximum XSX6.L drawdown since its inception was -29.35%, which is greater than IWDA.AS's maximum drawdown of -26.21%. Use the drawdown chart below to compare losses from any high point for XSX6.L and IWDA.AS.


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Drawdown Indicators


XSX6.LIWDA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-29.35%

-26.21%

-3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-6.46%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-12.63%

-19.59%

+6.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-19.59%

+2.42%

Max Drawdown (10Y)

Largest decline over 10 years

-28.43%

-26.21%

-2.22%

Current Drawdown

Current decline from peak

-0.10%

-1.28%

+1.18%

Average Drawdown

Average peak-to-trough decline

-6.23%

-3.61%

-2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.70%

+1.22%

Volatility

XSX6.L vs. IWDA.AS - Volatility Comparison

Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) has a higher volatility of 3.41% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 3.09%. This indicates that XSX6.L's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSX6.LIWDA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.09%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

7.78%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

10.67%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

13.69%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

14.84%

+1.00%

XSX6.L vs. IWDA.AS - Expense Ratio Comparison

Both XSX6.L and IWDA.AS have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XSX6.L vs. IWDA.AS - Dividend Comparison

Neither XSX6.L nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XSX6.L and IWDA.AS have a correlation of 0.71, 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 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XSX6.L and IWDA.AS have the same expense ratio: 0.20% per year.

XSX6.L is categorized as Europe Equities, while IWDA.AS is Global Equities. XSX6.L tracks MSCI Europe NR EUR, while IWDA.AS tracks MSCI World Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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