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XWD1.L vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWD1.L vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XWD1.L achieves a 10.20% return, which is significantly higher than ACWI's 9.12% return.


XWD1.L

1D
0.05%
1M
2.46%
YTD
10.20%
6M
10.99%
1Y
26.31%
3Y*
21.23%
5Y*
10Y*

ACWI

1D
-2.98%
1M
-0.65%
YTD
9.12%
6M
9.60%
1Y
25.76%
3Y*
19.97%
5Y*
10.68%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWD1.L vs. ACWI - Yearly Performance Comparison


2026 (YTD)2025202420232022
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
10.20%21.24%19.47%24.76%2.94%
ACWI
iShares MSCI ACWI ETF
9.12%22.41%17.45%22.27%1.96%

Correlation

The correlation between XWD1.L and ACWI 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

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.64

The correlation between XWD1.L and ACWI has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.

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Return for Risk

XWD1.L vs. ACWI — Risk / Return Rank

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

XWD1.L
XWD1.L Risk / Return Rank: 6969
Overall Rank
XWD1.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XWD1.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
XWD1.L Omega Ratio Rank: 6868
Omega Ratio Rank
XWD1.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
XWD1.L Martin Ratio Rank: 7373
Martin Ratio Rank

ACWI
ACWI Risk / Return Rank: 5959
Overall Rank
ACWI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 5858
Sortino Ratio Rank
ACWI Omega Ratio Rank: 6060
Omega Ratio Rank
ACWI Calmar Ratio Rank: 5555
Calmar Ratio Rank
ACWI Martin Ratio Rank: 6666
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.

XWD1.L vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and iShares MSCI ACWI ETF (ACWI). 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.


XWD1.LACWIDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.40

1.36

+0.05

Calmar ratioReturn relative to maximum drawdown

3.14

2.66

+0.48

Martin ratioReturn relative to average drawdown

13.63

11.88

+1.75

XWD1.L vs. ACWI - Sharpe Ratio Comparison

The current XWD1.L Sharpe Ratio is 2.20, which is comparable to the ACWI Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XWD1.L and ACWI, 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


XWD1.LACWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

1.97

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.42

+0.92

Drawdowns

XWD1.L vs. ACWI - Drawdown Comparison

The maximum XWD1.L drawdown since its inception was -17.44%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for XWD1.L and ACWI.


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Drawdown Indicators


XWD1.LACWIDifference

Max Drawdown

Largest peak-to-trough decline

-17.44%

-56.00%

+38.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-9.73%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

-16.55%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-26.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-0.45%

-3.49%

+3.04%

Average Drawdown

Average peak-to-trough decline

-2.53%

-8.61%

+6.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

2.17%

-0.24%

Volatility

XWD1.L vs. ACWI - Volatility Comparison

The current volatility for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) is 3.38%, while iShares MSCI ACWI ETF (ACWI) has a volatility of 4.59%. This indicates that XWD1.L experiences smaller price fluctuations and is considered to be less risky than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWD1.LACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

4.59%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

10.76%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

11.91%

13.15%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

16.10%

-1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.98%

17.13%

-2.15%

XWD1.L vs. ACWI - Expense Ratio Comparison

XWD1.L has a 0.19% expense ratio, which is lower than ACWI's 0.32% expense ratio.


Dividends

XWD1.L vs. ACWI - Dividend Comparison

XWD1.L's dividend yield for the trailing twelve months is around 1.47%, more than ACWI's 1.42% yield.


PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF
1.42%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
1.47%1.46%1.78%1.81%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XWD1.L and ACWI 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, XWD1.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWD1.L is cheaper with a 0.19% expense ratio, compared with 0.32% for ACWI.

XWD1.L tracks MSCI ACWI NR USD, while ACWI tracks MSCI All Country World Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.19% for XWD1.L and 0.32% for ACWI.

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