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XDWF.DE vs. WTEC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWF.DE vs. WTEC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly lower than WTEC.L's 25.50% return. Over the past 10 years, XDWF.DE has underperformed WTEC.L with an annualized return of 11.89%, while WTEC.L has yielded a comparatively higher 23.98% annualized return.


XDWF.DE

1D
2.02%
1M
1.21%
YTD
1.15%
6M
4.65%
1Y
12.74%
3Y*
20.89%
5Y*
12.85%
10Y*
11.89%

WTEC.L

1D
-1.99%
1M
14.78%
YTD
25.50%
6M
23.85%
1Y
48.66%
3Y*
29.31%
5Y*
22.47%
10Y*
23.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. WTEC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
1.15%15.35%34.08%12.42%-4.87%39.49%-11.91%29.11%-13.92%8.33%
WTEC.L
SPDR MSCI World Technology UCITS ETF USD Acc
25.51%7.71%42.92%50.23%-27.25%39.60%32.24%50.03%1.07%20.92%

Correlation

The correlation between XDWF.DE and WTEC.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.40

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

0.48

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

0.51

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.52

The correlation between XDWF.DE and WTEC.L shifts across timeframes, from 0.40 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDWF.DE vs. WTEC.L — Risk / Return Rank

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

XDWF.DE
XDWF.DE Risk / Return Rank: 2727
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2929
Martin Ratio Rank

WTEC.L
WTEC.L Risk / Return Rank: 6868
Overall Rank
WTEC.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTEC.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
WTEC.L Omega Ratio Rank: 6969
Omega Ratio Rank
WTEC.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
WTEC.L Martin Ratio Rank: 5353
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.

XDWF.DE vs. WTEC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.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.


XDWF.DEWTEC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.66

Omega ratioGain probability vs. loss probability

1.16

1.39

-0.22

Calmar ratioReturn relative to maximum drawdown

1.29

3.03

-1.74

Martin ratioReturn relative to average drawdown

3.98

7.99

-4.01

XDWF.DE vs. WTEC.L - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 0.93, which is lower than the WTEC.L Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of XDWF.DE and WTEC.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


XDWF.DEWTEC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.33

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.97

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

1.09

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

1.12

-0.48

Drawdowns

XDWF.DE vs. WTEC.L - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -42.06%, which is greater than WTEC.L's maximum drawdown of -31.48%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and WTEC.L.


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Drawdown Indicators


XDWF.DEWTEC.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.06%

-31.48%

-10.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-15.98%

+6.33%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

-29.92%

+10.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.74%

-29.92%

+10.18%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

-31.48%

-10.58%

Current Drawdown

Current decline from peak

-0.84%

-2.47%

+1.63%

Average Drawdown

Average peak-to-trough decline

-6.06%

-5.85%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

6.07%

-2.93%

Volatility

XDWF.DE vs. WTEC.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 3.37%, while SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) has a volatility of 7.41%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than WTEC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWF.DEWTEC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

7.41%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

15.70%

-5.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

20.81%

-7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

23.21%

-6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

22.01%

-3.40%

XDWF.DE vs. WTEC.L - Expense Ratio Comparison

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


Dividends

XDWF.DE vs. WTEC.L - Dividend Comparison

Neither XDWF.DE nor WTEC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWF.DE and WTEC.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for WTEC.L.

XDWF.DE is categorized as Financials Equities, while WTEC.L is Technology Equities. XDWF.DE tracks MSCI World Financials, while WTEC.L tracks MSCI World Information Technology index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.25% for XDWF.DE and 0.30% for WTEC.L.

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