JEDG.L vs. XWIS.L
JEDG.L (VanEck Space Innovators UCITS ETF) and XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) are both Industrials Equities funds - JEDG.L tracks the MSCI World/Materials NR USD while XWIS.L tracks the MSCI World Index. Both are passively managed. Over the past year, JEDG.L returned 211.91% vs 23.01% for XWIS.L. A 0.52 correlation means they provide meaningful diversification when combined. JEDG.L charges 0.55%/yr vs 0.25%/yr for XWIS.L.
Performance
JEDG.L vs. XWIS.L - Performance Comparison
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Returns By Period
In the year-to-date period, JEDG.L achieves a 74.89% return, which is significantly higher than XWIS.L's 11.39% return.
JEDG.L
- 1D
- 1.49%
- 1M
- 23.72%
- YTD
- 74.89%
- 6M
- 96.65%
- 1Y
- 211.91%
- 3Y*
- 65.85%
- 5Y*
- —
- 10Y*
- —
XWIS.L
- 1D
- 0.07%
- 1M
- 1.32%
- YTD
- 11.39%
- 6M
- 12.24%
- 1Y
- 23.01%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEDG.L vs. XWIS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JEDG.L VanEck Space Innovators UCITS ETF | 74.89% | 80.38% | 46.13% | -1.45% |
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP | 11.39% | 16.99% | 14.88% | 7.34% |
Correlation
The correlation between JEDG.L and XWIS.L is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023 | 0.52 |
The correlation between JEDG.L and XWIS.L has been stable across timeframes, ranging from 0.50 to 0.52 - a consistent structural relationship.
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Return for Risk
JEDG.L vs. XWIS.L — Risk / Return Rank
JEDG.L
XWIS.L
JEDG.L vs. XWIS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Space Innovators UCITS ETF (JEDG.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.
| JEDG.L | XWIS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.08 | ||
| Sortino ratioReturn per unit of downside risk | +2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.61 | 1.31 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 9.18 | 2.33 | +6.85 |
| Martin ratioReturn relative to average drawdown | 30.71 | 8.25 | +22.46 |
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
| JEDG.L | XWIS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.77 | 1.69 | +3.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 1.33 | +0.03 |
Drawdowns
JEDG.L vs. XWIS.L - Drawdown Comparison
The maximum JEDG.L drawdown since its inception was -26.80%, which is greater than XWIS.L's maximum drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for JEDG.L and XWIS.L.
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Drawdown Indicators
| JEDG.L | XWIS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.80% | -17.37% | -9.43% |
Max Drawdown (1Y)Largest decline over 1 year | -22.94% | -9.84% | -13.10% |
Max Drawdown (3Y)Largest decline over 3 years | -26.80% | — | — |
Current DrawdownCurrent decline from peak | -13.90% | -1.79% | -12.11% |
Average DrawdownAverage peak-to-trough decline | -8.86% | -2.38% | -6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 2.78% | +4.09% |
Volatility
JEDG.L vs. XWIS.L - Volatility Comparison
VanEck Space Innovators UCITS ETF (JEDG.L) has a higher volatility of 18.94% compared to Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) at 4.53%. This indicates that JEDG.L's price experiences larger fluctuations and is considered to be riskier than XWIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JEDG.L | XWIS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.94% | 4.53% | +14.41% |
Volatility (6M)Calculated over the trailing 6-month period | 34.54% | 11.10% | +23.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.16% | 13.56% | +30.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.12% | 13.84% | +19.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 13.84% | +19.28% |
JEDG.L vs. XWIS.L - Expense Ratio Comparison
JEDG.L has a 0.55% expense ratio, which is higher than XWIS.L's 0.25% expense ratio.
Dividends
JEDG.L vs. XWIS.L - Dividend Comparison
Neither JEDG.L nor XWIS.L has paid dividends to shareholders.
Frequently Asked Questions
JEDG.L and XWIS.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWIS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWIS.L is cheaper with a 0.25% expense ratio, compared with 0.55% for JEDG.L.
JEDG.L tracks MSCI World/Materials NR USD, while XWIS.L tracks MSCI World Index. They also come from different issuers: VanEck and Xtrackers. Their fees differ too: 0.55% for JEDG.L and 0.25% for XWIS.L.
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