XDWC.L vs. ESIC.L
Compare and contrast key facts about Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L) and iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L).
XDWC.L and ESIC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWC.L is a passively managed fund by Xtrackers that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Mar 14, 2016. ESIC.L is a passively managed fund by iShares that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Nov 17, 2020. Both XDWC.L and ESIC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XDWC.L vs. ESIC.L - Performance Comparison
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XDWC.L vs. ESIC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDWC.L Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C | -9.48% | 7.36% | 22.22% | 35.93% | -33.50% | 17.39% | 7.77% |
ESIC.L iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) | -16.84% | 15.19% | -2.80% | 18.89% | -20.52% | 13.21% | 8.42% |
Different Trading Currencies
XDWC.L is traded in USD, while ESIC.L is traded in GBP. To make them comparable, the ESIC.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 -9.48% return, which is significantly higher than ESIC.L's -16.84% return.
XDWC.L
- 1D
- 2.94%
- 1M
- -3.92%
- YTD
- -9.48%
- 6M
- -8.39%
- 1Y
- 8.56%
- 3Y*
- 11.66%
- 5Y*
- 3.92%
- 10Y*
- —
ESIC.L
- 1D
- 3.43%
- 1M
- -7.15%
- YTD
- -16.84%
- 6M
- -13.43%
- 1Y
- -4.89%
- 3Y*
- -2.57%
- 5Y*
- -1.57%
- 10Y*
- —
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XDWC.L vs. ESIC.L - Expense Ratio Comparison
XDWC.L has a 0.25% expense ratio, which is higher than ESIC.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%.
Return for Risk
XDWC.L vs. ESIC.L — Risk / Return Rank
XDWC.L
ESIC.L
XDWC.L vs. ESIC.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 iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.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.L | ESIC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | -0.23 | +0.67 |
Sortino ratioReturn per unit of downside risk | 0.75 | -0.18 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.09 | 0.98 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.49 | -0.25 | +0.75 |
Martin ratioReturn relative to average drawdown | 1.71 | -0.84 | +2.54 |
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
| XDWC.L | ESIC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | -0.23 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | -0.07 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.06 | +0.47 |
Correlation
The correlation between XDWC.L and ESIC.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XDWC.L vs. ESIC.L - Dividend Comparison
Neither XDWC.L nor ESIC.L has paid dividends to shareholders.
Drawdowns
XDWC.L vs. ESIC.L - Drawdown Comparison
The maximum XDWC.L drawdown since its inception was -37.26%, smaller than the maximum ESIC.L drawdown of -42.00%. Use the drawdown chart below to compare losses from any high point for XDWC.L and ESIC.L.
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Drawdown Indicators
| XDWC.L | ESIC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.26% | -28.93% | -8.33% |
Max Drawdown (1Y)Largest decline over 1 year | -16.08% | -21.82% | +5.74% |
Max Drawdown (5Y)Largest decline over 5 years | -37.26% | -28.93% | -8.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.26% | — | — |
Current DrawdownCurrent decline from peak | -12.57% | -19.68% | +7.11% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -9.13% | +0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.66% | 7.10% | -2.44% |
Volatility
XDWC.L vs. ESIC.L - Volatility Comparison
Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.L) and iShares MSCI Europe Consumer Discretionary Sector UCITS ETF EUR (Acc) (ESIC.L) have volatilities of 7.46% and 7.19%, 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.L | ESIC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 7.19% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 14.25% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.82% | 20.84% | -1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 23.73% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 23.36% | -3.85% |