XUFN.DE vs. XDWF.DE
XUFN.DE (Xtrackers MSCI USA Financials UCITS ETF 1D) and XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) are both Financials Equities funds from Xtrackers - XUFN.DE tracks the MSCI USA Financials while XDWF.DE tracks the MSCI World Financials. Both are passively managed. Over the past 5 years, XUFN.DE returned 9.47%/yr vs 12.85%/yr for XDWF.DE. Their correlation of 0.95 suggests significant overlap in exposure. XUFN.DE charges 0.12%/yr vs 0.25%/yr for XDWF.DE.
Performance
XUFN.DE vs. XDWF.DE - Performance Comparison
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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%
XUFN.DE vs. XDWF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XUFN.DE
XDWF.DE
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.DE | XDWF.DE | Difference | |
|---|---|---|---|
| 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 |
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
| XUFN.DE | XDWF.DE | Difference | |
|---|---|---|---|
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.DE | XDWF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.49% | -0.84% | -8.65% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -6.06% | -1.75% |
Ulcer IndexDepth 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.DE | XDWF.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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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