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Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) Sharpe Ratio: 1.69

ETF · Currency in GBP · Last updated Jun 5, 2026

The fund provides diversified exposure to global developed market equities that are constituent members of the MSCI World Index and part of the Industrials sector.

XWIS.L's Sharpe Ratio of 1.69 indicates that for each unit of volatility, it generates 1.69 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XWIS.L Sharpe Ratio Market Positioning

The chart shows XWIS.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.40
  • Green zone (top 25%): 2.40 or higher
  • Top 1%: 7.65+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI World Industrials UCITS ETF 1C GBP's Sharpe Ratio with other ETFs in the Industrials Equities category across multiple time periods, showing how XWIS.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
JEDG.LVanEck Space Innovators UCITS ETF4.77
XLIP.LInvesco US Industrials Sector UCITS ETF1.83
IISU.LiShares S&P 500 Industrials Sector UCITS ETF USD (Acc)1.83
WMAT.LSPDR MSCI World Materials UCITS ETF1.68
XDWM.LXtrackers MSCI World Materials UCITS ETF 1C1.66
XLIS.LInvesco Industrials S&P US Select Sector UCITS ETF Acc1.58
SXLI.LSPDR S&P US Industrials Select Sector UCITS ETF1.58
IUIS.LiShares S&P 500 Industrials Sector UCITS ETF USD (Acc)1.58
XUIN.LXtrackers MSCI USA Industrials UCITS ETF 1D1.57
MTRL.LSPDR® MSCI Europe Materials UCITS ETF1.51
XWIS.LXtrackers MSCI World Industrials UCITS ETF 1C GBP—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XWIS.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XWIS.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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