DXSK.DE vs. XDWT.DE
DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - DXSK.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Staples ESG Screened 20-35, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, DXSK.DE returned 1.68%/yr vs 24.00%/yr for XDWT.DE. At a 0.37 correlation, their price movements are largely independent. DXSK.DE charges 0.17%/yr vs 0.25%/yr for XDWT.DE.
Performance
DXSK.DE vs. XDWT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSK.DE achieves a -1.77% return, which is significantly lower than XDWT.DE's 25.23% return. Over the past 10 years, DXSK.DE has underperformed XDWT.DE with an annualized return of 1.68%, while XDWT.DE has yielded a comparatively higher 24.00% annualized return.
DXSK.DE
- 1D
- -0.60%
- 1M
- -3.00%
- YTD
- -1.77%
- 6M
- -1.94%
- 1Y
- -8.43%
- 3Y*
- -5.20%
- 5Y*
- -2.86%
- 10Y*
- 1.68%
XDWT.DE
- 1D
- -2.03%
- 1M
- 12.76%
- YTD
- 25.23%
- 6M
- 23.47%
- 1Y
- 47.87%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
DXSK.DE vs. XDWT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | -1.77% | -1.90% | -8.81% | 1.36% | -10.89% | 20.71% | -6.08% | 29.68% | -7.36% | 12.63% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between DXSK.DE and XDWT.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.37 |
The correlation between DXSK.DE and XDWT.DE shifts across timeframes, from -0.09 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSK.DE vs. XDWT.DE — Risk / Return Rank
DXSK.DE
XDWT.DE
DXSK.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). 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.
| DXSK.DE | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.99 | ||
| Sortino ratioReturn per unit of downside risk | -3.89 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.38 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 3.12 | -3.67 |
| Martin ratioReturn relative to average drawdown | -1.17 | 8.24 | -9.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DXSK.DE | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 2.38 | -2.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.99 | -1.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 1.11 | -0.99 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.09 | -0.71 |
Drawdowns
DXSK.DE vs. XDWT.DE - Drawdown Comparison
The maximum DXSK.DE drawdown since its inception was -39.67%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for DXSK.DE and XDWT.DE.
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Drawdown Indicators
| DXSK.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -31.61% | -8.06% |
Max Drawdown (1Y)Largest decline over 1 year | -16.96% | -15.59% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -29.46% | +9.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -29.46% | +4.96% |
Max Drawdown (10Y)Largest decline over 10 years | -29.70% | -31.61% | +1.91% |
Current DrawdownCurrent decline from peak | -21.72% | -2.61% | -19.11% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -5.82% | -2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 5.91% | +2.17% |
Volatility
DXSK.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) is 5.14%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that DXSK.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSK.DE | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 7.11% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 14.96% | -2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 20.39% | -4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 22.55% | -8.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 21.46% | -7.07% |
DXSK.DE vs. XDWT.DE - Expense Ratio Comparison
DXSK.DE has a 0.17% expense ratio, which is lower than XDWT.DE'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
DXSK.DE vs. XDWT.DE - Dividend Comparison
Neither DXSK.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSK.DE and XDWT.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDWT.DE.
DXSK.DE is categorized as Consumer Staples Equities, while XDWT.DE is Technology Equities. DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.17% for DXSK.DE and 0.25% for XDWT.DE.
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