IUCM.L vs. XWTS.DE
IUCM.L (iShares S&P 500 Communication Sector UCITS ETF USD Acc) and XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) are both Communications Equities funds tracking the MSCI World/Comm Services NR USD, from iShares and Xtrackers respectively. Both are passively managed. Over the past 5 years, IUCM.L returned 11.39%/yr vs 10.78%/yr for XWTS.DE. Their correlation of 0.91 suggests significant overlap in exposure. IUCM.L charges 0.15%/yr vs 0.25%/yr for XWTS.DE.
Performance
IUCM.L vs. XWTS.DE - Performance Comparison
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Different Trading Currencies
IUCM.L is traded in USD, while XWTS.DE is traded in EUR. To make them comparable, the XWTS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IUCM.L achieves a 1.60% return, which is significantly lower than XWTS.DE's 3.77% return.
IUCM.L
- 1D
- 1.51%
- 1M
- -2.81%
- YTD
- 1.60%
- 6M
- 1.52%
- 1Y
- 20.87%
- 3Y*
- 27.10%
- 5Y*
- 11.39%
- 10Y*
- —
XWTS.DE
- 1D
- 1.06%
- 1M
- -1.34%
- YTD
- 3.77%
- 6M
- 3.15%
- 1Y
- 24.53%
- 3Y*
- 26.76%
- 5Y*
- 10.78%
- 10Y*
- 10.83%
IUCM.L vs. XWTS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUCM.L iShares S&P 500 Communication Sector UCITS ETF USD Acc | 1.60% | 26.48% | 38.98% | 55.75% | -40.54% | 22.36% | 22.64% | 30.83% | -10.96% |
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 3.77% | 29.52% | 34.02% | 46.90% | -37.82% | 15.41% | 22.30% | 27.97% | -6.63% |
Correlation
The correlation between IUCM.L and XWTS.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2018 | 0.91 |
The correlation between IUCM.L and XWTS.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.
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Return for Risk
IUCM.L vs. XWTS.DE — Risk / Return Rank
IUCM.L
XWTS.DE
IUCM.L 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 (IUCM.L) 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.
| IUCM.L | XWTS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.29 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.16 | -0.02 |
| Martin ratioReturn relative to average drawdown | 7.78 | 8.61 | -0.82 |
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
| IUCM.L | XWTS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.69 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.63 | +0.09 |
Drawdowns
IUCM.L vs. XWTS.DE - Drawdown Comparison
The maximum IUCM.L drawdown since its inception was -47.32%, which is greater than XWTS.DE's maximum drawdown of -44.87%. Use the drawdown chart below to compare losses from any high point for IUCM.L and XWTS.DE.
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Drawdown Indicators
| IUCM.L | XWTS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.32% | -44.87% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.71% | -11.32% | +1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -18.79% | -19.79% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -47.32% | -44.87% | -2.45% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.87% | — |
Current DrawdownCurrent decline from peak | -4.70% | -3.29% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -9.36% | -0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.84% | -0.17% |
Volatility
IUCM.L vs. XWTS.DE - Volatility Comparison
iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) has a higher volatility of 4.40% compared to Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) at 4.07%. This indicates that IUCM.L'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.
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Volatility by Period
| IUCM.L | XWTS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.07% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 10.44% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 14.48% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 19.07% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.34% | 18.35% | +1.99% |
IUCM.L vs. XWTS.DE - Expense Ratio Comparison
IUCM.L 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
IUCM.L vs. XWTS.DE - Dividend Comparison
Neither IUCM.L nor XWTS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, IUCM.L 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, IUCM.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUCM.L is cheaper with a 0.15% expense ratio, compared with 0.25% for XWTS.DE.
Both ETFs track MSCI World/Comm Services NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for IUCM.L and 0.25% for XWTS.DE.
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