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XDWU.L vs. GIGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDWU.L vs. GIGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). The values are adjusted to include any dividend payments, if applicable.

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XDWU.L vs. GIGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWU.L
Xtrackers MSCI World Utilities UCITS ETF 1C
9.54%26.14%12.54%0.30%-3.57%10.23%4.86%24.37%0.63%-0.85%
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
-0.16%7.58%1.68%8.80%-15.80%-1.64%9.86%15.05%-2.76%2.45%

Returns By Period

In the year-to-date period, XDWU.L achieves a 9.54% return, which is significantly higher than GIGB's -0.16% return.


XDWU.L

1D
1.65%
1M
-2.04%
YTD
9.54%
6M
11.74%
1Y
27.62%
3Y*
16.09%
5Y*
10.39%
10Y*

GIGB

1D
0.11%
1M
-1.41%
YTD
-0.16%
6M
0.15%
1Y
4.71%
3Y*
4.51%
5Y*
0.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDWU.L vs. GIGB - Expense Ratio Comparison

XDWU.L has a 0.25% expense ratio, which is higher than GIGB's 0.14% 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

XDWU.L vs. GIGB — Risk / Return Rank

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

XDWU.L
XDWU.L Risk / Return Rank: 8686
Overall Rank
XDWU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XDWU.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
XDWU.L Omega Ratio Rank: 8585
Omega Ratio Rank
XDWU.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDWU.L Martin Ratio Rank: 8989
Martin Ratio Rank

GIGB
GIGB Risk / Return Rank: 4747
Overall Rank
GIGB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GIGB Sortino Ratio Rank: 4040
Sortino Ratio Rank
GIGB Omega Ratio Rank: 4040
Omega Ratio Rank
GIGB Calmar Ratio Rank: 6363
Calmar Ratio Rank
GIGB Martin Ratio Rank: 4949
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.

XDWU.L vs. GIGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) and Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB). 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.LGIGBDifference

Sharpe ratio

Return per unit of total volatility

1.83

0.85

+0.98

Sortino ratio

Return per unit of downside risk

2.43

1.19

+1.24

Omega ratio

Gain probability vs. loss probability

1.35

1.17

+0.18

Calmar ratio

Return relative to maximum drawdown

2.78

1.71

+1.07

Martin ratio

Return relative to average drawdown

12.04

5.12

+6.92

XDWU.L vs. GIGB - Sharpe Ratio Comparison

The current XDWU.L Sharpe Ratio is 1.83, which is higher than the GIGB Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of XDWU.L and GIGB, 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


XDWU.LGIGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.85

+0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.07

+0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.32

+0.36

Correlation

The correlation between XDWU.L and GIGB is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XDWU.L vs. GIGB - Dividend Comparison

XDWU.L has not paid dividends to shareholders, while GIGB's dividend yield for the trailing twelve months is around 4.71%.


TTM202520242023202220212020201920182017
XDWU.L
Xtrackers MSCI World Utilities UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GIGB
Goldman Sachs Access Investment Grade Corporate Bond ETF
4.71%4.69%4.45%3.67%3.12%2.25%2.62%3.22%3.31%1.55%

Drawdowns

XDWU.L vs. GIGB - Drawdown Comparison

The maximum XDWU.L drawdown since its inception was -33.87%, which is greater than GIGB's maximum drawdown of -22.25%. Use the drawdown chart below to compare losses from any high point for XDWU.L and GIGB.


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Drawdown Indicators


XDWU.LGIGBDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-22.25%

-11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-2.92%

-6.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.92%

-22.25%

+0.33%

Current Drawdown

Current decline from peak

-2.95%

-1.77%

-1.18%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.70%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

0.97%

+1.27%

Volatility

XDWU.L vs. GIGB - Volatility Comparison

Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) has a higher volatility of 5.31% compared to Goldman Sachs Access Investment Grade Corporate Bond ETF (GIGB) at 2.14%. This indicates that XDWU.L's price experiences larger fluctuations and is considered to be riskier than GIGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWU.LGIGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

2.14%

+3.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

2.96%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

15.01%

5.54%

+9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

7.26%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

7.72%

+10.19%