XZW0.DE vs. XDWD.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) are both Global Equities funds from Xtrackers - XZW0.DE tracks the MSCI World Low Carbon SRI Leaders while XDWD.DE tracks the MSCI World. Both are passively managed. Over the past 5 years, XZW0.DE returned 12.44%/yr vs 12.89%/yr for XDWD.DE. With a 0.98 correlation, they move nearly in lockstep. XZW0.DE charges 0.20%/yr vs 0.19%/yr for XDWD.DE.
Performance
XZW0.DE vs. XDWD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZW0.DE achieves a 7.60% return, which is significantly lower than XDWD.DE's 10.91% 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*
- —
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%
XZW0.DE vs. XDWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -16.66% | 37.46% | 5.71% | 33.05% | -6.04% |
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -7.03% |
Correlation
The correlation between XZW0.DE and XDWD.DE is 0.95, 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.98 |
The correlation between XZW0.DE and XDWD.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
XZW0.DE vs. XDWD.DE — Risk / Return Rank
XZW0.DE
XDWD.DE
XZW0.DE vs. XDWD.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 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.
| XZW0.DE | XDWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.63 | -1.69 |
| Martin ratioReturn relative to average drawdown | 7.27 | 14.44 | -7.17 |
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
| XZW0.DE | XDWD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.14 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.90 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.78 | +0.01 |
Drawdowns
XZW0.DE vs. XDWD.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, roughly equal to the maximum XDWD.DE drawdown of -33.55%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and XDWD.DE.
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Drawdown Indicators
| XZW0.DE | XDWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -33.55% | +0.33% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -6.54% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -21.64% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -21.64% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.55% | — |
Current DrawdownCurrent decline from peak | -0.58% | -0.33% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -4.55% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.65% | +1.11% |
Volatility
XZW0.DE vs. XDWD.DE - Volatility Comparison
Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) has a higher volatility of 3.11% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 2.60%. This indicates that XZW0.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
| XZW0.DE | XDWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.60% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 7.77% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 11.12% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 14.13% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 15.16% | +1.22% |
XZW0.DE vs. XDWD.DE - Expense Ratio Comparison
XZW0.DE has a 0.20% expense ratio, which is higher than XDWD.DE's 0.19% 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. XDWD.DE - Dividend Comparison
Neither XZW0.DE nor XDWD.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, XZW0.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, XDWD.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWD.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XZW0.DE.
XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while XDWD.DE tracks MSCI World. Their fees differ too: 0.20% for XZW0.DE and 0.19% for XDWD.DE.
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