XCTE.DE vs. XCTW.DE
XCTE.DE (Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C) and XCTW.DE (Xtrackers MSCI World Climate Transition UCITS ETF) are both exchange-traded funds - XCTE.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while XCTW.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 3 years, XCTE.DE returned 10.51%/yr vs 16.67%/yr for XCTW.DE. At a 0.30 correlation, their price movements are largely independent. XCTE.DE charges 0.44%/yr vs 0.19%/yr for XCTW.DE.
Performance
XCTE.DE vs. XCTW.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCTE.DE achieves a 5.61% return, which is significantly lower than XCTW.DE's 9.85% return.
XCTE.DE
- 1D
- -0.90%
- 1M
- 3.48%
- YTD
- 5.61%
- 6M
- 6.22%
- 1Y
- 25.79%
- 3Y*
- 10.51%
- 5Y*
- —
- 10Y*
- —
XCTW.DE
- 1D
- 0.05%
- 1M
- 4.92%
- YTD
- 9.85%
- 6M
- 10.34%
- 1Y
- 22.78%
- 3Y*
- 16.67%
- 5Y*
- —
- 10Y*
- —
XCTE.DE vs. XCTW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XCTE.DE Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C | 5.61% | 19.05% | 22.69% | -17.73% |
XCTW.DE Xtrackers MSCI World Climate Transition UCITS ETF | 9.85% | 7.28% | 25.26% | 12.68% |
Correlation
The correlation between XCTE.DE and XCTW.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2023 | 0.30 |
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Return for Risk
XCTE.DE vs. XCTW.DE — Risk / Return Rank
XCTE.DE
XCTW.DE
XCTE.DE vs. XCTW.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) and Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.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.
| XCTE.DE | XCTW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.37 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.94 | -1.83 |
| Martin ratioReturn relative to average drawdown | 1.90 | 11.85 | -9.95 |
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
| XCTE.DE | XCTW.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.96 | -1.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 1.29 | -1.16 |
Drawdowns
XCTE.DE vs. XCTW.DE - Drawdown Comparison
The maximum XCTE.DE drawdown since its inception was -48.80%, which is greater than XCTW.DE's maximum drawdown of -21.64%. Use the drawdown chart below to compare losses from any high point for XCTE.DE and XCTW.DE.
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Drawdown Indicators
| XCTE.DE | XCTW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.80% | -21.64% | -27.16% |
Max Drawdown (1Y)Largest decline over 1 year | -23.30% | -7.72% | -15.58% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -21.64% | -9.67% |
Current DrawdownCurrent decline from peak | -12.95% | -0.31% | -12.64% |
Average DrawdownAverage peak-to-trough decline | -25.74% | -2.65% | -23.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.53% | 1.92% | +11.61% |
Volatility
XCTE.DE vs. XCTW.DE - Volatility Comparison
Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) has a higher volatility of 7.28% compared to Xtrackers MSCI World Climate Transition UCITS ETF (XCTW.DE) at 2.68%. This indicates that XCTE.DE's price experiences larger fluctuations and is considered to be riskier than XCTW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCTE.DE | XCTW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.28% | 2.68% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.06% | 8.12% | +6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.97% | 11.55% | +18.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.37% | 13.16% | +17.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 13.16% | +17.21% |
XCTE.DE vs. XCTW.DE - Expense Ratio Comparison
XCTE.DE has a 0.44% expense ratio, which is higher than XCTW.DE's 0.19% expense ratio.
Dividends
XCTE.DE vs. XCTW.DE - Dividend Comparison
Neither XCTE.DE nor XCTW.DE has paid dividends to shareholders.
Frequently Asked Questions
XCTE.DE and XCTW.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCTW.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCTW.DE is cheaper with a 0.19% expense ratio, compared with 0.44% for XCTE.DE.
XCTE.DE is categorized as Technology Equities, while XCTW.DE is Global Equities. XCTE.DE tracks MSCI World/Information Tech NR USD, while XCTW.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.44% for XCTE.DE and 0.19% for XCTW.DE.
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