PortfoliosLab logoPortfoliosLab logo
IU5C.DE vs. XWTS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IU5C.DE vs. XWTS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IU5C.DE achieves a 3.08% return, which is significantly lower than XWTS.DE's 4.97% return.


IU5C.DE

1D
1.39%
1M
-2.99%
YTD
3.08%
6M
0.70%
1Y
17.66%
3Y*
23.65%
5Y*
12.43%
10Y*

XWTS.DE

1D
0.93%
1M
-1.55%
YTD
4.97%
6M
2.47%
1Y
21.29%
3Y*
23.40%
5Y*
11.82%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IU5C.DE vs. XWTS.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
3.08%12.25%46.75%50.73%-37.12%31.78%11.48%35.88%-11.68%
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
4.97%14.73%42.15%42.40%-34.20%25.29%11.41%30.74%-5.03%

Correlation

The correlation between IU5C.DE and XWTS.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2018

0.97

The correlation between IU5C.DE and XWTS.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IU5C.DE vs. XWTS.DE — Risk / Return Rank

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

IU5C.DE
IU5C.DE Risk / Return Rank: 4242
Overall Rank
IU5C.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IU5C.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IU5C.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU5C.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IU5C.DE Martin Ratio Rank: 4848
Martin Ratio Rank

XWTS.DE
XWTS.DE Risk / Return Rank: 4848
Overall Rank
XWTS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 5353
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.

IU5C.DE vs. XWTS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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.


IU5C.DEXWTS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.05

Calmar ratioReturn relative to maximum drawdown

2.32

2.43

-0.12

Martin ratioReturn relative to average drawdown

7.89

9.13

-1.24

IU5C.DE vs. XWTS.DE - Sharpe Ratio Comparison

The current IU5C.DE Sharpe Ratio is 1.35, which is comparable to the XWTS.DE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of IU5C.DE and XWTS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


IU5C.DEXWTS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

1.61

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.64

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.63

+0.09

Drawdowns

IU5C.DE vs. XWTS.DE - Drawdown Comparison

The maximum IU5C.DE drawdown since its inception was -39.23%, which is greater than XWTS.DE's maximum drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for IU5C.DE and XWTS.DE.


Loading charts...

Drawdown Indicators


IU5C.DEXWTS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.23%

-36.66%

-2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.06%

-9.17%

+1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.61%

-23.94%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-39.23%

-36.66%

-2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

Current Drawdown

Current decline from peak

-4.21%

-3.18%

-1.03%

Average Drawdown

Average peak-to-trough decline

-8.63%

-8.67%

+0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.45%

-0.08%

Volatility

IU5C.DE vs. XWTS.DE - Volatility Comparison

iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) has a higher volatility of 4.12% compared to Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) at 3.84%. This indicates that IU5C.DE's price experiences larger fluctuations and is considered to be riskier than XWTS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IU5C.DEXWTS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

3.84%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

9.72%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

13.91%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

18.16%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

17.73%

+2.18%

IU5C.DE vs. XWTS.DE - Expense Ratio Comparison

IU5C.DE has a 0.15% expense ratio, which is lower than XWTS.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

IU5C.DE vs. XWTS.DE - Dividend Comparison

Neither IU5C.DE nor XWTS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, IU5C.DE and XWTS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IU5C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IU5C.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XWTS.DE.

IU5C.DE tracks S&P 500 Capped 35/20 Communication Services, while XWTS.DE tracks MSCI World/Comm Services NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for IU5C.DE and 0.25% for XWTS.DE.

Portfolio Optimizer

Find the right allocation for IU5C.DE and XWTS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer