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

XWEH.DE vs. WEBG.DE

Last updated Jul 4, 2026
See Documentation

XWEH.DE (Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc)) and WEBG.DE (Amundi Prime All Country World UCITS ETF Dist) are both Global Equities funds - XWEH.DE tracks the MSCI World Index (EUR Hedged) while WEBG.DE tracks the Solactive GBS Global Markets Large & Mid Cap Index. Both are passively managed. Over the past year, XWEH.DE returned 19.83% vs 25.99% for WEBG.DE. Their correlation of 0.87 suggests significant overlap in exposure. XWEH.DE charges 0.39%/yr vs 0.07%/yr for WEBG.DE.

Performance

XWEH.DE vs. WEBG.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 All Country World UCITS ETF Dist (WEBG.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 WEBG.DE's 13.52% 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%

WEBG.DE

1D
0.00%
1M
0.41%
6M
13.58%
YTD
13.52%
1Y
25.99%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
XWEH.DE
Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc)		9.20%16.85%11.71%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist		13.52%9.19%6.71%

Correlation

The correlation between XWEH.DE and WEBG.DE is 0.86, 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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2024

0.87

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

Compare stocks, funds, or ETFs

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Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc)

Amundi Prime All Country World UCITS ETF Dist

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Return for Risk

XWEH.DE vs. WEBG.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
WEBG.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. WEBG.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 All Country World UCITS ETF Dist (WEBG.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.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility
1.69
1.07

+0.63

Sortino ratioReturn per unit of downside risk
2.53
1.71

+0.82

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

2.51

1.65

+0.86

Martin ratioReturn relative to average drawdown

10.59

2.93

+7.67

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

The current XWEH.DE Sharpe Ratio is 1.69, which is higher than the WEBG.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of XWEH.DE and WEBG.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. WEBG.DE - Drawdown Comparison

The maximum XWEH.DE drawdown since its inception was -33.67%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for XWEH.DE and WEBG.DE.

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Drawdown Indicators

XWEH.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-21.31%

-12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-15.74%

+7.88%

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%

-1.30%

+1.05%

Average Drawdown

Average peak-to-trough decline

-4.36%

-5.93%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

8.88%

-7.01%

Volatility

XWEH.DE vs. WEBG.DE - Volatility Comparison

Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc) (XWEH.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) have volatilities of 3.62% and 3.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XWEH.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

3.76%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

8.89%

+0.24%

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%

20.64%

-5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

20.64%

-5.37%

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

XWEH.DE has a 0.39% expense ratio, which is higher than WEBG.DE's 0.07% expense ratio.

Dividends

XWEH.DE vs. WEBG.DE - Dividend Comparison

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

PositionTTM2025
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist		1.22%1.32%
XWEH.DE
Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc)		0.00%0.00%

Frequently Asked Questions

XWEH.DE and WEBG.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.39% for XWEH.DE.

XWEH.DE tracks MSCI World Index (EUR Hedged), while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.39% for XWEH.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

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