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CDIS.L vs. XDWC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDIS.L vs. XDWC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) and Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CDIS.L is traded in EUR, while XDWC.L is traded in USD. To make them comparable, the XDWC.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CDIS.L achieves a -7.44% return, which is significantly lower than XDWC.L's 0.89% return. Over the past 10 years, CDIS.L has underperformed XDWC.L with an annualized return of 5.68%, while XDWC.L has yielded a comparatively higher 10.69% annualized return.


CDIS.L

1D
2.59%
1M
-0.99%
6M
-7.40%
YTD
-7.44%
1Y
-0.53%
3Y*
-3.14%
5Y*
-0.19%
10Y*
5.68%

XDWC.L

1D
1.51%
1M
1.64%
6M
-1.52%
YTD
0.89%
1Y
8.35%
3Y*
8.98%
5Y*
5.16%
10Y*
10.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDIS.L vs. XDWC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDIS.L
State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF
-7.44%1.95%3.66%15.14%-15.77%22.45%6.11%32.46%-14.16%10.49%
XDWC.L
Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C
0.89%-5.39%30.30%31.86%-29.38%26.17%25.81%28.76%-0.70%7.45%

Correlation

The correlation between CDIS.L and XDWC.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2014

0.69

The correlation between CDIS.L and XDWC.L has been stable across timeframes, ranging from 0.60 to 0.69 - a consistent structural relationship.

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Return for Risk

CDIS.L vs. XDWC.L — Risk / Return Rank

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

CDIS.L
CDIS.L Risk / Return Rank: 99
Overall Rank
CDIS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CDIS.L Sortino Ratio Rank: 99
Sortino Ratio Rank
CDIS.L Omega Ratio Rank: 99
Omega Ratio Rank
CDIS.L Calmar Ratio Rank: 99
Calmar Ratio Rank
CDIS.L Martin Ratio Rank: 99
Martin Ratio Rank

XDWC.L
XDWC.L Risk / Return Rank: 1616
Overall Rank
XDWC.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XDWC.L Sortino Ratio Rank: 1616
Sortino Ratio Rank
XDWC.L Omega Ratio Rank: 1515
Omega Ratio Rank
XDWC.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XDWC.L Martin Ratio Rank: 1616
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.

CDIS.L vs. XDWC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) and Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDIS.LXDWC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.01

1.09

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.03

0.56

-0.58

Martin ratioReturn relative to average drawdown

-0.06

1.45

-1.51

CDIS.L vs. XDWC.L - Sharpe Ratio Comparison

The current CDIS.L Sharpe Ratio is -0.03, which is lower than the XDWC.L Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CDIS.L and XDWC.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDIS.L vs. XDWC.L - Drawdown Comparison

The maximum CDIS.L drawdown since its inception was -41.60%, which is greater than XDWC.L's maximum drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for CDIS.L and XDWC.L.


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Drawdown Indicators


CDIS.LXDWC.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.60%

-35.23%

-6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-20.58%

-14.93%

-5.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.56%

-27.34%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-30.15%

-33.45%

+3.30%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-35.23%

-6.37%

Current Drawdown

Current decline from peak

-15.58%

-8.30%

-7.28%

Average Drawdown

Average peak-to-trough decline

-10.27%

-7.09%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

5.74%

+3.47%

Volatility

CDIS.L vs. XDWC.L - Volatility Comparison

State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) and Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L) have volatilities of 5.59% and 5.51%, 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.


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Volatility by Period


CDIS.LXDWC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

5.51%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

14.37%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

17.97%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

20.47%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

19.48%

+0.82%

CDIS.L vs. XDWC.L - Expense Ratio Comparison

CDIS.L has a 0.18% expense ratio, which is lower than XDWC.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CDIS.L vs. XDWC.L - Dividend Comparison

Neither CDIS.L nor XDWC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CDIS.L and XDWC.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CDIS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CDIS.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWC.L.

CDIS.L tracks MSCI Europe Consumer Discretionary 35/20 Capped Index, while XDWC.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.18% for CDIS.L and 0.25% for XDWC.L.

Portfolio Optimizer

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