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

Performance

XDWT.L vs. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
-7.97%22.42%33.90%54.82%-31.38%29.86%44.46%10.43%
VWRA.L
Vanguard FTSE All-World UCITS ETF USD Accumulating
-1.45%22.45%17.65%22.28%-18.11%18.46%16.19%7.33%

Returns By Period

In the year-to-date period, XDWT.L achieves a -7.97% return, which is significantly lower than VWRA.L's -1.45% return.


XDWT.L

1D
4.03%
1M
-2.76%
YTD
-7.97%
6M
-6.26%
1Y
29.08%
3Y*
24.62%
5Y*
15.08%
10Y*

VWRA.L

1D
2.86%
1M
-3.99%
YTD
-1.45%
6M
2.03%
1Y
21.96%
3Y*
17.54%
5Y*
9.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDWT.L has a 0.25% expense ratio, which is higher than VWRA.L's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XDWT.L vs. VWRA.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: 6262
Overall Rank
XDWT.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 6060
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5151
Martin Ratio Rank

VWRA.L
VWRA.L Risk / Return Rank: 7979
Overall Rank
VWRA.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VWRA.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VWRA.L Omega Ratio Rank: 7575
Omega Ratio Rank
VWRA.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
VWRA.L Martin Ratio Rank: 8383
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. VWRA.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 Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.LVWRA.LDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.43

-0.21

Sortino ratio

Return per unit of downside risk

1.78

1.98

-0.20

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.66

2.45

-0.79

Martin ratio

Return relative to average drawdown

5.08

9.77

-4.69

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

The current XDWT.L Sharpe Ratio is 1.21, which is comparable to the VWRA.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of XDWT.L and VWRA.L, 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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Sharpe Ratios by Period


XDWT.LVWRA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.43

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.64

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.68

+0.29

Correlation

The correlation between XDWT.L and VWRA.L is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XDWT.L vs. VWRA.L - Dividend Comparison

Neither XDWT.L nor VWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDWT.L vs. VWRA.L - Drawdown Comparison

The maximum XDWT.L drawdown since its inception was -35.99%, which is greater than VWRA.L's maximum drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for XDWT.L and VWRA.L.


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Drawdown Indicators


XDWT.LVWRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

-33.62%

-2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-11.49%

-5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

-26.06%

-9.93%

Current Drawdown

Current decline from peak

-12.89%

-5.56%

-7.33%

Average Drawdown

Average peak-to-trough decline

-6.48%

-5.50%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

2.21%

+3.28%

Volatility

XDWT.L vs. VWRA.L - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a higher volatility of 6.86% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 5.65%. This indicates that XDWT.L's price experiences larger fluctuations and is considered to be riskier than VWRA.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.LVWRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

5.65%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

15.32%

9.15%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.94%

15.38%

+8.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.44%

15.27%

+8.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.98%

17.32%

+4.66%