XZMU.DE vs. XDWD.DE
XZMU.DE (Xtrackers MSCI USA ESG UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both exchange-traded funds - XZMU.DE is a Large Cap Blend Equities fund tracking the MSCI USA Low Carbon SRI Leaders, while XDWD.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 5 years, XZMU.DE returned 14.63%/yr vs 12.89%/yr for XDWD.DE. Their correlation of 0.95 suggests significant overlap in exposure. XZMU.DE charges 0.15%/yr vs 0.19%/yr for XDWD.DE.
Performance
XZMU.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZMU.DE achieves a 8.21% return, which is significantly lower than XDWD.DE's 10.91% return.
XZMU.DE
- 1D
- 0.69%
- 1M
- 3.83%
- YTD
- 8.21%
- 6M
- 8.42%
- 1Y
- 23.33%
- 3Y*
- 18.71%
- 5Y*
- 14.63%
- 10Y*
- —
XDWD.DE
- 1D
- -0.01%
- 1M
- 3.63%
- YTD
- 10.91%
- 6M
- 10.96%
- 1Y
- 23.80%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XZMU.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZMU.DE Xtrackers MSCI USA ESG UCITS ETF 1C | 8.21% | 5.12% | 32.57% | 26.56% | -17.86% | 45.90% | 9.13% | 36.81% | -5.06% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -5.26% |
Correlation
The correlation between XZMU.DE and XDWD.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2018 | 0.95 |
The correlation between XZMU.DE and XDWD.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
XZMU.DE vs. XDWD.DE — Risk / Return Rank
XZMU.DE
XDWD.DE
XZMU.DE vs. XDWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XZMU.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.40 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 3.63 | -1.47 |
| Martin ratioReturn relative to average drawdown | 7.62 | 14.44 | -6.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZMU.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 2.14 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.90 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.78 | +0.15 |
Drawdowns
XZMU.DE vs. XDWD.DE - Drawdown Comparison
The maximum XZMU.DE drawdown since its inception was -33.82%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XZMU.DE and XDWD.DE.
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Drawdown Indicators
| XZMU.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -33.55% | -0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -6.54% | -4.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.76% | -21.64% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -24.76% | -21.64% | -3.12% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -0.48% | -0.33% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -4.55% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 1.65% | +1.42% |
Volatility
XZMU.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI USA ESG UCITS ETF 1C (XZMU.DE) has a higher volatility of 3.08% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XZMU.DE's price experiences larger fluctuations and is considered to be riskier than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZMU.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.60% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.77% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 11.12% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 14.13% | +2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.89% | 15.16% | +2.73% |
XZMU.DE vs. XDWD.DE - Expense Ratio Comparison
XZMU.DE has a 0.15% expense ratio, which is lower than XDWD.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XZMU.DE vs. XDWD.DE - Dividend Comparison
Neither XZMU.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XZMU.DE and XDWD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XZMU.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZMU.DE is cheaper with a 0.15% expense ratio, compared with 0.19% for XDWD.DE.
XZMU.DE is categorized as Large Cap Blend Equities, while XDWD.DE is Global Equities. XZMU.DE tracks MSCI USA Low Carbon SRI Leaders, while XDWD.DE tracks MSCI World. Their fees differ too: 0.15% for XZMU.DE and 0.19% for XDWD.DE.
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