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XDWT.DE vs. TTWO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWT.DE vs. TTWO - 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 Take-Two Interactive Software, Inc. (TTWO). 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 TTWO is traded in USD. To make them comparable, the TTWO 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 25.23% return, which is significantly higher than TTWO's -14.42% return. Over the past 10 years, XDWT.DE has outperformed TTWO with an annualized return of 24.00%, while TTWO has yielded a comparatively lower 18.41% 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%

TTWO

1D
0.25%
1M
-2.25%
YTD
-14.42%
6M
-12.23%
1Y
-7.05%
3Y*
13.48%
5Y*
4.23%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWT.DE vs. TTWO - 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%
TTWO
Take-Two Interactive Software, Inc.
-14.42%22.58%21.92%49.93%-37.78%-8.07%55.73%21.62%-1.83%95.35%

Correlation

The correlation between XDWT.DE and TTWO is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.25

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

0.28

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

0.31

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

0.31

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Return for Risk

XDWT.DE vs. TTWO — 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

TTWO
TTWO Risk / Return Rank: 3232
Overall Rank
TTWO Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TTWO Sortino Ratio Rank: 2929
Sortino Ratio Rank
TTWO Omega Ratio Rank: 2929
Omega Ratio Rank
TTWO Calmar Ratio Rank: 3535
Calmar Ratio Rank
TTWO Martin Ratio Rank: 3434
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. TTWO - 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 Take-Two Interactive Software, Inc. (TTWO). 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.DETTWODifference
Sharpe ratioReturn per unit of total volatility

+2.62

Sortino ratioReturn per unit of downside risk

+3.24

Omega ratioGain probability vs. loss probability

1.38

0.98

+0.40

Calmar ratioReturn relative to maximum drawdown

3.12

-0.25

+3.37

Martin ratioReturn relative to average drawdown

8.24

-0.56

+8.80

XDWT.DE vs. TTWO - Sharpe Ratio Comparison

The current XDWT.DE Sharpe Ratio is 2.38, which is higher than the TTWO Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of XDWT.DE and TTWO, 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


XDWT.DETTWODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

-0.24

+2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.13

+0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

0.54

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.40

+0.69

Drawdowns

XDWT.DE vs. TTWO - Drawdown Comparison

The maximum XDWT.DE drawdown since its inception was -31.61%, smaller than the maximum TTWO drawdown of -75.32%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and TTWO.


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Drawdown Indicators


XDWT.DETTWODifference

Max Drawdown

Largest peak-to-trough decline

-31.61%

-75.32%

+43.71%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-28.81%

+13.22%

Max Drawdown (3Y)

Largest decline over 3 years

-29.46%

-28.81%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-29.46%

-44.69%

+15.23%

Max Drawdown (10Y)

Largest decline over 10 years

-31.61%

-47.84%

+16.23%

Current Drawdown

Current decline from peak

-2.61%

-17.19%

+14.58%

Average Drawdown

Average peak-to-trough decline

-5.82%

-23.24%

+17.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.91%

12.67%

-6.76%

Volatility

XDWT.DE vs. TTWO - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) is 7.11%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 11.00%. This indicates that XDWT.DE experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWT.DETTWODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

11.00%

-3.89%

Volatility (6M)

Calculated over the trailing 6-month period

14.96%

23.90%

-8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

20.39%

29.53%

-9.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

32.19%

-9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

34.35%

-12.89%

Dividends

XDWT.DE vs. TTWO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDWT.DE and TTWO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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