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

Performance

XDWT.L vs. XAIX - 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 Xtrackers Artificial Intelligence and Big Data ETF (XAIX). The values are adjusted to include any dividend payments, if applicable.

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XDWT.L vs. XAIX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XDWT.L achieves a -7.97% return, which is significantly lower than XAIX's -5.33% 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*

XAIX

1D
1.83%
1M
-4.61%
YTD
-5.33%
6M
-2.68%
1Y
28.68%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDWT.L vs. XAIX - Expense Ratio Comparison

XDWT.L has a 0.25% expense ratio, which is lower than XAIX's 0.35% expense ratio.


Return for Risk

XDWT.L vs. XAIX — 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

XAIX
XAIX Risk / Return Rank: 6969
Overall Rank
XAIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 6868
Sortino Ratio Rank
XAIX Omega Ratio Rank: 6565
Omega Ratio Rank
XAIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
XAIX Martin Ratio Rank: 6969
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. XAIX - 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 Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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.LXAIXDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.20

+0.02

Sortino ratio

Return per unit of downside risk

1.78

1.76

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratio

Return relative to maximum drawdown

1.66

2.13

-0.48

Martin ratio

Return relative to average drawdown

5.08

7.36

-2.28

XDWT.L vs. XAIX - Sharpe Ratio Comparison

The current XDWT.L Sharpe Ratio is 1.21, which is comparable to the XAIX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of XDWT.L and XAIX, 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.LXAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.20

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

1.02

-0.06

Correlation

The correlation between XDWT.L and XAIX is 0.63, 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.


Dividends

XDWT.L vs. XAIX - Dividend Comparison

XDWT.L has not paid dividends to shareholders, while XAIX's dividend yield for the trailing twelve months is around 0.57%.


Drawdowns

XDWT.L vs. XAIX - Drawdown Comparison

The maximum XDWT.L drawdown since its inception was -35.99%, which is greater than XAIX's maximum drawdown of -23.95%. Use the drawdown chart below to compare losses from any high point for XDWT.L and XAIX.


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Drawdown Indicators


XDWT.LXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

-23.95%

-12.04%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-14.01%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

Current Drawdown

Current decline from peak

-12.89%

-9.17%

-3.72%

Average Drawdown

Average peak-to-trough decline

-6.48%

-3.70%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

4.06%

+1.43%

Volatility

XDWT.L vs. XAIX - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) is 6.86%, while Xtrackers Artificial Intelligence and Big Data ETF (XAIX) has a volatility of 8.61%. This indicates that XDWT.L experiences smaller price fluctuations and is considered to be less risky than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWT.LXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

8.61%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

15.32%

15.20%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

23.94%

24.10%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.44%

22.65%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.98%

22.65%

-0.67%