XSX6.L vs. XDWL.DE
XSX6.L (Xtrackers STOXX Europe 600 UCITS ETF 1C) and XDWL.DE (Xtrackers MSCI World UCITS ETF 1D) are both exchange-traded funds - XSX6.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while XDWL.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, XSX6.L returned 10.18%/yr vs 13.92%/yr for XDWL.DE. A 0.74 correlation means they provide meaningful diversification when combined. XSX6.L charges 0.20%/yr vs 0.12%/yr for XDWL.DE.
Performance
XSX6.L vs. XDWL.DE - Performance Comparison
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Different Trading Currencies
XSX6.L is traded in GBp, while XDWL.DE is traded in EUR. To make them comparable, the XDWL.DE 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 6.51% return, which is significantly lower than XDWL.DE's 10.07% return. Over the past 10 years, XSX6.L has underperformed XDWL.DE with an annualized return of 10.18%, while XDWL.DE has yielded a comparatively higher 13.92% annualized return.
XSX6.L
- 1D
- 0.47%
- 1M
- 3.23%
- YTD
- 6.51%
- 6M
- 8.84%
- 1Y
- 19.40%
- 3Y*
- 14.01%
- 5Y*
- 9.84%
- 10Y*
- 10.18%
XDWL.DE
- 1D
- 0.13%
- 1M
- 5.06%
- YTD
- 10.07%
- 6M
- 10.29%
- 1Y
- 27.22%
- 3Y*
- 17.79%
- 5Y*
- 13.10%
- 10Y*
- 13.92%
XSX6.L vs. XDWL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSX6.L Xtrackers STOXX Europe 600 UCITS ETF 1C | 6.51% | 26.36% | 3.77% | 13.18% | -4.98% | 16.80% | 3.80% | 20.52% | -9.91% | 15.28% |
XDWL.DE Xtrackers MSCI World UCITS ETF 1D | 10.07% | 13.51% | 20.58% | 17.86% | -9.09% | 23.55% | 11.39% | 24.40% | -3.69% | 12.34% |
Correlation
The correlation between XSX6.L and XDWL.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 21, 2015 | 0.74 |
The correlation between XSX6.L and XDWL.DE has been stable across timeframes, ranging from 0.66 to 0.75 - a consistent structural relationship.
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Return for Risk
XSX6.L vs. XDWL.DE — Risk / Return Rank
XSX6.L
XDWL.DE
XSX6.L vs. XDWL.DE - 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 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.L | XDWL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.47 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 4.21 | -2.37 |
| Martin ratioReturn relative to average drawdown | 6.65 | 16.36 | -9.70 |
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.L | XDWL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.56 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.95 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.93 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.83 | -0.16 |
Drawdowns
XSX6.L vs. XDWL.DE - Drawdown Comparison
The maximum XSX6.L drawdown since its inception was -28.43%, which is greater than XDWL.DE's maximum drawdown of -26.24%. Use the drawdown chart below to compare losses from any high point for XSX6.L and XDWL.DE.
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Drawdown Indicators
| XSX6.L | XDWL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.43% | -26.24% | -2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -6.44% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -12.63% | -19.69% | +7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -19.69% | +2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -28.43% | -26.24% | -2.19% |
Current DrawdownCurrent decline from peak | -1.34% | -0.09% | -1.25% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -3.37% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.66% | +1.25% |
Volatility
XSX6.L vs. XDWL.DE - Volatility Comparison
Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) has a higher volatility of 3.92% compared to Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) at 2.83%. This indicates that XSX6.L'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.L | XDWL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 2.83% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 7.55% | +2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 10.59% | +1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 13.68% | +0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 14.89% | -0.05% |
XSX6.L vs. XDWL.DE - Expense Ratio Comparison
XSX6.L 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.L vs. XDWL.DE - Dividend Comparison
XSX6.L 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.L Xtrackers STOXX Europe 600 UCITS ETF 1C | 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.L and XDWL.DE have a correlation of 0.69, 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.L.
XSX6.L is categorized as Europe Equities, while XDWL.DE is Global Equities. XSX6.L tracks MSCI Europe NR EUR, while XDWL.DE tracks MSCI World. Their fees differ too: 0.20% for XSX6.L and 0.12% for XDWL.DE.
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