BRIP.L vs. XWIS.L

Last updated Apr 2, 2026

Compare and contrast key facts about Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L).

BRIP.L and XWIS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRIP.L is a passively managed fund by Global X that tracks the performance of the Mirae Asset European Infrastructure Development Index. It was launched on Sep 3, 2024. XWIS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Index. It was launched on Mar 14, 2016. Both BRIP.L and XWIS.L 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

BRIP.L vs. XWIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

BRIP.L vs. XWIS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BRIP.L Global X European Infrastructure Development UCITS ETF EUR Accumulating	8.34%	33.47%	-3.56%
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	6.42%	16.99%	7.05%

Returns By Period

In the year-to-date period, BRIP.L achieves a 8.34% return, which is significantly higher than XWIS.L's 6.42% return.

BRIP.L

• 1D: 3.16%
• 1M: -3.05%
• YTD: 8.34%
• 6M: 9.67%
• 1Y: 25.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XWIS.L

• 1D: 3.45%
• 1M: -6.10%
• YTD: 6.42%
• 6M: 9.02%
• 1Y: 24.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRIP.L vs. XWIS.L - Expense Ratio Comparison

BRIP.L has a 0.47% expense ratio, which is higher than XWIS.L's 0.25% expense ratio.

BRIP.L

Global X European Infrastructure Development UCITS ETF EUR Accumulating

XWIS.L

Xtrackers MSCI World Industrials UCITS ETF 1C GBP

Return for Risk

BRIP.L vs. XWIS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRIP.L

BRIP.L Risk / Return Rank: 76
BRIP.L Sharpe Ratio Rank: 80
BRIP.L Sortino Ratio Rank: 78
BRIP.L Omega Ratio Rank: 78
BRIP.L Calmar Ratio Rank: 78
BRIP.L Martin Ratio Rank: 68

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.

BRIP.L vs. XWIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). 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.

	BRIP.L	XWIS.L	Difference
Sharpe ratio Return per unit of total volatility	1.62	1.55	+0.07
Sortino ratio Return per unit of downside risk	2.13	2.14	-0.02
Omega ratio Gain probability vs. loss probability	1.32	1.30	+0.02
Calmar ratio Return relative to maximum drawdown	2.46	2.52	-0.05
Martin ratio Return relative to average drawdown	8.05	9.69	-1.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRIP.L vs. XWIS.L - Sharpe Ratio Comparison

The current BRIP.L Sharpe Ratio is 1.62, which is comparable to the XWIS.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of BRIP.L and XWIS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BRIP.L	XWIS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.62	1.55	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	1.58	1.29	+0.29

Correlation

The correlation between BRIP.L and XWIS.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BRIP.L vs. XWIS.L - Dividend Comparison

Neither BRIP.L nor XWIS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

BRIP.L vs. XWIS.L - Drawdown Comparison

The maximum BRIP.L drawdown since its inception was -10.38%, smaller than the maximum XWIS.L drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for BRIP.L and XWIS.L.

Volatility

BRIP.L vs. XWIS.L - Volatility Comparison

Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) have volatilities of 6.63% and 6.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRIP.L	XWIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.63%	6.43%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	11.48%	10.19%	+1.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.72%	15.85%	-0.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.85%	13.63%	+1.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.85%	13.63%	+1.22%