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XUFN.DE vs. XDWF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUFN.DE vs. XDWF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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, XUFN.DE achieves a -4.69% return, which is significantly lower than XDWF.DE's 1.15% return.


XUFN.DE

1D
3.20%
1M
1.29%
YTD
-4.69%
6M
-2.50%
1Y
2.59%
3Y*
16.27%
5Y*
9.47%
10Y*

XDWF.DE

1D
2.02%
1M
1.21%
YTD
1.15%
6M
4.65%
1Y
12.74%
3Y*
20.89%
5Y*
12.85%
10Y*
11.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUFN.DE vs. XDWF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
-4.69%3.41%38.69%10.96%-7.89%49.37%-12.55%36.23%-11.22%14.21%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
1.15%15.35%34.08%12.42%-4.87%39.49%-11.91%29.11%-13.92%9.20%

Correlation

The correlation between XUFN.DE and XDWF.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.94

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

0.95

The correlation between XUFN.DE and XDWF.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

XUFN.DE vs. XDWF.DE — Risk / Return Rank

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

XUFN.DE
XUFN.DE Risk / Return Rank: 1111
Overall Rank
XUFN.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
XUFN.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XUFN.DE Omega Ratio Rank: 1111
Omega Ratio Rank
XUFN.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XUFN.DE Martin Ratio Rank: 1111
Martin Ratio Rank

XDWF.DE
XDWF.DE Risk / Return Rank: 2727
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2929
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.

XUFN.DE vs. XDWF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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.


XUFN.DEXDWF.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.03

1.16

-0.13

Calmar ratioReturn relative to maximum drawdown

0.14

1.29

-1.15

Martin ratioReturn relative to average drawdown

0.33

3.98

-3.65

XUFN.DE vs. XDWF.DE - Sharpe Ratio Comparison

The current XUFN.DE Sharpe Ratio is 0.13, which is lower than the XDWF.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of XUFN.DE and XDWF.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


XUFN.DEXDWF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.93

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.78

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.63

-0.12

Drawdowns

XUFN.DE vs. XDWF.DE - Drawdown Comparison

The maximum XUFN.DE drawdown since its inception was -43.39%, roughly equal to the maximum XDWF.DE drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for XUFN.DE and XDWF.DE.


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Drawdown Indicators


XUFN.DEXDWF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.39%

-42.06%

-1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-9.65%

-3.59%

Max Drawdown (3Y)

Largest decline over 3 years

-23.03%

-19.74%

-3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-19.74%

-3.29%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

Current Drawdown

Current decline from peak

-9.49%

-0.84%

-8.65%

Average Drawdown

Average peak-to-trough decline

-7.81%

-6.06%

-1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.77%

3.14%

+2.63%

Volatility

XUFN.DE vs. XDWF.DE - Volatility Comparison

Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) has a higher volatility of 4.40% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) at 3.37%. This indicates that XUFN.DE's price experiences larger fluctuations and is considered to be riskier than XDWF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUFN.DEXDWF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.37%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

10.03%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

15.00%

13.39%

+1.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

16.25%

+2.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

18.61%

+2.98%

XUFN.DE vs. XDWF.DE - Expense Ratio Comparison

XUFN.DE has a 0.12% expense ratio, which is lower than XDWF.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

XUFN.DE vs. XDWF.DE - Dividend Comparison

XUFN.DE's dividend yield for the trailing twelve months is around 1.15%, while XDWF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
1.15%1.17%1.08%1.66%2.69%1.25%1.34%3.46%0.66%

Frequently Asked Questions


With a correlation of 0.91, XUFN.DE and XDWF.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

XUFN.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWF.DE.

XUFN.DE tracks MSCI USA Financials, while XDWF.DE tracks MSCI World Financials. Their fees differ too: 0.12% for XUFN.DE and 0.25% for XDWF.DE.

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