db x-trackers MSCI World Index UCITS DR 1C

10-Year Study

XDWD.XETRA · · DE · ETF

Executive Summary: db x-trackers MSCI World Index UCITS DR 1C has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 18.7% and an annualized volatility of 13.2%.

1Y CAGR
+17.7%
3Y CAGR
+16.2%
5Y CAGR
+11.8%
10Y CAGR
+12.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
18.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.51.1-4.86.7————————3.2%
20254.4-2.5-7.9-3.96.30.94.8-0.42.54.3-0.30.37.9%
20243.43.73.7-2.11.34.90.2-0.21.31.27.4-1.126.0%
20234.90.70.10.32.63.82.4-0.6-1.6-3.56.04.120.2%
2022-5.4-1.84.7-2.6-3.5-6.310.1-1.7-5.84.60.3-5.7-13.7%
20210.43.36.01.9-0.24.71.93.0-1.95.20.64.032.7%
20200.2-8.7-11.09.62.61.6-0.56.1-1.1-2.89.91.55.5%
20197.93.92.53.6-4.73.83.7-1.73.3-0.14.41.531.3%
20181.2-1.9-3.73.83.70.22.51.80.7-4.90.4-8.3-4.9%
2017-0.85.20.4-0.6-1.2-0.8-0.9-0.93.03.5-0.11.27.8%
2016———0.04.0-1.24.30.3-0.20.75.32.616.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 63.3% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110002.533569799847
2016-05-0110397.770458576135
2016-06-0110268.558398783887
2016-07-0110706.865974157588
2016-08-0110734.735241955916
2016-09-0110717.000253356979
2016-10-0110787.940207752725
2016-11-0111363.060552318217
2016-12-0111659.488218900431
2017-01-0111570.813275905752
2017-02-0112168.735748669877
2017-03-0112221.940714466684
2017-04-0112143.400050671396
2017-05-0111993.919432480367
2017-06-0111895.110210286295
2017-07-0111791.233848492526
2017-08-0111679.756777299215
2017-09-0112029.389409678237
2017-10-0112444.894856853305
2017-11-0112427.15986825437
2017-12-0112574.106916645556
2018-01-0112720.547251076769
2018-02-0112484.418545730936
2018-03-0112026.349125918421
2018-04-0112488.725614390676
2018-05-0112954.142386622754
2018-06-0112980.998226501139
2018-07-0113304.281732961745
2018-08-0113549.531289587027
2018-09-0113647.833797821131
2018-10-0112979.984798581201
2018-11-0113037.750190017736
2018-12-0111952.622244742843
2019-01-0112891.309855586522
2019-02-0113395.996959716242
2019-03-0113726.374461616417
2019-04-0114227.00785406638
2019-05-0113553.078287306816
2019-06-0114068.913098555866
2019-07-0114595.895616924246
2019-08-0114345.578920699265
2019-09-0114814.289333671142
2019-10-0114796.554345072209
2019-11-0115452.242209272867
2019-12-0115690.397770458578
2020-01-0115724.347605776538
2020-02-0114355.206485938688
2020-03-0112780.846212313148
2020-04-0114013.17456295921
2020-05-0114371.928046617684
2020-06-0114608.563465923486
2020-07-0114541.6772232075
2020-08-0115425.386369394479
2020-09-0115253.103623004814
2020-10-0114827.463896630354
2020-11-0116301.49480618191
2020-12-0116549.784646567015
2021-01-0116623.764884722576
2021-02-0117168.989105649864
2021-03-0118203.69901190778
2021-04-0118549.78464656701
2021-05-0118505.19381808969
2021-06-0119380.79554091715
2021-07-0119757.790727134532
2021-08-0120341.525209019506
2021-09-0119958.44945528249
2021-10-0120988.09222194072
2021-11-0121116.29085381302
2021-12-0121967.57030656195
2022-01-0120781.859640233088
2022-02-0120408.918165695464
2022-03-0121358.50012667849
2022-04-0120799.594628832027
2022-05-0120074.48695211553
2022-06-0118805.16848239169
2022-07-0120707.372688117557
2022-08-0120352.67291613884
2022-09-0119171.52267544971
2022-10-0120053.711679756776
2022-11-0120108.943501393464
2022-12-0118964.78337978211
2023-01-0119894.096782366356
2023-02-0120026.349125918416
2023-03-0120041.550544717506
2023-04-0120092.728654674436
2023-05-0120608.56346592349
2023-06-0121389.409678236636
2023-07-0121892.069926526478
2023-08-0121766.911578413987
2023-09-0121413.731948315177
2023-10-0120657.714720040538
2023-11-0121888.522928806688
2023-12-0122791.99391943248
2024-01-0123565.746136306057
2024-02-0124437.800861413736
2024-03-0125353.432987078795
2024-04-0124823.916898910564
2024-05-0125144.16012161135
2024-06-0126368.127691917914
2024-07-0126423.86622751457
2024-08-0126365.594122118066
2024-09-0126713.95996959716
2024-10-0127040.790473777557
2024-11-0129029.64276665822
2024-12-0128712.946541677225
2025-01-0129986.065366100836
2025-02-0129234.86192044591
2025-03-0126924.246262984543
2025-04-0125884.21586014695
2025-05-0127522.16873574867
2025-06-0127756.52394223461
2025-07-0129098.049151254116
2025-08-0128975.17101596149
2025-09-0129707.372688117557
2025-10-0130975.424372941477
2025-11-0130881.6822903471
2025-12-0130967.823663541934
2026-01-0131108.436787433497
2026-02-0131451.735495312896
2026-03-0129951.86217380289
2026-04-0131955.915885482646
Annual Return Matrix
YearAnnual Return
20170.07844415471534116
2018-0.04942575055410037
20190.3127159420904255
20200.05477151622799936
20210.32736290989253236
2022-0.13669180910202294
20230.2018061827023272
20240.259782125389062
20250.07853172152122134
20260.03190706045978886
Total Factor Risk
0.13238212434401314
VTI.US Exposure
0.6330838905253551
VEA.US Exposure
0.13853064076144514
VWO.US Exposure
-0.008278676702213217
QQQ.US Exposure
-0.03265266090312006
VTV.US Exposure
-0.010155317027447297
IJR.US Exposure
-0.004005511185870801
QUAL.US Exposure
-0.021149522800118472
SHV.US Exposure
0.07181520554605643
TLT.US Exposure
0.004056561417789006
LQD.US Exposure
0.010266331412314793
HYG.US Exposure
-0.034819549469813346
GLD.US Exposure
-0.00006566842385121024
USO.US Exposure
-0.0004683592890784829
VNQ.US Exposure
-0.003932040990657223
BTC-USD.CC Exposure
-0.0004441112666676305
CPER.US Exposure
0.0013924154702734735
VIX.INDX Exposure
0.0053722112482366535
UUP.US Exposure
0.20114062369914706
TIP.US Exposure
0.02257325373447067
Idiosyncratic Exposure
0.027740284243749698
Value Score
41.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →20.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.49%
Market Cap$240.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is db x-trackers MSCI World Index UCITS DR 1C a high-risk investment?

db x-trackers MSCI World Index UCITS DR 1C (XDWD.XETRA) has an annualized volatility of 13.2% and experienced a maximum drawdown of 18.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of XDWD.XETRA?

Over the past 10 years, XDWD.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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