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XLIS.L vs. XDWI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLIS.L vs. XDWI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L). The values are adjusted to include any dividend payments, if applicable.

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XLIS.L vs. XDWI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLIS.L
Invesco Industrials S&P US Select Sector UCITS ETF Acc
5.99%19.35%17.30%17.93%-5.18%20.54%9.91%28.73%-14.24%20.32%
XDWI.L
Xtrackers MSCI World Industrials UCITS ETF 1C
5.35%25.51%13.06%23.32%-12.72%16.09%11.85%27.17%-14.83%25.36%

Returns By Period

In the year-to-date period, XLIS.L achieves a 5.99% return, which is significantly higher than XDWI.L's 5.35% return.


XLIS.L

1D
3.77%
1M
-6.71%
YTD
5.99%
6M
7.82%
1Y
26.99%
3Y*
19.32%
5Y*
12.31%
10Y*
12.77%

XDWI.L

1D
4.25%
1M
-6.54%
YTD
5.35%
6M
7.55%
1Y
28.62%
3Y*
19.93%
5Y*
11.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLIS.L vs. XDWI.L - Expense Ratio Comparison

XLIS.L has a 0.14% expense ratio, which is lower than XDWI.L's 0.25% expense ratio. Despite the difference, 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

XLIS.L vs. XDWI.L — Risk / Return Rank

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

XLIS.L
XLIS.L Risk / Return Rank: 7878
Overall Rank
XLIS.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XLIS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XLIS.L Omega Ratio Rank: 7575
Omega Ratio Rank
XLIS.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
XLIS.L Martin Ratio Rank: 8080
Martin Ratio Rank

XDWI.L
XDWI.L Risk / Return Rank: 8181
Overall Rank
XDWI.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XDWI.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
XDWI.L Omega Ratio Rank: 8080
Omega Ratio Rank
XDWI.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
XDWI.L Martin Ratio Rank: 8282
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.

XLIS.L vs. XDWI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) and Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.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.


XLIS.LXDWI.LDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.60

-0.09

Sortino ratio

Return per unit of downside risk

2.13

2.23

-0.10

Omega ratio

Gain probability vs. loss probability

1.30

1.32

-0.02

Calmar ratio

Return relative to maximum drawdown

2.44

2.49

-0.05

Martin ratio

Return relative to average drawdown

9.89

9.97

-0.09

XLIS.L vs. XDWI.L - Sharpe Ratio Comparison

The current XLIS.L Sharpe Ratio is 1.51, which is comparable to the XDWI.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of XLIS.L and XDWI.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


XLIS.LXDWI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.60

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.68

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.69

-0.05

Correlation

The correlation between XLIS.L and XDWI.L is 0.92, 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

XLIS.L vs. XDWI.L - Dividend Comparison

Neither XLIS.L nor XDWI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XLIS.L vs. XDWI.L - Drawdown Comparison

The maximum XLIS.L drawdown since its inception was -42.30%, which is greater than XDWI.L's maximum drawdown of -38.92%. Use the drawdown chart below to compare losses from any high point for XLIS.L and XDWI.L.


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Drawdown Indicators


XLIS.LXDWI.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.30%

-38.92%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-12.34%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.21%

-27.26%

+6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

-38.92%

-3.38%

Current Drawdown

Current decline from peak

-6.71%

-7.13%

+0.42%

Average Drawdown

Average peak-to-trough decline

-4.70%

-5.42%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.82%

-0.19%

Volatility

XLIS.L vs. XDWI.L - Volatility Comparison

The current volatility for Invesco Industrials S&P US Select Sector UCITS ETF Acc (XLIS.L) is 6.44%, while Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) has a volatility of 7.70%. This indicates that XLIS.L experiences smaller price fluctuations and is considered to be less risky than XDWI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLIS.LXDWI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

7.70%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

11.32%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

17.86%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

16.83%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

17.60%

+1.40%