LDCE.DE vs. XWTS.L
LDCE.DE (PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist) and XWTS.L (Xtrackers MSCI World Communication Services UCITS ETF 1C) are both exchange-traded funds - LDCE.DE is a European Corporate Bonds fund tracking the PIMCO Low Duration Euro Corporate Bond, while XWTS.L is a Communications Equities fund tracking the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 10 years, LDCE.DE returned 1.27%/yr vs 10.55%/yr for XWTS.L. At a 0.14 correlation, their price movements are largely independent. LDCE.DE charges 0.49%/yr vs 0.25%/yr for XWTS.L.
Performance
LDCE.DE vs. XWTS.L - Performance Comparison
Loading charts...
Different Trading Currencies
LDCE.DE is traded in EUR, while XWTS.L is traded in USD. To make them comparable, the XWTS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LDCE.DE achieves a 0.33% return, which is significantly lower than XWTS.L's 4.84% return. Over the past 10 years, LDCE.DE has underperformed XWTS.L with an annualized return of 1.27%, while XWTS.L has yielded a comparatively higher 10.55% annualized return.
LDCE.DE
- 1D
- 0.27%
- 1M
- 0.57%
- YTD
- 0.33%
- 6M
- 0.13%
- 1Y
- 2.14%
- 3Y*
- 4.78%
- 5Y*
- 1.27%
- 10Y*
- 1.27%
XWTS.L
- 1D
- 0.90%
- 1M
- -0.71%
- YTD
- 4.84%
- 6M
- 3.50%
- 1Y
- 22.62%
- 3Y*
- 23.48%
- 5Y*
- 11.83%
- 10Y*
- 10.55%
LDCE.DE vs. XWTS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LDCE.DE PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist | 0.33% | 4.19% | 4.68% | 6.54% | -8.43% | 0.32% | 1.14% | 2.80% | -0.73% | 0.97% |
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.84% | 13.66% | 43.54% | 43.01% | -33.90% | 24.71% | 12.40% | 29.10% | -5.84% | -6.65% |
Correlation
The correlation between LDCE.DE and XWTS.L is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 29, 2016 | 0.14 |
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
LDCE.DE vs. XWTS.L — Risk / Return Rank
LDCE.DE
XWTS.L
LDCE.DE vs. XWTS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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.
| LDCE.DE | XWTS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.27 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 2.45 | -1.64 |
| Martin ratioReturn relative to average drawdown | 2.69 | 8.97 | -6.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LDCE.DE | XWTS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.55 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.63 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.58 | -0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.58 | +0.02 |
Drawdowns
LDCE.DE vs. XWTS.L - Drawdown Comparison
The maximum LDCE.DE drawdown since its inception was -11.07%, smaller than the maximum XWTS.L drawdown of -36.83%. Use the drawdown chart below to compare losses from any high point for LDCE.DE and XWTS.L.
Loading charts...
Drawdown Indicators
| LDCE.DE | XWTS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.07% | -36.83% | +25.76% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -9.18% | +6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -2.63% | -23.18% | +20.55% |
Max Drawdown (5Y)Largest decline over 5 years | -11.07% | -36.83% | +25.76% |
Max Drawdown (10Y)Largest decline over 10 years | -11.07% | -36.83% | +25.76% |
Current DrawdownCurrent decline from peak | -0.77% | -2.96% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -8.33% | +6.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 2.51% | -1.72% |
Volatility
LDCE.DE vs. XWTS.L - Volatility Comparison
The current volatility for PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE) is 1.19%, while Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) has a volatility of 3.88%. This indicates that LDCE.DE experiences smaller price fluctuations and is considered to be less risky than XWTS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LDCE.DE | XWTS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.19% | 3.88% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 10.30% | -7.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.18% | 14.52% | -11.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.88% | 18.76% | -15.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.45% | 18.10% | -15.65% |
LDCE.DE vs. XWTS.L - Expense Ratio Comparison
LDCE.DE has a 0.49% expense ratio, which is higher than XWTS.L's 0.25% expense ratio.
Dividends
LDCE.DE vs. XWTS.L - Dividend Comparison
LDCE.DE's dividend yield for the trailing twelve months is around 3.37%, while XWTS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDCE.DE PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist | 3.37% | 3.22% | 2.73% | 1.72% | 0.94% | 0.51% | 0.51% | 0.63% | 0.65% | 0.71% | 0.95% | 0.93% |
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LDCE.DE and XWTS.L have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XWTS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XWTS.L is cheaper with a 0.25% expense ratio, compared with 0.49% for LDCE.DE.
LDCE.DE is categorized as European Corporate Bonds, while XWTS.L is Communications Equities. LDCE.DE tracks PIMCO Low Duration Euro Corporate Bond, while XWTS.L tracks MSCI World/Comm Services NR USD. They also come from different issuers: PIMCO and Xtrackers. Their fees differ too: 0.49% for LDCE.DE and 0.25% for XWTS.L.
Find the right allocation for LDCE.DE and XWTS.L
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