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Xtrackers MSCI World Communication Services UCITS ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BM67HR47
Issuer
Xtrackers
Inception Date
Mar 16, 2016
Leveraged
1x (No leverage)
Index Tracked
MSCI World Communication Services 20-35 Custom Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Xtrackers MSCI World Communication Services UCITS ETF 1C GBP, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

XSSW.L is traded in GBP, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to GBP using the latest available exchange rates.

Returns By Period

Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) has returned -4.75% so far this year and 24.03% over the past 12 months.


Xtrackers MSCI World Communication Services UCITS ETF 1C GBP

1D
1.42%
1M
-5.34%
YTD
-4.75%
6M
-1.77%
1Y
24.03%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.61%
1M
-3.22%
YTD
-2.82%
6M
-0.72%
1Y
13.66%
3Y*
14.01%
5Y*
11.18%
10Y*
12.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 14, 2023, XSSW.L's average daily return is +0.08%, while the average monthly return is +1.76%. At this rate, your investment would double in approximately 3.3 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jan 2025 with a return of +8.8%, while the worst month was Mar 2025 at -9.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XSSW.L closed higher 55% of trading days. The best single day was Apr 26, 2024 with a return of +4.6%, while the worst single day was Apr 3, 2025 at -4.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.24%-0.62%-5.34%-4.75%
20258.78%-6.80%-9.01%-0.41%7.39%5.30%5.45%1.77%4.48%4.02%1.18%-2.01%20.12%
20244.95%3.74%4.20%-0.68%2.40%6.65%-4.85%-0.81%2.33%6.23%4.83%3.43%36.87%
20231.49%1.14%-2.27%3.56%4.73%8.80%

Benchmark Metrics

Xtrackers MSCI World Communication Services UCITS ETF 1C GBP has an annualized alpha of 18.72%, beta of 0.39, and R² of 0.14 versus S&P 500 Index. Calculated based on daily prices since August 15, 2023.

  • This ETF captured 134.42% of S&P 500 Index gains but only 87.08% of its losses — a favorable profile for investors.
  • Beta of 0.39 may look defensive, but with R² of 0.14 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.14 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
18.72%
Beta
0.39
0.14
Upside Capture
134.42%
Downside Capture
87.08%

Expense Ratio

XSSW.L has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

XSSW.L ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


XSSW.L Risk / Return Rank: 7878
Overall Rank
XSSW.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XSSW.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
XSSW.L Omega Ratio Rank: 7171
Omega Ratio Rank
XSSW.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
XSSW.L Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) and compare them to a chosen benchmark (S&P 500 Index).


XSSW.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.73

+0.78

Sortino ratio

Return per unit of downside risk

2.21

1.14

+1.07

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.10

Calmar ratio

Return relative to maximum drawdown

2.43

1.24

+1.19

Martin ratio

Return relative to average drawdown

8.51

4.87

+3.64

Explore XSSW.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Xtrackers MSCI World Communication Services UCITS ETF 1C GBP doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI World Communication Services UCITS ETF 1C GBP. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers MSCI World Communication Services UCITS ETF 1C GBP was 20.71%, occurring on Apr 7, 2025. Recovery took 79 trading sessions.

The current Xtrackers MSCI World Communication Services UCITS ETF 1C GBP drawdown is 6.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.71%Feb 5, 202544Apr 7, 202579Jul 31, 2025123
-8.98%Jul 10, 202442Sep 6, 202436Oct 28, 202478
-8.98%Dec 8, 202577Mar 27, 2026
-6.87%Oct 13, 202311Oct 27, 202316Nov 20, 202327
-5.33%Apr 15, 20249Apr 25, 20247May 7, 202416

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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