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XDWT.L vs. DRVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWT.L vs. DRVG.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.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDWT.L is traded in USD, while DRVG.L is traded in GBP. To make them comparable, the DRVG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDWT.L achieves a 26.47% return, which is significantly lower than DRVG.L's 41.98% return.


XDWT.L

1D
-0.80%
1M
17.32%
YTD
26.47%
6M
26.19%
1Y
55.17%
3Y*
33.78%
5Y*
21.83%
10Y*
24.59%

DRVG.L

1D
-0.75%
1M
12.73%
YTD
41.98%
6M
43.74%
1Y
93.44%
3Y*
21.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWT.L vs. DRVG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
26.47%22.42%33.90%54.82%-31.38%1.30%
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
41.98%29.52%-5.72%25.91%-34.38%-3.51%

Correlation

The correlation between XDWT.L and DRVG.L is 0.73, 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

0.73

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

0.66

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2021

0.73

The correlation between XDWT.L and DRVG.L has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.

XDWT.L vs. DRVG.L - Sectors Allocation Comparison


Sectors
XDWT.L
DRVG.L

Technology

99.1%
37.7%

Communication Services

0.6%
5.7%

Industrials

0.3%
18.0%

Energy

0.1%

-

Healthcare

0.1%

-

Financial Services

0.1%

-

Basic Materials

-

13.4%

Consumer Cyclical

-

25.2%

Consumer Defensive

-

-

Real Estate

-

-

Utilities

-

-

Technology

XDWT.L
99.1%
DRVG.L
37.7%

Communication Services

XDWT.L
0.6%
DRVG.L
5.7%

Industrials

XDWT.L
0.3%
DRVG.L
18.0%

Energy

XDWT.L
0.1%
DRVG.L

-

Healthcare

XDWT.L
0.1%
DRVG.L

-

Financial Services

XDWT.L
0.1%
DRVG.L

-

Basic Materials

XDWT.L

-

DRVG.L
13.4%

Consumer Cyclical

XDWT.L

-

DRVG.L
25.2%

Consumer Defensive

XDWT.L

-

DRVG.L

-

Real Estate

XDWT.L

-

DRVG.L

-

Utilities

XDWT.L

-

DRVG.L

-

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Return for Risk

XDWT.L vs. DRVG.L — Risk / Return Rank

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

XDWT.L
XDWT.L Risk / Return Rank: 7070
Overall Rank
XDWT.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 7272
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5555
Martin Ratio Rank

DRVG.L
DRVG.L Risk / Return Rank: 9595
Overall Rank
DRVG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DRVG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
DRVG.L Omega Ratio Rank: 9393
Omega Ratio Rank
DRVG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRVG.L Martin Ratio Rank: 9494
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.L vs. DRVG.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.L) and Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.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.


XDWT.LDRVG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.44

1.59

-0.15

Calmar ratioReturn relative to maximum drawdown

3.26

7.48

-4.23

Martin ratioReturn relative to average drawdown

9.69

23.43

-13.74

XDWT.L vs. DRVG.L - Sharpe Ratio Comparison

The current XDWT.L Sharpe Ratio is 2.71, which is lower than the DRVG.L Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of XDWT.L and DRVG.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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Sharpe Ratios by Period


XDWT.LDRVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

3.91

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.27

+0.85

Drawdowns

XDWT.L vs. DRVG.L - Drawdown Comparison

The maximum XDWT.L drawdown since its inception was -35.99%, smaller than the maximum DRVG.L drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for XDWT.L and DRVG.L.


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Drawdown Indicators


XDWT.LDRVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

-42.84%

+6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-12.42%

-4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-26.10%

-34.61%

+8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

Current Drawdown

Current decline from peak

-0.80%

-0.75%

-0.05%

Average Drawdown

Average peak-to-trough decline

-6.41%

-21.47%

+15.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

3.97%

+1.71%

Volatility

XDWT.L vs. DRVG.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) is 6.90%, while Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing (DRVG.L) has a volatility of 9.37%. This indicates that XDWT.L experiences smaller price fluctuations and is considered to be less risky than DRVG.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.LDRVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

9.37%

-2.47%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

17.52%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.36%

23.81%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.61%

27.23%

-3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%

27.23%

-5.15%

XDWT.L vs. DRVG.L - Expense Ratio Comparison

XDWT.L has a 0.25% expense ratio, which is lower than DRVG.L's 0.50% expense ratio.


Dividends

XDWT.L vs. DRVG.L - Dividend Comparison

XDWT.L has not paid dividends to shareholders, while DRVG.L's dividend yield for the trailing twelve months is around 0.43%.


PositionTTM2025202420232022
DRVG.L
Global X Autonomous & Electric Vehicles UCITS ETF USD Distributing
0.43%0.94%0.58%0.01%0.01%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDWT.L and DRVG.L have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XDWT.L is cheaper with a 0.25% expense ratio, compared with 0.50% for DRVG.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: Xtrackers and Global X. Their fees differ too: 0.25% for XDWT.L and 0.50% for DRVG.L.

Portfolio Optimizer

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