XTIP.DE vs. XDWD.DE
XTIP.DE (Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XTIP.DE is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 3 years, XTIP.DE returned 1.04%/yr vs 17.56%/yr for XDWD.DE. At a 0.13 correlation, their price movements are largely independent. XTIP.DE charges 0.07%/yr vs 0.19%/yr for XDWD.DE.
Performance
XTIP.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XTIP.DE achieves a 2.69% return, which is significantly lower than XDWD.DE's 10.91% return.
XTIP.DE
- 1D
- -0.02%
- 1M
- 0.81%
- YTD
- 2.69%
- 6M
- 1.65%
- 1Y
- 2.81%
- 3Y*
- 1.04%
- 5Y*
- —
- 10Y*
- —
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XTIP.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XTIP.DE Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C | 2.69% | -5.01% | 7.81% | 0.02% | -6.46% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -2.15% |
Correlation
The correlation between XTIP.DE and XDWD.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2022 | 0.13 |
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Return for Risk
XTIP.DE vs. XDWD.DE — Risk / Return Rank
XTIP.DE
XDWD.DE
XTIP.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XTIP.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.40 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 3.63 | -2.90 |
| Martin ratioReturn relative to average drawdown | 1.83 | 14.44 | -12.61 |
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
| XTIP.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 2.14 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.90 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.78 | -0.84 |
Drawdowns
XTIP.DE vs. XDWD.DE - Drawdown Comparison
The maximum XTIP.DE drawdown since its inception was -10.79%, smaller than the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XTIP.DE and XDWD.DE.
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Drawdown Indicators
| XTIP.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.79% | -33.55% | +22.76% |
Max Drawdown (1Y)Largest decline over 1 year | -3.81% | -6.54% | +2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -10.79% | -21.64% | +10.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -5.92% | -0.33% | -5.59% |
Average DrawdownAverage peak-to-trough decline | -5.84% | -4.55% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.65% | -0.11% |
Volatility
XTIP.DE vs. XDWD.DE - Volatility Comparison
The current volatility for Xtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C (XTIP.DE) is 1.05%, while Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a volatility of 2.60%. This indicates that XTIP.DE experiences smaller price fluctuations and is considered to be less risky than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XTIP.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 2.60% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 7.77% | -3.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.00% | 11.12% | -5.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.60% | 14.13% | -6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.60% | 15.16% | -7.56% |
XTIP.DE vs. XDWD.DE - Expense Ratio Comparison
XTIP.DE has a 0.07% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XTIP.DE vs. XDWD.DE - Dividend Comparison
Neither XTIP.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
XTIP.DE and XDWD.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XTIP.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XTIP.DE is cheaper with a 0.07% expense ratio, compared with 0.19% for XDWD.DE.
XTIP.DE is categorized as Inflation-Protected Bonds, while XDWD.DE is Global Equities. XTIP.DE tracks Bloomberg Gbl Infl Linked US TIPS TR USD, while XDWD.DE tracks MSCI World. Their fees differ too: 0.07% for XTIP.DE and 0.19% for XDWD.DE.
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