XWEQ.DE vs. F50A.DE

Last updated Jun 5, 2026

XWEQ.DE (Xtrackers MSCI World Quality ESG UCITS ETF 1C) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - XWEQ.DE tracks the MSCI World Quality Low Carbon SRI Screened Select while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, XWEQ.DE returned 23.57% vs 23.82% for F50A.DE. Their correlation of 0.90 suggests significant overlap in exposure. XWEQ.DE charges 0.25%/yr vs 0.05%/yr for F50A.DE.

Performance

XWEQ.DE vs. F50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XWEQ.DE achieves a 9.71% return, which is significantly lower than F50A.DE's 10.81% return.

XWEQ.DE

• 1D: 0.77%
• 1M: 2.68%
• YTD: 9.71%
• 6M: 11.10%
• 1Y: 23.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

F50A.DE

• 1D: -0.04%
• 1M: 3.68%
• YTD: 10.81%
• 6M: 10.16%
• 1Y: 23.82%
• 3Y*: 17.70%
• 5Y*: 12.94%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023
XWEQ.DE Xtrackers MSCI World Quality ESG UCITS ETF 1C	9.71%	4.46%	25.97%	0.47%
F50A.DE Amundi Prime Global UCITS ETF Accumulating	10.81%	8.58%	25.85%	6.01%

Correlation

The correlation between XWEQ.DE and F50A.DE is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Jul 6, 2023	0.90

The correlation between XWEQ.DE and F50A.DE has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

Return for Risk

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

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

XWEQ.DE

XWEQ.DE Risk / Return Rank: 65
XWEQ.DE Sharpe Ratio Rank: 61
XWEQ.DE Sortino Ratio Rank: 64
XWEQ.DE Omega Ratio Rank: 62
XWEQ.DE Calmar Ratio Rank: 67
XWEQ.DE Martin Ratio Rank: 70

F50A.DE

F50A.DE Risk / Return Rank: 70
F50A.DE Sharpe Ratio Rank: 66
F50A.DE Sortino Ratio Rank: 67
F50A.DE Omega Ratio Rank: 68
F50A.DE Calmar Ratio Rank: 74
F50A.DE Martin Ratio Rank: 77

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.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.

	XWEQ.DE	F50A.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.02	2.17	-0.15
Sortino ratio: Return per unit of downside risk	2.92	3.05	-0.13
Omega ratio: Gain probability vs. loss probability	1.37	1.40	-0.03
Calmar ratio: Return relative to maximum drawdown	3.27	3.66	-0.40
Martin ratio: Return relative to average drawdown	12.77	14.61	-1.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XWEQ.DE Sharpe Ratio is 2.02, which is comparable to the F50A.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XWEQ.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.

Sharpe Ratios by Period

	XWEQ.DE	F50A.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.02	2.17	-0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.71	+0.18

Drawdowns

XWEQ.DE vs. F50A.DE - Drawdown Comparison

The maximum XWEQ.DE drawdown since its inception was -22.80%, smaller than the maximum F50A.DE drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for XWEQ.DE and F50A.DE.

Drawdown Indicators

	XWEQ.DE	F50A.DE	Difference
Max Drawdown Largest peak-to-trough decline	-22.80%	-32.88%	+10.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.24%	-6.62%	-0.62%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.49%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.49%	—
Current Drawdown Current decline from peak	-0.73%	-0.39%	-0.34%
Average Drawdown Average peak-to-trough decline	-4.52%	-4.72%	+0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	1.66%	+0.20%

Volatility

XWEQ.DE vs. F50A.DE - Volatility Comparison

Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWEQ.DE) and Amundi Prime Global UCITS ETF Accumulating (F50A.DE) have volatilities of 2.76% and 2.63%, 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.

Volatility by Period

	XWEQ.DE	F50A.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.76%	2.63%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	7.95%	+0.41%
Volatility (1Y) Calculated over the trailing 1-year period	11.73%	11.18%	+0.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.18%	14.60%	+0.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.18%	17.70%	-2.52%

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

XWEQ.DE has a 0.25% expense ratio, which is higher than F50A.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XWEQ.DE vs. F50A.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XWEQ.DE and F50A.DE in my portfolio?

XWEQ.DE and F50A.DE have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XWEQ.DE or F50A.DE?

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.

Which ETF is cheaper, XWEQ.DE or F50A.DE?

F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for XWEQ.DE.

What is the main difference between XWEQ.DE and F50A.DE?

XWEQ.DE tracks MSCI World Quality Low Carbon SRI Screened Select, 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: 0.25% for XWEQ.DE and 0.05% for F50A.DE.