XZW0.DE vs. F50A.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and F50A.DE (Amundi Prime Global UCITS ETF Accumulating) are both Global Equities funds - XZW0.DE tracks the MSCI World Low Carbon SRI Leaders while F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past 5 years, XZW0.DE returned 12.44%/yr vs 12.94%/yr for F50A.DE. Their correlation of 0.89 suggests significant overlap in exposure. XZW0.DE charges 0.20%/yr vs 0.05%/yr for F50A.DE.
Performance
XZW0.DE vs. F50A.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZW0.DE achieves a 7.60% return, which is significantly lower than F50A.DE's 10.81% return.
XZW0.DE
- 1D
- 0.53%
- 1M
- 3.19%
- YTD
- 7.60%
- 6M
- 8.16%
- 1Y
- 20.03%
- 3Y*
- 16.56%
- 5Y*
- 12.44%
- 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*
- —
XZW0.DE vs. F50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -16.66% | 37.46% | -1.46% |
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 10.81% | 8.58% | 25.85% | 19.91% | -13.61% | 32.73% | -0.41% |
Correlation
The correlation between XZW0.DE and F50A.DE is 0.93, 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 | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Feb 19, 2020 | 0.89 |
The correlation between XZW0.DE and F50A.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XZW0.DE vs. F50A.DE — Risk / Return Rank
XZW0.DE
F50A.DE
XZW0.DE vs. F50A.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.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.
| XZW0.DE | F50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.66 | -1.72 |
| Martin ratioReturn relative to average drawdown | 7.27 | 14.61 | -7.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XZW0.DE | F50A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.17 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.88 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.71 | +0.08 |
Drawdowns
XZW0.DE vs. F50A.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, roughly equal to the maximum F50A.DE drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and F50A.DE.
Loading charts...
Drawdown Indicators
| XZW0.DE | F50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -32.88% | -0.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -6.62% | -3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -21.49% | -0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -21.49% | -0.87% |
Current DrawdownCurrent decline from peak | -0.58% | -0.39% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -4.72% | -0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.66% | +1.10% |
Volatility
XZW0.DE vs. F50A.DE - Volatility Comparison
Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) has a higher volatility of 3.11% compared to Amundi Prime Global UCITS ETF Accumulating (F50A.DE) at 2.63%. This indicates that XZW0.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.
Loading charts...
Volatility by Period
| XZW0.DE | F50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.63% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.95% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 11.18% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 14.60% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 17.70% | -1.32% |
XZW0.DE vs. F50A.DE - Expense Ratio Comparison
XZW0.DE has a 0.20% 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
XZW0.DE vs. F50A.DE - Dividend Comparison
Neither XZW0.DE nor F50A.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, XZW0.DE and F50A.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, 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 0.20% for XZW0.DE.
XZW0.DE tracks MSCI World Low Carbon SRI Leaders, 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: 0.20% for XZW0.DE and 0.05% for F50A.DE.
Find the right allocation for XZW0.DE and F50A.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer