XWEH.DE vs. F50A.DE
XWEH.DE (Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc)) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - XWEH.DE tracks the MSCI World Index (EUR Hedged) while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, XWEH.DE returned 19.83% vs 24.10% for F50A.DE. Their correlation of 0.86 suggests significant overlap in exposure. XWEH.DE charges 0.39%/yr vs 0.05%/yr for F50A.DE.
Performance
XWEH.DE vs. F50A.DE - Performance Comparison
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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*
- —
XWEH.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
XWEH.DE
F50A.DE
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.DE | F50A.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.25% | -2.28% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -7.44% | +3.08% |
Ulcer IndexDepth 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.DE | F50A.DE | Difference | |
|---|---|---|---|
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.
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.
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