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XDWT.L vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XDWT.L and ^NDX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

XDWT.L vs. ^NDX

Last updated May 26, 2025

Compare and contrast key facts about Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and NASDAQ 100 (^NDX).

XDWT.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Mar 9, 2016.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDWT.L or ^NDX.

Performance

XDWT.L vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XDWT.L:

0.41

^NDX:

0.48

Sortino Ratio

XDWT.L:

0.68

^NDX:

0.82

Omega Ratio

XDWT.L:

1.09

^NDX:

1.11

Calmar Ratio

XDWT.L:

0.39

^NDX:

0.51

Martin Ratio

XDWT.L:

1.25

^NDX:

1.66

Ulcer Index

XDWT.L:

8.09%

^NDX:

7.07%

Daily Std Dev

XDWT.L:

27.16%

^NDX:

25.61%

Max Drawdown

XDWT.L:

-35.99%

^NDX:

-82.90%

Current Drawdown

XDWT.L:

-6.47%

^NDX:

-5.68%

Returns By Period

In the year-to-date period, XDWT.L achieves a -4.15% return, which is significantly lower than ^NDX's -0.46% return.

XDWT.L

YTD

-4.15%

1M

10.13%

6M

-1.41%

1Y

10.12%

3Y*

23.46%

5Y*

19.70%

10Y*

N/A

^NDX

YTD

-0.46%

1M

7.63%

6M

0.67%

1Y

11.20%

3Y*

21.12%

5Y*

17.31%

10Y*

16.68%

*Annualized

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Xtrackers MSCI World Information Technology UCITS ETF 1C

NASDAQ 100

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

XDWT.L vs. ^NDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDWT.L
The Risk-Adjusted Performance Rank of XDWT.L is 4747
Overall Rank
The Sharpe Ratio Rank of XDWT.L is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of XDWT.L is 4747
Sortino Ratio Rank
The Omega Ratio Rank of XDWT.L is 4646
Omega Ratio Rank
The Calmar Ratio Rank of XDWT.L is 5252
Calmar Ratio Rank
The Martin Ratio Rank of XDWT.L is 4646
Martin Ratio Rank
^NDX
The Risk-Adjusted Performance Rank of ^NDX is 6060
Overall Rank
The Sharpe Ratio Rank of ^NDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NDX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ^NDX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ^NDX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ^NDX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDWT.L vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and NASDAQ 100 (^NDX). 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.

The current XDWT.L Sharpe Ratio is 0.41, which is comparable to the ^NDX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of XDWT.L and ^NDX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

XDWT.L vs. ^NDX - Drawdown Comparison

The maximum XDWT.L drawdown since its inception was -35.99%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for XDWT.L and ^NDX.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

XDWT.L vs. ^NDX - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a higher volatility of 7.41% compared to NASDAQ 100 (^NDX) at 5.19%. This indicates that XDWT.L's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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