XCX5.L vs. XWIS.L

Last updated Jun 5, 2026

XCX5.L (Xtrackers MSCI India Swap UCITS ETF 1C) and XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) are both exchange-traded funds - XCX5.L is a Asia Pacific Equities fund tracking the MSCI India NR USD, while XWIS.L is a Industrials Equities fund tracking the MSCI World Index. Both are passively managed. Over the past year, XCX5.L returned -12.07% vs 23.01% for XWIS.L. At a 0.35 correlation, their price movements are largely independent. XCX5.L charges 0.75%/yr vs 0.25%/yr for XWIS.L.

Performance

XCX5.L vs. XWIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XCX5.L is traded in GBp, while XWIS.L is traded in GBP. To make them comparable, the XWIS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCX5.L achieves a -12.70% return, which is significantly lower than XWIS.L's 11.39% return.

XCX5.L

• 1D: 1.26%
• 1M: -1.73%
• YTD: -12.70%
• 6M: -12.76%
• 1Y: -12.07%
• 3Y*: 2.47%
• 5Y*: 4.13%
• 10Y*: 7.44%

XWIS.L

• 1D: 0.07%
• 1M: 1.32%
• YTD: 11.39%
• 6M: 12.24%
• 1Y: 23.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XCX5.L vs. XWIS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XCX5.L Xtrackers MSCI India Swap UCITS ETF 1C	-12.70%	-5.16%	11.92%	13.95%
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	11.39%	16.99%	14.88%	7.34%

Correlation

The correlation between XCX5.L and XWIS.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023	0.35

Return for Risk

XCX5.L vs. XWIS.L — Risk / Return Rank

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

XCX5.L

XCX5.L Risk / Return Rank: 3
XCX5.L Sharpe Ratio Rank: 3
XCX5.L Sortino Ratio Rank: 3
XCX5.L Omega Ratio Rank: 3
XCX5.L Calmar Ratio Rank: 4
XCX5.L Martin Ratio Rank: 2

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.

XCX5.L vs. XWIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.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.

	XCX5.L	XWIS.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.76	1.69	-2.45
Sortino ratio: Return per unit of downside risk	-1.01	2.44	-3.45
Omega ratio: Gain probability vs. loss probability	0.89	1.31	-0.42
Calmar ratio: Return relative to maximum drawdown	-0.60	2.33	-2.93
Martin ratio: Return relative to average drawdown	-1.37	8.25	-9.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XCX5.L vs. XWIS.L - Sharpe Ratio Comparison

The current XCX5.L Sharpe Ratio is -0.76, which is lower than the XWIS.L Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of XCX5.L and XWIS.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

	XCX5.L	XWIS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.76	1.69	-2.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	1.33	-1.10

Drawdowns

XCX5.L vs. XWIS.L - Drawdown Comparison

The maximum XCX5.L drawdown since its inception was -41.74%, which is greater than XWIS.L's maximum drawdown of -17.37%. Use the drawdown chart below to compare losses from any high point for XCX5.L and XWIS.L.

Drawdown Indicators

	XCX5.L	XWIS.L	Difference
Max Drawdown Largest peak-to-trough decline	-41.74%	-17.37%	-24.37%
Max Drawdown (1Y) Largest decline over 1 year	-19.88%	-9.84%	-10.04%
Max Drawdown (3Y) Largest decline over 3 years	-26.47%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.47%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.35%	—	—
Current Drawdown Current decline from peak	-23.06%	-1.79%	-21.27%
Average Drawdown Average peak-to-trough decline	-11.04%	-2.38%	-8.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.81%	2.78%	+6.03%

Volatility

XCX5.L vs. XWIS.L - Volatility Comparison

Xtrackers MSCI India Swap UCITS ETF 1C (XCX5.L) has a higher volatility of 6.39% compared to Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) at 4.53%. This indicates that XCX5.L's price experiences larger fluctuations and is considered to be riskier than XWIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XCX5.L	XWIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	4.53%	+1.86%
Volatility (6M) Calculated over the trailing 6-month period	13.26%	11.10%	+2.16%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	13.56%	+2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.92%	13.84%	+2.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.89%	13.84%	+6.05%

XCX5.L vs. XWIS.L - Expense Ratio Comparison

XCX5.L has a 0.75% expense ratio, which is higher than XWIS.L's 0.25% expense ratio.

Dividends

XCX5.L vs. XWIS.L - Dividend Comparison

Neither XCX5.L nor XWIS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XCX5.L and XWIS.L in my portfolio?

XCX5.L and XWIS.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XCX5.L or XWIS.L?

On fees, XWIS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XCX5.L or XWIS.L?

XWIS.L is cheaper with a 0.25% expense ratio, compared with 0.75% for XCX5.L.

What is the main difference between XCX5.L and XWIS.L?

XCX5.L is categorized as Asia Pacific Equities, while XWIS.L is Industrials Equities. XCX5.L tracks MSCI India NR USD, while XWIS.L tracks MSCI World Index. Their fees differ too: 0.75% for XCX5.L and 0.25% for XWIS.L.