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XUCD.DE vs. XDWS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUCD.DE vs. XDWS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUCD.DE achieves a 0.22% return, which is significantly lower than XDWS.DE's 4.43% return.


XUCD.DE

1D
0.28%
1M
-0.63%
YTD
0.22%
6M
0.35%
1Y
10.06%
3Y*
14.31%
5Y*
8.69%
10Y*

XDWS.DE

1D
-0.24%
1M
-2.22%
YTD
4.43%
6M
3.49%
1Y
0.24%
3Y*
3.32%
5Y*
4.93%
10Y*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUCD.DE vs. XDWS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUCD.DE
Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D
0.22%-5.02%38.90%39.32%-34.77%32.20%37.39%32.43%4.13%10.10%
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
4.43%-3.34%12.56%-1.53%-0.06%22.38%-1.96%25.94%-5.88%3.63%

Correlation

The correlation between XUCD.DE and XDWS.DE is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

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

0.19

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

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.41

Over the past year, the correlation between XUCD.DE and XDWS.DE has dropped to 0.05 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

XUCD.DE vs. XDWS.DE — Risk / Return Rank

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

XUCD.DE
XUCD.DE Risk / Return Rank: 1818
Overall Rank
XUCD.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XUCD.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XUCD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XUCD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XUCD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

XDWS.DE
XDWS.DE Risk / Return Rank: 88
Overall Rank
XDWS.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDWS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XDWS.DE Omega Ratio Rank: 88
Omega Ratio Rank
XDWS.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XDWS.DE Martin Ratio Rank: 88
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.

XUCD.DE vs. XDWS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.DE) and Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.


XUCD.DEXDWS.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.11

1.00

+0.11

Calmar ratioReturn relative to maximum drawdown

0.73

-0.10

+0.83

Martin ratioReturn relative to average drawdown

2.00

-0.20

+2.20

XUCD.DE vs. XDWS.DE - Sharpe Ratio Comparison

The current XUCD.DE Sharpe Ratio is 0.57, which is higher than the XDWS.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of XUCD.DE and XDWS.DE, 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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Sharpe Ratios by Period


XUCD.DEXDWS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

-0.07

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.43

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.45

+0.22

Drawdowns

XUCD.DE vs. XDWS.DE - Drawdown Comparison

The maximum XUCD.DE drawdown since its inception was -38.43%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for XUCD.DE and XDWS.DE.


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Drawdown Indicators


XUCD.DEXDWS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.43%

-22.95%

-15.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-8.78%

-5.10%

Max Drawdown (3Y)

Largest decline over 3 years

-30.82%

-11.90%

-18.92%

Max Drawdown (5Y)

Largest decline over 5 years

-38.43%

-12.47%

-25.96%

Max Drawdown (10Y)

Largest decline over 10 years

-22.95%

Current Drawdown

Current decline from peak

-9.43%

-7.60%

-1.83%

Average Drawdown

Average peak-to-trough decline

-10.09%

-5.04%

-5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

4.34%

+0.75%

Volatility

XUCD.DE vs. XDWS.DE - Volatility Comparison

Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XUCD.DE) has a higher volatility of 5.29% compared to Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) at 5.00%. This indicates that XUCD.DE's price experiences larger fluctuations and is considered to be riskier than XDWS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUCD.DEXDWS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

5.00%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

10.01%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

12.06%

+5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.03%

11.35%

+10.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

12.19%

+9.71%

XUCD.DE vs. XDWS.DE - Expense Ratio Comparison

XUCD.DE has a 0.12% expense ratio, which is lower than XDWS.DE's 0.25% 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

XUCD.DE vs. XDWS.DE - Dividend Comparison

XUCD.DE's dividend yield for the trailing twelve months is around 0.45%, while XDWS.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUCD.DE
Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D
0.45%0.46%0.40%0.90%0.91%0.35%0.59%0.81%0.58%

Frequently Asked Questions


XUCD.DE and XDWS.DE have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUCD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUCD.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWS.DE.

XUCD.DE tracks MSCI USA Consumer Discretionary 20/35 Custom, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Their fees differ too: 0.12% for XUCD.DE and 0.25% for XDWS.DE.

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