PortfoliosLab logoPortfoliosLab logo
XDWT.DE vs. ETL2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWT.DE vs. ETL2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and L&G Longer Dated All Commodities UCITS ETF (ETL2.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XDWT.DE achieves a 25.23% return, which is significantly higher than ETL2.DE's 18.23% return. Over the past 10 years, XDWT.DE has outperformed ETL2.DE with an annualized return of 24.00%, while ETL2.DE has yielded a comparatively lower 8.17% annualized return.


XDWT.DE

1D
-2.03%
1M
14.75%
YTD
25.23%
6M
23.98%
1Y
48.86%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%

ETL2.DE

1D
-1.24%
1M
-1.51%
YTD
18.23%
6M
19.58%
1Y
28.45%
3Y*
10.87%
5Y*
13.12%
10Y*
8.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWT.DE vs. ETL2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.23%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.78%21.03%
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
18.23%4.89%11.54%-9.44%24.86%46.17%-7.55%10.85%-4.21%-9.85%

Correlation

The correlation between XDWT.DE and ETL2.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.13

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

0.12

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

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.22

Over the past year, the correlation between XDWT.DE and ETL2.DE has dropped to 0.02 - well below their long-term average of 0.22, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XDWT.DE vs. ETL2.DE — Risk / Return Rank

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

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
Martin Ratio Rank

ETL2.DE
ETL2.DE Risk / Return Rank: 5757
Overall Rank
ETL2.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 4949
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.

XDWT.DE vs. ETL2.DE - 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 L&G Longer Dated All Commodities UCITS ETF (ETL2.DE). 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.


XDWT.DEETL2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratioReturn relative to maximum drawdown

3.12

3.59

-0.47

Martin ratioReturn relative to average drawdown

8.24

8.20

+0.05

XDWT.DE vs. ETL2.DE - Sharpe Ratio Comparison

The current XDWT.DE Sharpe Ratio is 2.38, which is comparable to the ETL2.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of XDWT.DE and ETL2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XDWT.DEETL2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.87

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.84

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

0.59

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.25

+0.84

Drawdowns

XDWT.DE vs. ETL2.DE - Drawdown Comparison

The maximum XDWT.DE drawdown since its inception was -31.61%, smaller than the maximum ETL2.DE drawdown of -47.04%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and ETL2.DE.


Loading charts...

Drawdown Indicators


XDWT.DEETL2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.61%

-47.04%

+15.43%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-7.90%

-7.69%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-15.06%

-14.40%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

-23.27%

-6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-31.61%

-26.50%

-5.11%

Current Drawdown

Current decline from peak

-2.61%

-3.57%

+0.96%

Average Drawdown

Average peak-to-trough decline

-5.82%

-21.90%

+16.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

3.46%

+2.45%

Volatility

XDWT.DE vs. ETL2.DE - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a higher volatility of 7.11% compared to L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) at 4.60%. This indicates that XDWT.DE's price experiences larger fluctuations and is considered to be riskier than ETL2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XDWT.DEETL2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

4.60%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

12.74%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

20.39%

15.15%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

15.44%

+7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

13.69%

+7.77%

XDWT.DE vs. ETL2.DE - Expense Ratio Comparison

XDWT.DE has a 0.25% expense ratio, which is lower than ETL2.DE's 0.30% expense ratio.


Dividends

XDWT.DE vs. ETL2.DE - Dividend Comparison

Neither XDWT.DE nor ETL2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWT.DE and ETL2.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for ETL2.DE.

XDWT.DE is categorized as Technology Equities, while ETL2.DE is Commodities. XDWT.DE tracks MSCI World/Information Tech NR USD, while ETL2.DE tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: Xtrackers and Legal & General. Their fees differ too: 0.25% for XDWT.DE and 0.30% for ETL2.DE.

Portfolio Optimizer

Find the right allocation for XDWT.DE and ETL2.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer