WITS.AS vs. XDWT.L
Compare and contrast key facts about iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L).
WITS.AS and XDWT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WITS.AS is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Oct 16, 2019. XDWT.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Mar 9, 2016. Both WITS.AS and XDWT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WITS.AS or XDWT.L.
Performance
WITS.AS vs. XDWT.L - Performance Comparison
Returns By Period
In the year-to-date period, WITS.AS achieves a 27.23% return, which is significantly lower than XDWT.L's 28.99% return.
WITS.AS
27.23%
0.63%
10.13%
34.89%
21.69%
N/A
XDWT.L
28.99%
-0.25%
12.61%
37.09%
21.84%
N/A
Key characteristics
| WITS.AS | XDWT.L | |
|---|---|---|
| Sharpe Ratio | 1.59 | 1.71 |
| Sortino Ratio | 2.15 | 2.29 |
| Omega Ratio | 1.28 | 1.31 |
| Calmar Ratio | 2.06 | 2.30 |
| Martin Ratio | 6.80 | 8.10 |
| Ulcer Index | 4.88% | 4.39% |
| Daily Std Dev | 20.87% | 20.80% |
| Max Drawdown | -39.08% | -35.99% |
| Current Drawdown | -3.10% | -2.29% |
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WITS.AS vs. XDWT.L - Expense Ratio Comparison
Both WITS.AS and XDWT.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between WITS.AS and XDWT.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
WITS.AS vs. XDWT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) 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.
Dividends
WITS.AS vs. XDWT.L - Dividend Comparison
WITS.AS's dividend yield for the trailing twelve months is around 0.37%, while XDWT.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
WITS.AS iShares MSCI World Information Technology Sector ESG UCITS ETF | 0.37% | 0.46% | 0.81% | 0.41% | 0.73% | 0.12% |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WITS.AS vs. XDWT.L - Drawdown Comparison
The maximum WITS.AS drawdown since its inception was -39.08%, 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 WITS.AS and XDWT.L. For additional features, visit the drawdowns tool.
Volatility
WITS.AS vs. XDWT.L - Volatility Comparison
iShares MSCI World Information Technology Sector ESG UCITS ETF (WITS.AS) has a higher volatility of 6.25% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) at 5.90%. This indicates that WITS.AS'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.