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XDWT.DE vs. FUSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWT.DE vs. FUSD.L - 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 Fidelity US Quality Income ETF Inc (FUSD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDWT.DE is traded in EUR, while FUSD.L is traded in USD. To make them comparable, the FUSD.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 FUSD.L's 9.32% return.


XDWT.DE

1D
2.49%
1M
4.21%
YTD
20.35%
6M
22.00%
1Y
42.80%
3Y*
27.11%
5Y*
21.02%
10Y*
23.65%

FUSD.L

1D
2.09%
1M
3.68%
YTD
9.32%
6M
9.96%
1Y
22.44%
3Y*
13.51%
5Y*
11.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWT.DE vs. FUSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%12.18%
FUSD.L
Fidelity US Quality Income ETF Inc
9.32%2.65%23.51%13.63%-6.63%33.67%1.35%31.58%-2.05%4.11%

Correlation

The correlation between XDWT.DE and FUSD.L is 0.65, 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

0.65

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

0.68

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

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2017

0.72

The correlation between XDWT.DE and FUSD.L has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

XDWT.DE vs. FUSD.L — 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: 6363
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 4848
Martin Ratio Rank

FUSD.L
FUSD.L Risk / Return Rank: 7474
Overall Rank
FUSD.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FUSD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
FUSD.L Omega Ratio Rank: 7474
Omega Ratio Rank
FUSD.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
FUSD.L Martin Ratio Rank: 7474
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. FUSD.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 Fidelity US Quality Income ETF Inc (FUSD.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.DEFUSD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.73

4.20

-1.47

Martin ratioReturn relative to average drawdown

7.09

15.79

-8.70

XDWT.DE vs. FUSD.L - Sharpe Ratio Comparison

The current XDWT.DE Sharpe Ratio is 2.03, which is comparable to the FUSD.L Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of XDWT.DE and FUSD.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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Drawdowns

XDWT.DE vs. FUSD.L - Drawdown Comparison

The maximum XDWT.DE drawdown since its inception was -44.55%, which is greater than FUSD.L's maximum drawdown of -35.23%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and FUSD.L.


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Drawdown Indicators


XDWT.DEFUSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-35.23%

-9.32%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-5.32%

-10.27%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-20.74%

-8.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

-20.74%

-8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

Current Drawdown

Current decline from peak

-6.41%

-0.26%

-6.15%

Average Drawdown

Average peak-to-trough decline

-8.72%

-4.64%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.02%

1.42%

+4.60%

Volatility

XDWT.DE vs. FUSD.L - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a higher volatility of 8.13% compared to Fidelity US Quality Income ETF Inc (FUSD.L) at 3.62%. This indicates that XDWT.DE's price experiences larger fluctuations and is considered to be riskier than FUSD.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.DEFUSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

3.62%

+4.51%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

8.17%

+7.57%

Volatility (1Y)

Calculated over the trailing 1-year period

20.98%

11.31%

+9.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.65%

14.73%

+7.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.18%

16.13%

+6.05%

XDWT.DE vs. FUSD.L - Expense Ratio Comparison

Both XDWT.DE and FUSD.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XDWT.DE vs. FUSD.L - Dividend Comparison

XDWT.DE has not paid dividends to shareholders, while FUSD.L's dividend yield for the trailing twelve months is around 1.43%.


PositionTTM202520242023202220212020
FUSD.L
Fidelity US Quality Income ETF Inc
1.43%1.47%0.47%1.04%0.56%0.94%1.26%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDWT.DE and FUSD.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDWT.DE and FUSD.L have the same expense ratio: 0.25% per year.

XDWT.DE is categorized as Technology Equities, while FUSD.L is Large Cap Blend Equities. XDWT.DE tracks MSCI World/Information Tech NR USD, while FUSD.L tracks Fidelity US Quality Income Index NR. They also come from different issuers: Xtrackers and Fidelity.

Portfolio Optimizer

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