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XDWC.DE vs. WCOD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDWC.DE vs. WCOD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.DE) and SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.L). The values are adjusted to include any dividend payments, if applicable.

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XDWC.DE vs. WCOD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWC.DE
Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C
-9.52%-4.03%29.38%31.32%-29.77%27.54%24.23%30.98%-2.57%8.58%
WCOD.L
SPDR MSCI World Consumer Discretionary UCITS ETF
-9.12%-4.18%29.16%31.39%-30.04%28.25%24.06%29.66%-1.69%7.25%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with XDWC.DE having a -9.52% return and WCOD.L slightly higher at -9.12%.


XDWC.DE

1D
-0.86%
1M
-2.68%
YTD
-9.52%
6M
-8.47%
1Y
0.02%
3Y*
9.06%
5Y*
4.01%
10Y*
10.01%

WCOD.L

1D
-0.76%
1M
-2.33%
YTD
-9.12%
6M
-8.21%
1Y
-0.02%
3Y*
9.01%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDWC.DE vs. WCOD.L - Expense Ratio Comparison

XDWC.DE has a 0.25% expense ratio, which is lower than WCOD.L's 0.30% expense ratio.


Return for Risk

XDWC.DE vs. WCOD.L — Risk / Return Rank

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

XDWC.DE
XDWC.DE Risk / Return Rank: 1414
Overall Rank
XDWC.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XDWC.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
XDWC.DE Omega Ratio Rank: 1111
Omega Ratio Rank
XDWC.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XDWC.DE Martin Ratio Rank: 1818
Martin Ratio Rank

WCOD.L
WCOD.L Risk / Return Rank: 1919
Overall Rank
WCOD.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
WCOD.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
WCOD.L Omega Ratio Rank: 1919
Omega Ratio Rank
WCOD.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
WCOD.L Martin Ratio Rank: 1919
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.

XDWC.DE vs. WCOD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.DE) and SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.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.


XDWC.DEWCOD.LDifference

Sharpe ratio

Return per unit of total volatility

0.00

-0.00

0.00

Sortino ratio

Return per unit of downside risk

0.15

0.14

0.00

Omega ratio

Gain probability vs. loss probability

1.02

1.02

0.00

Calmar ratio

Return relative to maximum drawdown

0.43

-0.00

+0.43

Martin ratio

Return relative to average drawdown

1.31

-0.00

+1.31

XDWC.DE vs. WCOD.L - Sharpe Ratio Comparison

The current XDWC.DE Sharpe Ratio is 0.00, which is higher than the WCOD.L Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of XDWC.DE and WCOD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDWC.DEWCOD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.00

-0.00

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.24

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.73

-0.21

Correlation

The correlation between XDWC.DE and WCOD.L is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDWC.DE vs. WCOD.L - Dividend Comparison

Neither XDWC.DE nor WCOD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDWC.DE vs. WCOD.L - Drawdown Comparison

The maximum XDWC.DE drawdown since its inception was -35.13%, roughly equal to the maximum WCOD.L drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for XDWC.DE and WCOD.L.


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Drawdown Indicators


XDWC.DEWCOD.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.13%

-36.26%

+1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

-16.19%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-33.47%

-36.26%

+2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-35.13%

Current Drawdown

Current decline from peak

-17.16%

-13.82%

-3.34%

Average Drawdown

Average peak-to-trough decline

-8.12%

-8.51%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.86%

4.77%

+0.09%

Volatility

XDWC.DE vs. WCOD.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.DE) is 6.24%, while SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.L) has a volatility of 6.63%. This indicates that XDWC.DE experiences smaller price fluctuations and is considered to be less risky than WCOD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWC.DEWCOD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

6.63%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.26%

12.55%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

20.58%

20.51%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.41%

23.33%

-3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

24.73%

-6.04%