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XMAW.L vs. CHRG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMAW.L vs. CHRG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XMAW.L achieves a 11.58% return, which is significantly lower than CHRG.L's 33.50% return.


XMAW.L

1D
-0.13%
1M
5.65%
YTD
11.58%
6M
12.10%
1Y
30.53%
3Y*
18.30%
5Y*
12.36%
10Y*
13.42%

CHRG.L

1D
-0.93%
1M
3.06%
YTD
33.50%
6M
30.24%
1Y
105.73%
3Y*
14.40%
5Y*
5.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMAW.L vs. CHRG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XMAW.L
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C
11.58%13.86%20.55%16.87%-10.40%20.70%17.47%
CHRG.L
WisdomTree Battery Solutions UCITS ETF - USD Acc
33.50%44.29%-11.91%-9.67%-19.10%14.89%72.90%

Correlation

The correlation between XMAW.L and CHRG.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

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

0.59

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

0.64

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2020

0.66

The correlation between XMAW.L and CHRG.L has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.

XMAW.L vs. CHRG.L - Sectors Allocation Comparison


Sectors
XMAW.L
CHRG.L

Technology

31.4%
8.2%

Financial Services

17.2%

-

Industrials

10.2%
48.7%

Communication Services

9.7%

-

Consumer Cyclical

9.6%
15.5%

Healthcare

8.7%

-

Basic Materials

3.4%
20.3%

Consumer Defensive

3.3%
0.0%

Energy

2.7%
6.1%

Real Estate

1.9%

-

Utilities

1.9%
1.3%

Technology

XMAW.L
31.4%
CHRG.L
8.2%

Financial Services

XMAW.L
17.2%
CHRG.L

-

Industrials

XMAW.L
10.2%
CHRG.L
48.7%

Communication Services

XMAW.L
9.7%
CHRG.L

-

Consumer Cyclical

XMAW.L
9.6%
CHRG.L
15.5%

Healthcare

XMAW.L
8.7%
CHRG.L

-

Basic Materials

XMAW.L
3.4%
CHRG.L
20.3%

Consumer Defensive

XMAW.L
3.3%
CHRG.L
0.0%

Energy

XMAW.L
2.7%
CHRG.L
6.1%

Real Estate

XMAW.L
1.9%
CHRG.L

-

Utilities

XMAW.L
1.9%
CHRG.L
1.3%

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Return for Risk

XMAW.L vs. CHRG.L — Risk / Return Rank

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

XMAW.L
XMAW.L Risk / Return Rank: 8484
Overall Rank
XMAW.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XMAW.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMAW.L Omega Ratio Rank: 8686
Omega Ratio Rank
XMAW.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
XMAW.L Martin Ratio Rank: 8383
Martin Ratio Rank

CHRG.L
CHRG.L Risk / Return Rank: 6565
Overall Rank
CHRG.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CHRG.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
CHRG.L Omega Ratio Rank: 8888
Omega Ratio Rank
CHRG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
CHRG.L Martin Ratio Rank: 4242
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.

XMAW.L vs. CHRG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.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.


XMAW.LCHRG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.52

1.54

-0.01

Calmar ratioReturn relative to maximum drawdown

4.12

3.54

+0.58

Martin ratioReturn relative to average drawdown

16.61

6.55

+10.06

XMAW.L vs. CHRG.L - Sharpe Ratio Comparison

The current XMAW.L Sharpe Ratio is 2.74, which is higher than the CHRG.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of XMAW.L and CHRG.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


XMAW.LCHRG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

2.01

+0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.19

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.52

+0.33

Drawdowns

XMAW.L vs. CHRG.L - Drawdown Comparison

The maximum XMAW.L drawdown since its inception was -25.05%, smaller than the maximum CHRG.L drawdown of -52.64%. Use the drawdown chart below to compare losses from any high point for XMAW.L and CHRG.L.


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Drawdown Indicators


XMAW.LCHRG.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.05%

-52.64%

+27.59%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-29.68%

+22.31%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-39.46%

+20.54%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-52.64%

+33.72%

Max Drawdown (10Y)

Largest decline over 10 years

-25.05%

Current Drawdown

Current decline from peak

-0.49%

-3.57%

+3.08%

Average Drawdown

Average peak-to-trough decline

-3.83%

-22.33%

+18.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

16.07%

-14.24%

Volatility

XMAW.L vs. CHRG.L - Volatility Comparison

The current volatility for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) is 3.05%, while WisdomTree Battery Solutions UCITS ETF - USD Acc (CHRG.L) has a volatility of 10.23%. This indicates that XMAW.L experiences smaller price fluctuations and is considered to be less risky than CHRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMAW.LCHRG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

10.23%

-7.18%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

18.94%

-10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

52.29%

-41.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.40%

30.08%

-16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.60%

29.54%

-14.94%

XMAW.L vs. CHRG.L - Expense Ratio Comparison

XMAW.L has a 0.25% expense ratio, which is lower than CHRG.L's 0.40% expense ratio.


Dividends

XMAW.L vs. CHRG.L - Dividend Comparison

Neither XMAW.L nor CHRG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XMAW.L and CHRG.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMAW.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMAW.L is cheaper with a 0.25% expense ratio, compared with 0.40% for CHRG.L.

XMAW.L is categorized as Global Equities, while CHRG.L is Alternative Energy Equities. XMAW.L tracks MSCI ACWI NR USD, while CHRG.L tracks WisdomTree Battery Solutions Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.25% for XMAW.L and 0.40% for CHRG.L.

Portfolio Optimizer

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