SMSN.L vs. XDWT.L

Last updated Jun 5, 2026

SMSN.L (Samsung Electronics Co. Ltd) is a stock, while XDWT.L (Xtrackers MSCI World Information Technology UCITS ETF 1C) is Technology Equities fund tracking the MSCI World/Information Tech NR USD. Over the past 10 years, SMSN.L returned 28.41%/yr vs 24.28%/yr for XDWT.L. At a 0.50 correlation, their price movements are largely independent.

Performance

SMSN.L vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Samsung Electronics Co. Ltd (SMSN.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SMSN.L achieves a 171.15% return, which is significantly higher than XDWT.L's 24.10% return. Over the past 10 years, SMSN.L has outperformed XDWT.L with an annualized return of 28.41%, while XDWT.L has yielded a comparatively lower 24.28% annualized return.

SMSN.L

• 1D: -4.44%
• 1M: 33.41%
• YTD: 171.15%
• 6M: 220.33%
• 1Y: 436.91%
• 3Y*: 63.07%
• 5Y*: 27.15%
• 10Y*: 28.41%

XDWT.L

• 1D: -1.87%
• 1M: 13.92%
• YTD: 24.10%
• 6M: 23.59%
• 1Y: 51.40%
• 3Y*: 32.85%
• 5Y*: 21.37%
• 10Y*: 24.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SMSN.L vs. XDWT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SMSN.L Samsung Electronics Co. Ltd	171.15%	131.89%	-37.94%	38.34%	-31.32%	-8.01%	60.01%	41.56%	-25.35%	63.26%
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	24.10%	22.42%	33.90%	54.82%	-31.38%	29.86%	44.46%	46.27%	-3.14%	37.72%

Correlation

The correlation between SMSN.L and XDWT.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (10Y) Calculated over the trailing 10-year period	0.50
Correlation (All Time) Calculated using the full available price history since Apr 25, 2016	0.50

The correlation between SMSN.L and XDWT.L has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

Return for Risk

SMSN.L vs. XDWT.L — Risk / Return Rank

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

SMSN.L

SMSN.L Risk / Return Rank: 99
SMSN.L Sharpe Ratio Rank: 100
SMSN.L Sortino Ratio Rank: 99
SMSN.L Omega Ratio Rank: 98
SMSN.L Calmar Ratio Rank: 99
SMSN.L Martin Ratio Rank: 99

XDWT.L

XDWT.L Risk / Return Rank: 68
XDWT.L Sharpe Ratio Rank: 78
XDWT.L Sortino Ratio Rank: 76
XDWT.L Omega Ratio Rank: 69
XDWT.L Calmar Ratio Rank: 62
XDWT.L Martin Ratio Rank: 54

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.

SMSN.L vs. XDWT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co. Ltd (SMSN.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.

	SMSN.L	XDWT.L	Difference
Sharpe ratio: Return per unit of total volatility	8.72	2.51	+6.21
Sortino ratio: Return per unit of downside risk	6.34	3.34	+3.00
Omega ratio: Gain probability vs. loss probability	1.82	1.41	+0.41
Calmar ratio: Return relative to maximum drawdown	19.73	3.03	+16.70
Martin ratio: Return relative to average drawdown	66.52	9.02	+57.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SMSN.L vs. XDWT.L - Sharpe Ratio Comparison

The current SMSN.L Sharpe Ratio is 8.72, which is higher than the XDWT.L Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of SMSN.L and XDWT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SMSN.L	XDWT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	8.72	2.51	+6.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.90	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	1.11	-0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	1.11	-0.59

Drawdowns

SMSN.L vs. XDWT.L - Drawdown Comparison

The maximum SMSN.L drawdown since its inception was -65.23%, which is greater than XDWT.L's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for SMSN.L and XDWT.L.

Drawdown Indicators

	SMSN.L	XDWT.L	Difference
Max Drawdown Largest peak-to-trough decline	-65.23%	-35.99%	-29.24%
Max Drawdown (1Y) Largest decline over 1 year	-21.96%	-16.86%	-5.10%
Max Drawdown (3Y) Largest decline over 3 years	-44.52%	-26.10%	-18.42%
Max Drawdown (5Y) Largest decline over 5 years	-49.78%	-35.99%	-13.79%
Max Drawdown (10Y) Largest decline over 10 years	-54.44%	-35.99%	-18.45%
Current Drawdown Current decline from peak	-5.33%	-2.66%	-2.67%
Average Drawdown Average peak-to-trough decline	-18.06%	-6.41%	-11.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.53%	5.68%	+0.85%

Volatility

SMSN.L vs. XDWT.L - Volatility Comparison

Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 21.83% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) at 7.39%. This indicates that SMSN.L's price experiences larger fluctuations and is considered to be riskier than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SMSN.L	XDWT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.83%	7.39%	+14.44%
Volatility (6M) Calculated over the trailing 6-month period	41.98%	15.71%	+26.27%
Volatility (1Y) Calculated over the trailing 1-year period	49.71%	20.39%	+29.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.39%	23.62%	+10.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.73%	22.09%	+10.64%

Dividends

SMSN.L vs. XDWT.L - Dividend Comparison

SMSN.L's dividend yield for the trailing twelve months is around 0.51%, while XDWT.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SMSN.L Samsung Electronics Co. Ltd	0.51%	1.40%	2.88%	1.79%	2.50%	1.85%	3.60%	2.47%	3.65%	1.62%	1.68%	1.71%
XDWT.L Xtrackers MSCI World Information Technology 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

Can I hold both SMSN.L and XDWT.L in my portfolio?

SMSN.L and XDWT.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.