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XS6R.L vs. XDWT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XS6R.L vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.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

XS6R.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, XS6R.L achieves a 10.83% return, which is significantly lower than XDWT.L's 24.60% return. Over the past 10 years, XS6R.L has underperformed XDWT.L with an annualized return of 11.52%, while XDWT.L has yielded a comparatively higher 25.21% annualized return.


XS6R.L

1D
-0.33%
1M
-2.24%
YTD
10.83%
6M
12.11%
1Y
27.70%
3Y*
16.17%
5Y*
11.38%
10Y*
11.52%

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)

XS6R.L vs. XDWT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XS6R.L
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C
10.83%38.34%-1.20%11.55%-3.84%1.17%18.06%22.81%3.39%14.10%
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 XS6R.L and XDWT.L is 0.02, 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

0.02

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

0.01

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

0.13

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

0.28

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

0.28

Over the past year, the correlation between XS6R.L and XDWT.L has dropped to 0.02 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

XS6R.L vs. XDWT.L - Sectors Allocation Comparison


Sectors
XS6R.L
XDWT.L

Utilities

94.7%

-

Industrials

5.3%
0.3%

Basic Materials

-

-

Communication Services

-

0.6%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

0.1%

Financial Services

-

0.1%

Healthcare

-

0.1%

Real Estate

-

-

Technology

-

99.1%

Utilities

XS6R.L
94.7%
XDWT.L

-

Industrials

XS6R.L
5.3%
XDWT.L
0.3%

Basic Materials

XS6R.L

-

XDWT.L

-

Communication Services

XS6R.L

-

XDWT.L
0.6%

Consumer Cyclical

XS6R.L

-

XDWT.L

-

Consumer Defensive

XS6R.L

-

XDWT.L

-

Energy

XS6R.L

-

XDWT.L
0.1%

Financial Services

XS6R.L

-

XDWT.L
0.1%

Healthcare

XS6R.L

-

XDWT.L
0.1%

Real Estate

XS6R.L

-

XDWT.L

-

Technology

XS6R.L

-

XDWT.L
99.1%

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Return for Risk

XS6R.L vs. XDWT.L — Risk / Return Rank

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

XS6R.L
XS6R.L Risk / Return Rank: 5454
Overall Rank
XS6R.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XS6R.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
XS6R.L Omega Ratio Rank: 5353
Omega Ratio Rank
XS6R.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XS6R.L Martin Ratio Rank: 5454
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.

XS6R.L vs. XDWT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.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.


XS6R.LXDWT.LDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratioReturn relative to maximum drawdown

3.02

3.13

-0.12

Martin ratioReturn relative to average drawdown

9.18

7.96

+1.21

XS6R.L vs. XDWT.L - Sharpe Ratio Comparison

The current XS6R.L Sharpe Ratio is 1.84, which is comparable to the XDWT.L Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of XS6R.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


XS6R.LXDWT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.60

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.00

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

1.16

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.16

-0.78

Drawdowns

XS6R.L vs. XDWT.L - Drawdown Comparison

The maximum XS6R.L drawdown since its inception was -29.46%, which is greater than XDWT.L's maximum drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for XS6R.L and XDWT.L.


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Drawdown Indicators


XS6R.LXDWT.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.46%

-27.95%

-1.51%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-16.79%

+7.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-27.95%

+15.11%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-27.95%

+6.57%

Max Drawdown (10Y)

Largest decline over 10 years

-27.10%

-27.95%

+0.85%

Current Drawdown

Current decline from peak

-6.21%

-2.32%

-3.89%

Average Drawdown

Average peak-to-trough decline

-7.53%

-5.64%

-1.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

6.62%

-3.61%

Volatility

XS6R.L vs. XDWT.L - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) is 5.31%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 7.48%. This indicates that XS6R.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


XS6R.LXDWT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

7.48%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

15.35%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

20.26%

-5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

22.66%

-6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

21.96%

-4.99%

XS6R.L vs. XDWT.L - Expense Ratio Comparison

XS6R.L has a 0.20% expense ratio, which is lower than XDWT.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%.


Dividends

XS6R.L vs. XDWT.L - Dividend Comparison

Neither XS6R.L nor XDWT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XS6R.L and XDWT.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XS6R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XS6R.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWT.L.

XS6R.L is categorized as Utilities Equities, while XDWT.L is Technology Equities. XS6R.L tracks MSCI World/Utilities NR USD, while XDWT.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.20% for XS6R.L and 0.25% for XDWT.L.

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