XDWT.DE vs. CSPX.L
XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) and CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - XDWT.DE is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom Index, while CSPX.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XDWT.DE returned 23.65%/yr vs 14.87%/yr for CSPX.L. A 0.75 correlation means they provide meaningful diversification when combined. XDWT.DE charges 0.25%/yr vs 0.07%/yr for CSPX.L.
Performance
XDWT.DE vs. CSPX.L - Performance Comparison
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Different Trading Currencies
XDWT.DE is traded in EUR, while CSPX.L is traded in USD. To make them comparable, the CSPX.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XDWT.DE achieves a 20.35% return, which is significantly higher than CSPX.L's 10.06% return. Over the past 10 years, XDWT.DE has outperformed CSPX.L with an annualized return of 23.65%, while CSPX.L has yielded a comparatively lower 14.87% annualized return.
XDWT.DE
- 1D
- 2.49%
- 1M
- 1.44%
- YTD
- 20.35%
- 6M
- 22.00%
- 1Y
- 43.91%
- 3Y*
- 27.11%
- 5Y*
- 21.02%
- 10Y*
- 23.65%
CSPX.L
- 1D
- 2.10%
- 1M
- 0.69%
- YTD
- 10.06%
- 6M
- 11.30%
- 1Y
- 24.68%
- 3Y*
- 17.98%
- 5Y*
- 14.27%
- 10Y*
- 14.87%
XDWT.DE vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 20.35% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.75% | 21.05% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 10.06% | 3.52% | 33.52% | 22.94% | -13.69% | 39.03% | 7.93% | 33.50% | -1.02% | 6.66% |
Correlation
The correlation between XDWT.DE and CSPX.L is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.75 |
The correlation between XDWT.DE and CSPX.L has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
XDWT.DE vs. CSPX.L — Risk / Return Rank
XDWT.DE
CSPX.L
XDWT.DE vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.
| XDWT.DE | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.36 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 3.47 | -0.74 |
| Martin ratioReturn relative to average drawdown | 7.09 | 11.77 | -4.68 |
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Drawdowns
XDWT.DE vs. CSPX.L - Drawdown Comparison
The maximum XDWT.DE drawdown since its inception was -44.55%, which is greater than CSPX.L's maximum drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and CSPX.L.
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Drawdown Indicators
| XDWT.DE | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.55% | -33.40% | -11.15% |
Max Drawdown (1Y)Largest decline over 1 year | -15.59% | -7.09% | -8.50% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -22.56% | -6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.46% | -22.56% | -6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -31.60% | -33.40% | +1.80% |
Current DrawdownCurrent decline from peak | -6.41% | -1.74% | -4.67% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -4.11% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.02% | 2.09% | +3.93% |
Volatility
XDWT.DE vs. CSPX.L - Volatility Comparison
Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a higher volatility of 8.13% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.02%. This indicates that XDWT.DE's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWT.DE | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | 4.02% | +4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.74% | 9.09% | +6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.98% | 12.75% | +8.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.65% | 16.00% | +6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.18% | 16.64% | +5.54% |
XDWT.DE vs. CSPX.L - Expense Ratio Comparison
XDWT.DE has a 0.25% expense ratio, which is higher than CSPX.L's 0.07% 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
XDWT.DE vs. CSPX.L - Dividend Comparison
Neither XDWT.DE nor CSPX.L has paid dividends to shareholders.
Frequently Asked Questions
XDWT.DE and CSPX.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.25% for XDWT.DE.
XDWT.DE is categorized as Technology Equities, while CSPX.L is S&P 500. XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index, while CSPX.L tracks S&P 500 Index. They also come from different issuers: Xtrackers and BlackRock. Their fees differ too: 0.25% for XDWT.DE and 0.07% for CSPX.L.
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