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XDWI.L vs. GRID.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDWI.L vs. GRID.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) and Gresham House Energy Storage Fund plc (GRID.L). The values are adjusted to include any dividend payments, if applicable.

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XDWI.L vs. GRID.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XDWI.L
Xtrackers MSCI World Industrials UCITS ETF 1C
5.35%25.51%13.06%23.32%-12.72%16.09%11.85%27.17%-7.77%
GRID.L
Gresham House Energy Storage Fund plc
-7.46%84.91%-58.59%-24.90%15.79%21.95%14.23%12.27%-1.77%
Different Trading Currencies

XDWI.L is traded in USD, while GRID.L is traded in GBp. To make them comparable, the GRID.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDWI.L achieves a 5.35% return, which is significantly higher than GRID.L's -7.46% return.


XDWI.L

1D
4.25%
1M
-6.54%
YTD
5.35%
6M
7.55%
1Y
28.62%
3Y*
19.93%
5Y*
11.50%
10Y*

GRID.L

1D
1.48%
1M
-0.07%
YTD
-7.46%
6M
7.24%
1Y
17.90%
3Y*
-18.68%
5Y*
-6.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XDWI.L vs. GRID.L — Risk / Return Rank

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

XDWI.L
XDWI.L Risk / Return Rank: 8181
Overall Rank
XDWI.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XDWI.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
XDWI.L Omega Ratio Rank: 8080
Omega Ratio Rank
XDWI.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
XDWI.L Martin Ratio Rank: 8282
Martin Ratio Rank

GRID.L
GRID.L Risk / Return Rank: 6060
Overall Rank
GRID.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
GRID.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
GRID.L Omega Ratio Rank: 5858
Omega Ratio Rank
GRID.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
GRID.L Martin Ratio Rank: 5959
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.

XDWI.L vs. GRID.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) and Gresham House Energy Storage Fund plc (GRID.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.


XDWI.LGRID.LDifference

Sharpe ratio

Return per unit of total volatility

1.60

0.71

+0.89

Sortino ratio

Return per unit of downside risk

2.23

1.18

+1.05

Omega ratio

Gain probability vs. loss probability

1.32

1.16

+0.16

Calmar ratio

Return relative to maximum drawdown

2.49

1.03

+1.45

Martin ratio

Return relative to average drawdown

9.97

2.12

+7.85

XDWI.L vs. GRID.L - Sharpe Ratio Comparison

The current XDWI.L Sharpe Ratio is 1.60, which is higher than the GRID.L Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of XDWI.L and GRID.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


XDWI.LGRID.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.71

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

-0.20

+0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

-0.03

+0.72

Correlation

The correlation between XDWI.L and GRID.L is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XDWI.L vs. GRID.L - Dividend Comparison

XDWI.L has not paid dividends to shareholders, while GRID.L's dividend yield for the trailing twelve months is around 0.15%.


TTM2025202420232022202120202019
XDWI.L
Xtrackers MSCI World Industrials UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GRID.L
Gresham House Energy Storage Fund plc
0.15%0.14%0.00%6.66%4.33%5.36%5.56%3.26%

Drawdowns

XDWI.L vs. GRID.L - Drawdown Comparison

The maximum XDWI.L drawdown since its inception was -38.92%, smaller than the maximum GRID.L drawdown of -76.14%. Use the drawdown chart below to compare losses from any high point for XDWI.L and GRID.L.


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Drawdown Indicators


XDWI.LGRID.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.92%

-77.30%

+38.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.34%

-15.65%

+3.31%

Max Drawdown (5Y)

Largest decline over 5 years

-27.26%

-77.30%

+50.04%

Max Drawdown (10Y)

Largest decline over 10 years

-38.92%

Current Drawdown

Current decline from peak

-7.13%

-56.11%

+48.98%

Average Drawdown

Average peak-to-trough decline

-5.42%

-23.38%

+17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

7.73%

-4.91%

Volatility

XDWI.L vs. GRID.L - Volatility Comparison

Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) has a higher volatility of 7.70% compared to Gresham House Energy Storage Fund plc (GRID.L) at 7.14%. This indicates that XDWI.L's price experiences larger fluctuations and is considered to be riskier than GRID.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWI.LGRID.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

7.14%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

13.31%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

25.24%

-7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

31.58%

-14.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

27.09%

-9.49%