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XDWC.L vs. CDIS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWC.L vs. CDIS.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.L) and State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDWC.L achieves a -2.97% return, which is significantly higher than CDIS.L's -10.59% return. Over the past 10 years, XDWC.L has outperformed CDIS.L with an annualized return of 10.96%, while CDIS.L has yielded a comparatively lower 5.98% annualized return.


XDWC.L

1D
-1.62%
1M
0.09%
6M
-4.07%
YTD
-2.97%
1Y
5.60%
3Y*
9.26%
5Y*
4.24%
10Y*
10.96%

CDIS.L

1D
-1.16%
1M
-0.98%
6M
-6.78%
YTD
-10.59%
1Y
-2.32%
3Y*
-2.18%
5Y*
-0.97%
10Y*
5.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWC.L vs. CDIS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWC.L
Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C
-2.97%7.35%22.23%35.93%-33.50%17.39%37.11%25.92%-5.15%22.50%
CDIS.L
State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF
-10.59%15.65%-2.76%18.78%-20.83%14.11%15.50%29.88%-18.16%26.12%

Correlation

The correlation between XDWC.L and CDIS.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2014

0.71

The correlation between XDWC.L and CDIS.L has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.

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Return for Risk

XDWC.L vs. CDIS.L — Risk / Return Rank

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

XDWC.L
XDWC.L Risk / Return Rank: 1515
Overall Rank
XDWC.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XDWC.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
XDWC.L Omega Ratio Rank: 1414
Omega Ratio Rank
XDWC.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XDWC.L Martin Ratio Rank: 1616
Martin Ratio Rank

CDIS.L
CDIS.L Risk / Return Rank: 1010
Overall Rank
CDIS.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CDIS.L Sortino Ratio Rank: 99
Sortino Ratio Rank
CDIS.L Omega Ratio Rank: 99
Omega Ratio Rank
CDIS.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
CDIS.L Martin Ratio Rank: 1010
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.L vs. CDIS.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.L) and State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XDWC.LCDIS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.07

1.00

+0.07

Calmar ratioReturn relative to maximum drawdown

0.35

-0.11

+0.46

Martin ratioReturn relative to average drawdown

0.96

-0.25

+1.20

XDWC.L vs. CDIS.L - Sharpe Ratio Comparison

The current XDWC.L Sharpe Ratio is 0.31, which is higher than the CDIS.L Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of XDWC.L and CDIS.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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Drawdowns

XDWC.L vs. CDIS.L - Drawdown Comparison

The maximum XDWC.L drawdown since its inception was -37.26%, smaller than the maximum CDIS.L drawdown of -42.54%. Use the drawdown chart below to compare losses from any high point for XDWC.L and CDIS.L.


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Drawdown Indicators


XDWC.LCDIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.26%

-42.54%

+5.28%

Max Drawdown (1Y)

Largest decline over 1 year

-16.08%

-21.06%

+4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

-21.35%

-2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-37.26%

-39.86%

+2.60%

Max Drawdown (10Y)

Largest decline over 10 years

-37.26%

-42.54%

+5.28%

Current Drawdown

Current decline from peak

-6.28%

-11.91%

+5.63%

Average Drawdown

Average peak-to-trough decline

-6.92%

-11.70%

+4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

9.37%

-3.52%

Volatility

XDWC.L vs. CDIS.L - Volatility Comparison

Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L) and State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) have volatilities of 5.79% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWC.LCDIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.79%

5.89%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.82%

17.16%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

21.10%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.21%

23.99%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.59%

22.48%

-2.89%

XDWC.L vs. CDIS.L - Expense Ratio Comparison

XDWC.L has a 0.25% expense ratio, which is higher than CDIS.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XDWC.L vs. CDIS.L - Dividend Comparison

Neither XDWC.L nor CDIS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWC.L and CDIS.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CDIS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CDIS.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XDWC.L.

XDWC.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while CDIS.L tracks MSCI Europe Consumer Discretionary 35/20 Capped Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWC.L and 0.18% for CDIS.L.

Portfolio Optimizer

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