XZW0.DE vs. XG12.DE
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) are both Global Equities funds from Xtrackers - XZW0.DE tracks the MSCI World Low Carbon SRI Leaders while XG12.DE tracks the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Both are passively managed. Over the past 3 years, XZW0.DE returned 16.56%/yr vs 12.73%/yr for XG12.DE. A 0.70 correlation means they provide meaningful diversification when combined. XZW0.DE charges 0.20%/yr vs 0.35%/yr for XG12.DE.
Performance
XZW0.DE vs. XG12.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 XG12.DE's 39.92% 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*
- —
XG12.DE
- 1D
- -0.39%
- 1M
- 8.41%
- YTD
- 39.92%
- 6M
- 37.25%
- 1Y
- 53.56%
- 3Y*
- 12.73%
- 5Y*
- —
- 10Y*
- —
XZW0.DE vs. XG12.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -5.68% |
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 39.92% | 8.69% | -4.44% | -8.34% | -5.33% |
Correlation
The correlation between XZW0.DE and XG12.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2022 | 0.70 |
The correlation between XZW0.DE and XG12.DE has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
XZW0.DE vs. XG12.DE — Risk / Return Rank
XZW0.DE
XG12.DE
XZW0.DE vs. XG12.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 Global SDG 12 Circular Economy UCITS ETF 1C (XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.59 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 7.95 | -6.01 |
| Martin ratioReturn relative to average drawdown | 7.27 | 25.46 | -18.18 |
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 | XG12.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 3.33 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.39 | +0.40 |
Drawdowns
XZW0.DE vs. XG12.DE - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, roughly equal to the maximum XG12.DE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and XG12.DE.
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Drawdown Indicators
| XZW0.DE | XG12.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -32.01% | -1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -6.77% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -24.98% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | — | — |
Current DrawdownCurrent decline from peak | -0.58% | -1.67% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -14.28% | +9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.12% | +0.64% |
Volatility
XZW0.DE vs. XG12.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 3.11%, while Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a volatility of 6.86%. This indicates that XZW0.DE experiences smaller price fluctuations and is considered to be less risky than XG12.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 | XG12.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 6.86% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 12.62% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 16.18% | -3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 17.44% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 17.44% | -1.06% |
XZW0.DE vs. XG12.DE - Expense Ratio Comparison
XZW0.DE has a 0.20% expense ratio, which is lower than XG12.DE's 0.35% expense ratio.
Dividends
XZW0.DE vs. XG12.DE - Dividend Comparison
Neither XZW0.DE nor XG12.DE has paid dividends to shareholders.
Frequently Asked Questions
XZW0.DE and XG12.DE have a correlation of 0.73, 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 0.35% for XG12.DE.
XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select. Their fees differ too: 0.20% for XZW0.DE and 0.35% for XG12.DE.
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