XDWU.DE vs. XWTS.DE
XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 10 years, XDWU.DE returned 8.32%/yr vs 10.59%/yr for XWTS.DE. At a 0.33 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
XDWU.DE vs. XWTS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWU.DE achieves a 5.92% return, which is significantly higher than XWTS.DE's 4.97% return. Over the past 10 years, XDWU.DE has underperformed XWTS.DE with an annualized return of 8.32%, while XWTS.DE has yielded a comparatively higher 10.59% annualized return.
XDWU.DE
- 1D
- -1.48%
- 1M
- -3.92%
- YTD
- 5.92%
- 6M
- 5.19%
- 1Y
- 13.84%
- 3Y*
- 11.70%
- 5Y*
- 9.86%
- 10Y*
- 8.32%
XWTS.DE
- 1D
- 0.93%
- 1M
- -1.55%
- YTD
- 4.97%
- 6M
- 2.47%
- 1Y
- 21.29%
- 3Y*
- 23.40%
- 5Y*
- 11.82%
- 10Y*
- 10.59%
XDWU.DE vs. XWTS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWU.DE Xtrackers MSCI World Utilities UCITS ETF 1C | 5.92% | 11.38% | 19.82% | -3.19% | 2.23% | 19.80% | -4.88% | 25.27% | 6.79% | -0.21% |
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
Correlation
The correlation between XDWU.DE and XWTS.DE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.33 |
Over the past year, the correlation between XDWU.DE and XWTS.DE has dropped to 0.09 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
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Return for Risk
XDWU.DE vs. XWTS.DE — Risk / Return Rank
XDWU.DE
XWTS.DE
XDWU.DE vs. XWTS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE). 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.
| XDWU.DE | XWTS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.77 | 2.43 | -0.67 |
| Martin ratioReturn relative to average drawdown | 4.77 | 9.13 | -4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWU.DE | XWTS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.61 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.64 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.64 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.63 | -0.08 |
Drawdowns
XDWU.DE vs. XWTS.DE - Drawdown Comparison
The maximum XDWU.DE drawdown since its inception was -33.61%, smaller than the maximum XWTS.DE drawdown of -36.66%. Use the drawdown chart below to compare losses from any high point for XDWU.DE and XWTS.DE.
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Drawdown Indicators
| XDWU.DE | XWTS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.61% | -36.66% | +3.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -9.17% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -12.68% | -23.94% | +11.26% |
Max Drawdown (5Y)Largest decline over 5 years | -23.26% | -36.66% | +13.40% |
Max Drawdown (10Y)Largest decline over 10 years | -33.61% | -36.66% | +3.05% |
Current DrawdownCurrent decline from peak | -7.22% | -3.18% | -4.04% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -8.67% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.45% | +0.26% |
Volatility
XDWU.DE vs. XWTS.DE - Volatility Comparison
Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a higher volatility of 4.08% compared to Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) at 3.84%. This indicates that XDWU.DE's price experiences larger fluctuations and is considered to be riskier than XWTS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWU.DE | XWTS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.84% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.09% | 9.72% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 13.91% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 18.16% | -4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 17.73% | -2.57% |
XDWU.DE vs. XWTS.DE - Expense Ratio Comparison
Both XDWU.DE and XWTS.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDWU.DE vs. XWTS.DE - Dividend Comparison
Neither XDWU.DE nor XWTS.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWU.DE and XWTS.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDWU.DE and XWTS.DE have the same expense ratio: 0.25% per year.
XDWU.DE is categorized as Utilities Equities, while XWTS.DE is Communications Equities. XDWU.DE tracks MSCI World/Utilities NR USD, while XWTS.DE tracks MSCI World/Comm Services NR USD.
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