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XD3E.L vs. XXTW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD3E.L vs. XXTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) and Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XD3E.L is traded in GBp, while XXTW.L is traded in GBP. To make them comparable, the XXTW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XD3E.L achieves a 7.41% return, which is significantly lower than XXTW.L's 24.48% return.


XD3E.L

1D
0.06%
1M
2.98%
YTD
7.41%
6M
9.39%
1Y
16.75%
3Y*
13.60%
5Y*
7.05%
10Y*
5.77%

XXTW.L

1D
-1.87%
1M
15.15%
YTD
24.48%
6M
22.94%
1Y
53.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD3E.L vs. XXTW.L - Yearly Performance Comparison


2026 (YTD)202520242023
XD3E.L
Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D
7.41%32.73%0.31%0.75%
XXTW.L
Xtrackers MSCI World Information Technology UCITS ETF
24.48%13.82%36.21%14.56%

Correlation

The correlation between XD3E.L and XXTW.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.19

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Return for Risk

XD3E.L vs. XXTW.L — Risk / Return Rank

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

XD3E.L
XD3E.L Risk / Return Rank: 3939
Overall Rank
XD3E.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XD3E.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
XD3E.L Omega Ratio Rank: 4343
Omega Ratio Rank
XD3E.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XD3E.L Martin Ratio Rank: 3535
Martin Ratio Rank

XXTW.L
XXTW.L Risk / Return Rank: 7171
Overall Rank
XXTW.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XXTW.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XXTW.L Omega Ratio Rank: 7676
Omega Ratio Rank
XXTW.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
XXTW.L Martin Ratio Rank: 4949
Martin Ratio Rank
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.

XD3E.L vs. XXTW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) and Xtrackers MSCI World Information Technology UCITS ETF (XXTW.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.


XD3E.LXXTW.LDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.61

Omega ratioGain probability vs. loss probability

1.27

1.45

-0.17

Calmar ratioReturn relative to maximum drawdown

1.84

3.14

-1.30

Martin ratioReturn relative to average drawdown

5.13

8.22

-3.09

XD3E.L vs. XXTW.L - Sharpe Ratio Comparison

The current XD3E.L Sharpe Ratio is 1.46, which is lower than the XXTW.L Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of XD3E.L and XXTW.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.


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Sharpe Ratios by Period


XD3E.LXXTW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.46

2.73

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.52

-1.48

Drawdowns

XD3E.L vs. XXTW.L - Drawdown Comparison

The maximum XD3E.L drawdown since its inception was -62.35%, which is greater than XXTW.L's maximum drawdown of -28.44%. Use the drawdown chart below to compare losses from any high point for XD3E.L and XXTW.L.


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Drawdown Indicators


XD3E.LXXTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.35%

-28.44%

-33.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

-16.79%

+7.69%

Max Drawdown (3Y)

Largest decline over 3 years

-12.64%

Max Drawdown (5Y)

Largest decline over 5 years

-26.44%

Max Drawdown (10Y)

Largest decline over 10 years

-35.37%

Current Drawdown

Current decline from peak

-1.16%

-2.31%

+1.15%

Average Drawdown

Average peak-to-trough decline

-28.83%

-5.02%

-23.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

6.43%

-3.17%

Volatility

XD3E.L vs. XXTW.L - Volatility Comparison

The current volatility for Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) is 2.88%, while Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) has a volatility of 6.76%. This indicates that XD3E.L experiences smaller price fluctuations and is considered to be less risky than XXTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XD3E.LXXTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

6.76%

-3.88%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

14.37%

-5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

19.30%

-7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

21.48%

-5.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

21.48%

-2.18%

XD3E.L vs. XXTW.L - Expense Ratio Comparison

XD3E.L has a 0.30% expense ratio, which is higher than XXTW.L's 0.25% expense ratio.


Dividends

XD3E.L vs. XXTW.L - Dividend Comparison

XD3E.L's dividend yield for the trailing twelve months is around 0.05%, while XXTW.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
XD3E.L
Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D
0.05%0.05%0.06%0.04%0.04%0.06%0.06%0.02%0.04%0.03%0.03%0.00%
XXTW.L
Xtrackers MSCI World Information Technology UCITS ETF
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


XD3E.L and XXTW.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XXTW.L is cheaper with a 0.25% expense ratio, compared with 0.30% for XD3E.L.

XD3E.L is categorized as Europe Equities, while XXTW.L is Technology Equities. XD3E.L tracks MSCI EMU NR EUR, while XXTW.L tracks MSCI World Information Technology 20/35 Custom index. Their fees differ too: 0.30% for XD3E.L and 0.25% for XXTW.L.

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