XZW0.DE vs. XDWT.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XZW0.DE is a Global Equities fund tracking the MSCI World Low Carbon SRI Leaders, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 5 years, XZW0.DE returned 12.44%/yr vs 22.52%/yr for XDWT.DE. Their correlation of 0.87 suggests significant overlap in exposure. XZW0.DE charges 0.20%/yr vs 0.25%/yr for XDWT.DE.
Performance
XZW0.DE vs. XDWT.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 XDWT.DE's 25.23% 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*
- —
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
XZW0.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | -8.38% |
Correlation
The correlation between XZW0.DE and XDWT.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.87 |
The correlation between XZW0.DE and XDWT.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.
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Return for Risk
XZW0.DE vs. XDWT.DE — Risk / Return Rank
XZW0.DE
XDWT.DE
XZW0.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.38 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.12 | -1.17 |
| Martin ratioReturn relative to average drawdown | 7.27 | 8.24 | -0.97 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.38 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.99 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 1.09 | -0.29 |
Drawdowns
XZW0.DE vs. XDWT.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and XDWT.DE.
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Drawdown Indicators
| XZW0.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -31.61% | -1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -15.59% | +5.29% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -29.46% | +7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -29.46% | +7.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.61% | — |
Current DrawdownCurrent decline from peak | -0.58% | -2.61% | +2.03% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -5.82% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 5.91% | -3.15% |
Volatility
XZW0.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 3.11%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XZW0.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 7.11% | -4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 14.96% | -6.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 20.39% | -8.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 22.55% | -7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 21.46% | -5.08% |
XZW0.DE vs. XDWT.DE - Expense Ratio Comparison
XZW0.DE has a 0.20% expense ratio, which is lower than XDWT.DE's 0.25% 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
XZW0.DE vs. XDWT.DE - Dividend Comparison
Neither XZW0.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XZW0.DE and XDWT.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZW0.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZW0.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWT.DE.
XZW0.DE is categorized as Global Equities, while XDWT.DE is Technology Equities. XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.20% for XZW0.DE and 0.25% for XDWT.DE.
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