XZWG.DE vs. XCTW.DE
Compare and contrast key facts about Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) and Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE).
XZWG.DE and XCTW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZWG.DE is a passively managed fund by DWS that tracks the performance of the Bloomberg Global Aggregate TR Hdg EUR. It was launched on Dec 7, 2021. XCTW.DE is a passively managed fund by DWS that tracks the performance of the MSCI ACWI NR USD. It was launched on Jan 31, 2023. Both XZWG.DE and XCTW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XZWG.DE vs. XCTW.DE - Performance Comparison
Loading graphics...
XZWG.DE vs. XCTW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XZWG.DE Xtrackers II ESG Global Government Bond UCITS ETF | 0.31% | -4.17% | 1.51% | 3.03% |
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | -2.76% | 7.28% | 25.26% | 12.68% |
Returns By Period
In the year-to-date period, XZWG.DE achieves a 0.31% return, which is significantly higher than XCTW.DE's -2.76% return.
XZWG.DE
- 1D
- 0.16%
- 1M
- -1.46%
- YTD
- 0.31%
- 6M
- -0.02%
- 1Y
- -2.90%
- 3Y*
- -0.66%
- 5Y*
- —
- 10Y*
- —
XCTW.DE
- 1D
- -0.22%
- 1M
- -2.67%
- YTD
- -2.76%
- 6M
- 0.39%
- 1Y
- 10.48%
- 3Y*
- 13.95%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XZWG.DE vs. XCTW.DE - Expense Ratio Comparison
XZWG.DE has a 0.20% expense ratio, which is higher than XCTW.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%.
Return for Risk
XZWG.DE vs. XCTW.DE — Risk / Return Rank
XZWG.DE
XCTW.DE
XZWG.DE vs. XCTW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) and Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.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.
| XZWG.DE | XCTW.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.68 | 0.65 | -1.33 |
Sortino ratioReturn per unit of downside risk | -0.85 | 0.97 | -1.82 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.14 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | -0.64 | 2.09 | -2.73 |
Martin ratioReturn relative to average drawdown | -0.91 | 8.29 | -9.20 |
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 graphics...
Sharpe Ratios by Period
| XZWG.DE | XCTW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.68 | 0.65 | -1.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | 1.01 | -1.66 |
Correlation
The correlation between XZWG.DE and XCTW.DE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XZWG.DE vs. XCTW.DE - Dividend Comparison
XZWG.DE's dividend yield for the trailing twelve months is around 2.55%, while XCTW.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZWG.DE Xtrackers II ESG Global Government Bond UCITS ETF | 2.55% | 2.53% | 2.56% | 1.74% | 1.16% |
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XZWG.DE vs. XCTW.DE - Drawdown Comparison
The maximum XZWG.DE drawdown since its inception was -20.85%, roughly equal to the maximum XCTW.DE drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for XZWG.DE and XCTW.DE.
Loading graphics...
Drawdown Indicators
| XZWG.DE | XCTW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.85% | -21.64% | +0.79% |
Max Drawdown (1Y)Largest decline over 1 year | -4.52% | -8.56% | +4.04% |
Current DrawdownCurrent decline from peak | -17.93% | -5.21% | -12.72% |
Average DrawdownAverage peak-to-trough decline | -15.17% | -2.75% | -12.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 1.94% | +1.26% |
Volatility
XZWG.DE vs. XCTW.DE - Volatility Comparison
The current volatility for Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) is 1.51%, while Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) has a volatility of 4.44%. This indicates that XZWG.DE experiences smaller price fluctuations and is considered to be less risky than XCTW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XZWG.DE | XCTW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 4.44% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 2.50% | 8.57% | -6.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.30% | 15.93% | -11.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.75% | 13.24% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.75% | 13.24% | -6.49% |