You will probably be fine with that, though there are a couple of things to be aware of:
First, according to this TechNet article, the following is a list of characters that are not allowed in a username. Here it is in PowerShell:
'( ; : " <> * + = \\ | ? , )' -imatch '\w'
It returns false, so your
\w should be fine.
Second, as a possible improvement, you might consider wrapping the
\w in parenthesis to enable grouping and easy extraction of the domain or username portion of the match. Note: It will (very slightly) slow down the matching and use (very slightly) more memory.
Third, according to MS KB Article 938447 certain characters are treated as equal in user names / objects. A quick test shows PowerShell correctly matching that the mentioned characters with an umlaut match your regex, so be careful if you are using it to create accounts that the account may still fail in strange cases.