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XWEH.DE vs. F50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEH.DE vs. F50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc) (XWEH.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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, XWEH.DE achieves a 9.20% return, which is significantly lower than F50A.DE's 12.09% return.


XWEH.DE

1D
0.31%
1M
0.25%
6M
9.70%
YTD
9.20%
1Y
19.83%
3Y*
17.65%
5Y*
10.35%
10Y*
11.71%

F50A.DE

1D
0.00%
1M
1.12%
6M
12.69%
YTD
12.09%
1Y
24.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEH.DE vs. F50A.DE - Yearly Performance Comparison


2026 (YTD)20252024
XWEH.DE
Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc)
9.20%16.85%-0.73%
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
12.09%8.58%-1.22%

Correlation

The correlation between XWEH.DE and F50A.DE is 0.87, 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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2024

0.86

The correlation between XWEH.DE and F50A.DE has been stable across timeframes, ranging from 0.86 to 0.87 - a consistent structural relationship.

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Return for Risk

XWEH.DE vs. F50A.DE — Risk / Return Rank

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

XWEH.DE
XWEH.DE Risk / Return Rank: 6565
Overall Rank
XWEH.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XWEH.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XWEH.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XWEH.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XWEH.DE Martin Ratio Rank: 7171
Martin Ratio Rank

F50A.DE
F50A.DE Risk / Return Rank: 3939
Overall Rank
F50A.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 7272
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 2323
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.

XWEH.DE vs. F50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc) (XWEH.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XWEH.DEF50A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

2.51

1.47

+1.04

Martin ratioReturn relative to average drawdown

10.59

2.61

+7.98

XWEH.DE vs. F50A.DE - Sharpe Ratio Comparison

The current XWEH.DE Sharpe Ratio is 1.69, which is higher than the F50A.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of XWEH.DE and F50A.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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Drawdowns

XWEH.DE vs. F50A.DE - Drawdown Comparison

The maximum XWEH.DE drawdown since its inception was -33.67%, which is greater than F50A.DE's maximum drawdown of -21.49%. Use the drawdown chart below to compare losses from any high point for XWEH.DE and F50A.DE.


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Drawdown Indicators


XWEH.DEF50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-21.49%

-12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-16.39%

+8.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

Max Drawdown (10Y)

Largest decline over 10 years

-33.67%

Current Drawdown

Current decline from peak

-0.25%

-2.28%

+2.03%

Average Drawdown

Average peak-to-trough decline

-4.36%

-7.44%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

9.23%

-7.36%

Volatility

XWEH.DE vs. F50A.DE - Volatility Comparison

Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc) (XWEH.DE) has a higher volatility of 3.62% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 3.24%. This indicates that XWEH.DE's price experiences larger fluctuations and is considered to be riskier than F50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWEH.DEF50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.24%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

8.31%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

24.40%

-12.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

22.54%

-7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

22.54%

-7.27%

XWEH.DE vs. F50A.DE - Expense Ratio Comparison

XWEH.DE has a 0.39% expense ratio, which is higher than F50A.DE's 0.05% expense ratio.


Dividends

XWEH.DE vs. F50A.DE - Dividend Comparison

Neither XWEH.DE nor F50A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWEH.DE and F50A.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.39% for XWEH.DE.

XWEH.DE tracks MSCI World Index (EUR Hedged), while F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.39% for XWEH.DE and 0.05% for F50A.DE.

Portfolio Optimizer

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