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XWEH.DE vs. XG12.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEH.DE vs. XG12.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 Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 XG12.DE's 35.42% 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%

XG12.DE

1D
0.00%
1M
-3.60%
6M
33.95%
YTD
35.42%
1Y
45.69%
3Y*
10.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEH.DE vs. XG12.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XWEH.DE
Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc)
9.20%16.85%19.84%21.86%-3.00%
XG12.DE
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C
35.42%8.69%-4.44%-8.34%-5.33%

Correlation

The correlation between XWEH.DE and XG12.DE is 0.72, 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

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

0.72

The correlation between XWEH.DE and XG12.DE has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

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Return for Risk

XWEH.DE vs. XG12.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

XG12.DE
XG12.DE Risk / Return Rank: 6161
Overall Rank
XG12.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XG12.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XG12.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XG12.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XG12.DE Martin Ratio Rank: 3838
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. XG12.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 Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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.DEXG12.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.31

1.42

-0.11

Calmar ratioReturn relative to maximum drawdown

2.51

2.38

+0.13

Martin ratioReturn relative to average drawdown

10.59

5.06

+5.54

XWEH.DE vs. XG12.DE - Sharpe Ratio Comparison

The current XWEH.DE Sharpe Ratio is 1.69, which is comparable to the XG12.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of XWEH.DE and XG12.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. XG12.DE - Drawdown Comparison

The maximum XWEH.DE drawdown since its inception was -33.67%, which is greater than XG12.DE's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for XWEH.DE and XG12.DE.


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Drawdown Indicators


XWEH.DEXG12.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-32.01%

-1.66%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-19.16%

+11.30%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

-24.98%

+7.41%

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%

-4.84%

+4.59%

Average Drawdown

Average peak-to-trough decline

-4.36%

-14.74%

+10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

9.03%

-7.16%

Volatility

XWEH.DE vs. XG12.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Swap UCITS ETF EUR Hedged (Acc) (XWEH.DE) is 3.62%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.78%. This indicates that XWEH.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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.DEXG12.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

6.78%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

14.09%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

27.89%

-16.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

21.10%

-6.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

21.10%

-5.83%

XWEH.DE vs. XG12.DE - Expense Ratio Comparison

XWEH.DE has a 0.39% expense ratio, which is higher than XG12.DE's 0.35% expense ratio.


Dividends

XWEH.DE vs. XG12.DE - Dividend Comparison

Neither XWEH.DE nor XG12.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWEH.DE and XG12.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XG12.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XG12.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for XWEH.DE.

XWEH.DE tracks MSCI World Index (EUR Hedged), while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Their fees differ too: 0.39% for XWEH.DE and 0.35% for XG12.DE.

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