WTEC.L vs. XUTD.DE

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) and Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE).

WTEC.L and XUTD.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTEC.L is a passively managed fund by State Street that tracks the performance of the MSCI World Information Technology index. It was launched on Apr 29, 2016. XUTD.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jul 7, 2009. Both WTEC.L and XUTD.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WTEC.L vs. XUTD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) and Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE). The values are adjusted to include any dividend payments, if applicable.

WTEC.L vs. XUTD.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTEC.L SPDR MSCI World Technology UCITS ETF USD Acc	-7.94%	22.22%	34.07%	54.87%	-31.49%	29.89%	44.12%	46.72%	-3.47%	37.86%
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D	0.14%	6.83%	0.29%	3.59%	-12.44%	-2.64%	7.95%	7.44%	0.29%	2.74%

Different Trading Currencies

WTEC.L is traded in USD, while XUTD.DE is traded in EUR. To make them comparable, the XUTD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WTEC.L achieves a -7.94% return, which is significantly lower than XUTD.DE's 0.14% return.

WTEC.L

• 1D: 4.09%
• 1M: -2.75%
• YTD: -7.94%
• 6M: -6.32%
• 1Y: 28.85%
• 3Y*: 24.60%
• 5Y*: 15.07%
• 10Y*: —

XUTD.DE

• 1D: -0.21%
• 1M: -1.25%
• YTD: 0.14%
• 6M: 0.83%
• 1Y: 3.13%
• 3Y*: 2.74%
• 5Y*: -0.26%
• 10Y*: 0.99%

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

WTEC.L vs. XUTD.DE - Expense Ratio Comparison

WTEC.L has a 0.30% expense ratio, which is higher than XUTD.DE's 0.07% expense ratio.

WTEC.L

SPDR MSCI World Technology UCITS ETF USD Acc

XUTD.DE

Xtrackers II US Treasuries UCITS ETF 1D

Return for Risk

WTEC.L vs. XUTD.DE — Risk / Return Rank

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

WTEC.L

WTEC.L Risk / Return Rank: 61
WTEC.L Sharpe Ratio Rank: 66
WTEC.L Sortino Ratio Rank: 67
WTEC.L Omega Ratio Rank: 60
WTEC.L Calmar Ratio Rank: 60
WTEC.L Martin Ratio Rank: 50

XUTD.DE

XUTD.DE Risk / Return Rank: 4
XUTD.DE Sharpe Ratio Rank: 4
XUTD.DE Sortino Ratio Rank: 3
XUTD.DE Omega Ratio Rank: 3
XUTD.DE Calmar Ratio Rank: 5
XUTD.DE Martin Ratio Rank: 7

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.

WTEC.L vs. XUTD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) and Xtrackers II US Treasuries UCITS ETF 1D (XUTD.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.

	WTEC.L	XUTD.DE	Difference
Sharpe ratio Return per unit of total volatility	1.20	0.49	+0.71
Sortino ratio Return per unit of downside risk	1.77	0.70	+1.07
Omega ratio Gain probability vs. loss probability	1.23	1.09	+0.14
Calmar ratio Return relative to maximum drawdown	1.65	0.96	+0.69
Martin ratio Return relative to average drawdown	5.07	2.73	+2.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTEC.L vs. XUTD.DE - Sharpe Ratio Comparison

The current WTEC.L Sharpe Ratio is 1.20, which is higher than the XUTD.DE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of WTEC.L and XUTD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WTEC.L	XUTD.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.20	0.49	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	-0.04	+0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.15	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.98	0.17	+0.81

Correlation

The correlation between WTEC.L and XUTD.DE is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

WTEC.L vs. XUTD.DE - Dividend Comparison

WTEC.L has not paid dividends to shareholders, while XUTD.DE's dividend yield for the trailing twelve months is around 3.38%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
WTEC.L SPDR MSCI World Technology UCITS ETF USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XUTD.DE Xtrackers II US Treasuries UCITS ETF 1D	3.38%	3.43%	3.53%	2.45%	1.97%	3.26%	1.18%	1.46%	1.26%	1.51%	1.97%

Drawdowns

WTEC.L vs. XUTD.DE - Drawdown Comparison

The maximum WTEC.L drawdown since its inception was -35.96%, which is greater than XUTD.DE's maximum drawdown of -19.94%. Use the drawdown chart below to compare losses from any high point for WTEC.L and XUTD.DE.

Drawdown Indicators

	WTEC.L	XUTD.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.96%	-18.01%	-17.95%
Max Drawdown (1Y) Largest decline over 1 year	-16.86%	-7.96%	-8.90%
Max Drawdown (5Y) Largest decline over 5 years	-35.96%	-13.06%	-22.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-18.01%	—
Current Drawdown Current decline from peak	-12.90%	-13.06%	+0.16%
Average Drawdown Average peak-to-trough decline	-6.38%	-9.28%	+2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	5.15%	+0.33%

Volatility

WTEC.L vs. XUTD.DE - Volatility Comparison

SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) has a higher volatility of 6.86% compared to Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) at 2.12%. This indicates that WTEC.L's price experiences larger fluctuations and is considered to be riskier than XUTD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTEC.L	XUTD.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.86%	2.12%	+4.74%
Volatility (6M) Calculated over the trailing 6-month period	15.27%	3.25%	+12.02%
Volatility (1Y) Calculated over the trailing 1-year period	23.96%	6.37%	+17.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.33%	6.86%	+16.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.76%	6.34%	+15.42%