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

Performance

XGSG.L vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged (XGSG.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XGSG.L achieves a -1.67% return, which is significantly lower than XDWT.L's 24.60% return. Over the past 10 years, XGSG.L has underperformed XDWT.L with an annualized return of -1.29%, while XDWT.L has yielded a comparatively higher 25.21% annualized return.


XGSG.L

1D
0.00%
1M
-0.33%
YTD
-1.67%
6M
-1.46%
1Y
-1.24%
3Y*
-0.11%
5Y*
-3.22%
10Y*
-1.29%

XDWT.L

1D
-1.87%
1M
14.96%
YTD
24.60%
6M
22.74%
1Y
52.87%
3Y*
29.51%
5Y*
22.68%
10Y*
25.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XGSG.L
Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged
-1.67%0.95%-1.45%3.09%-16.07%-4.09%4.20%4.93%0.08%0.12%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
24.60%13.70%36.24%47.09%-23.22%31.09%40.22%40.71%2.60%25.81%

Correlation

The correlation between XGSG.L and XDWT.L is 0.07, 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

0.07

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

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2016

-0.04

The correlation between XGSG.L and XDWT.L shifts across timeframes, from -0.04 (10 years) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XGSG.L
XGSG.L Risk / Return Rank: 66
Overall Rank
XGSG.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XGSG.L Sortino Ratio Rank: 66
Sortino Ratio Rank
XGSG.L Omega Ratio Rank: 66
Omega Ratio Rank
XGSG.L Calmar Ratio Rank: 66
Calmar Ratio Rank
XGSG.L Martin Ratio Rank: 55
Martin Ratio Rank

XDWT.L
XDWT.L Risk / Return Rank: 6868
Overall Rank
XDWT.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 6969
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5454
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.

XGSG.L vs. XDWT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged (XGSG.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.


XGSG.LXDWT.LDifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-3.69

Omega ratioGain probability vs. loss probability

0.96

1.43

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.33

3.13

-3.47

Martin ratioReturn relative to average drawdown

-0.85

7.96

-8.81

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

The current XGSG.L Sharpe Ratio is -0.25, which is lower than the XDWT.L Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of XGSG.L and XDWT.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


XGSG.LXDWT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

2.60

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.58

1.00

-1.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.28

1.16

-1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

1.16

-1.27

Drawdowns

XGSG.L vs. XDWT.L - Drawdown Comparison

The maximum XGSG.L drawdown since its inception was -23.52%, smaller than the maximum XDWT.L drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for XGSG.L and XDWT.L.


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Drawdown Indicators


XGSG.LXDWT.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.52%

-27.95%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.73%

-16.79%

+13.06%

Max Drawdown (3Y)

Largest decline over 3 years

-4.86%

-27.95%

+23.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.36%

-27.95%

+7.59%

Max Drawdown (10Y)

Largest decline over 10 years

-23.52%

-27.95%

+4.43%

Current Drawdown

Current decline from peak

-20.27%

-2.32%

-17.95%

Average Drawdown

Average peak-to-trough decline

-8.29%

-5.64%

-2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

6.62%

-5.16%

Volatility

XGSG.L vs. XDWT.L - Volatility Comparison

The current volatility for Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged (XGSG.L) is 1.48%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 7.48%. This indicates that XGSG.L experiences smaller price fluctuations and is considered to be less risky than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSG.LXDWT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

7.48%

-6.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.92%

15.35%

-12.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.04%

20.26%

-15.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

22.66%

-17.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.68%

21.96%

-17.28%

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

Both XGSG.L and XDWT.L 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

XGSG.L vs. XDWT.L - Dividend Comparison

XGSG.L's dividend yield for the trailing twelve months is around 0.03%, while XDWT.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGSG.L
Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged
0.03%0.03%0.03%0.02%0.03%0.02%0.01%0.01%0.01%0.01%0.01%0.01%

Frequently Asked Questions


XGSG.L and XDWT.L have a correlation of 0.07, 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.

XGSG.L and XDWT.L have the same expense ratio: 0.25% per year.

XGSG.L is categorized as Global Bonds, while XDWT.L is Technology Equities. XGSG.L tracks Bloomberg Global Aggregate TR Hdg GBP, while XDWT.L tracks MSCI World/Information Tech NR USD.

Portfolio Optimizer

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