XSCD.L vs. XXTW.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XSCD.L) and Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L).

XSCD.L and XXTW.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSCD.L is a passively managed fund by Xtrackers that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Sep 12, 2017. XXTW.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Information Technology 20/35 Custom index. It was launched on Mar 9, 2016. Both XSCD.L and XXTW.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XSCD.L vs. XXTW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XSCD.L) and Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L). The values are adjusted to include any dividend payments, if applicable.

XSCD.L vs. XXTW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XSCD.L Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D	-7.18%	-1.95%	35.07%	6.93%
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF	-7.06%	13.82%	36.21%	14.56%

Different Trading Currencies

XSCD.L is traded in GBp, while XXTW.L is traded in GBP. To make them comparable, the XXTW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XSCD.L having a -7.18% return and XXTW.L slightly higher at -7.06%.

XSCD.L

• 1D: 1.81%
• 1M: -2.33%
• YTD: -7.18%
• 6M: -6.01%
• 1Y: 12.30%
• 3Y*: 13.91%
• 5Y*: 6.85%
• 10Y*: —

XXTW.L

• 1D: 3.08%
• 1M: -2.47%
• YTD: -7.06%
• 6M: -5.24%
• 1Y: 24.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XSCD.L vs. XXTW.L - Expense Ratio Comparison

XSCD.L has a 0.12% expense ratio, which is lower than XXTW.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%.

XXTW.L

Xtrackers MSCI World Information Technology UCITS ETF

XSCD.L

Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D

Return for Risk

XSCD.L vs. XXTW.L — Risk / Return Rank

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

XSCD.L

XSCD.L Risk / Return Rank: 32
XSCD.L Sharpe Ratio Rank: 40
XSCD.L Sortino Ratio Rank: 44
XSCD.L Omega Ratio Rank: 36
XSCD.L Calmar Ratio Rank: 21
XSCD.L Martin Ratio Rank: 19

XXTW.L

XXTW.L Risk / Return Rank: 52
XXTW.L Sharpe Ratio Rank: 57
XXTW.L Sortino Ratio Rank: 59
XXTW.L Omega Ratio Rank: 53
XXTW.L Calmar Ratio Rank: 53
XXTW.L Martin Ratio Rank: 40

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.

XSCD.L vs. XXTW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XSCD.L) and Xtrackers MSCI World Information Technology UCITS ETF (XXTW.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.

	XSCD.L	XXTW.L	Difference
Sharpe ratio Return per unit of total volatility	0.80	1.07	-0.27
Sortino ratio Return per unit of downside risk	1.30	1.58	-0.28
Omega ratio Gain probability vs. loss probability	1.16	1.21	-0.05
Calmar ratio Return relative to maximum drawdown	0.50	1.45	-0.95
Martin ratio Return relative to average drawdown	1.17	3.94	-2.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSCD.L vs. XXTW.L - Sharpe Ratio Comparison

The current XSCD.L Sharpe Ratio is 0.80, which is comparable to the XXTW.L Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of XSCD.L and XXTW.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.

Sharpe Ratios by Period

	XSCD.L	XXTW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	1.07	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.39	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.97	-0.25

Correlation

The correlation between XSCD.L and XXTW.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XSCD.L vs. XXTW.L - Dividend Comparison

XSCD.L's dividend yield for the trailing twelve months is around 0.49%, while XXTW.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019
XSCD.L Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D	0.49%	0.44%	0.40%	0.60%	0.88%	0.36%	0.58%	0.00%
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

XSCD.L vs. XXTW.L - Drawdown Comparison

The maximum XSCD.L drawdown since its inception was -34.70%, which is greater than XXTW.L's maximum drawdown of -28.44%. Use the drawdown chart below to compare losses from any high point for XSCD.L and XXTW.L.

Drawdown Indicators

	XSCD.L	XXTW.L	Difference
Max Drawdown Largest peak-to-trough decline	-34.70%	-28.44%	-6.26%
Max Drawdown (1Y) Largest decline over 1 year	-13.94%	-16.79%	+2.85%
Max Drawdown (5Y) Largest decline over 5 years	-34.70%	—	—
Current Drawdown Current decline from peak	-12.58%	-13.53%	+0.95%
Average Drawdown Average peak-to-trough decline	-12.13%	-5.15%	-6.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.94%	6.18%	+5.76%

Volatility

XSCD.L vs. XXTW.L - Volatility Comparison

Xtrackers MSCI USA Consumer Discretionary UCITS ETF 1D (XSCD.L) has a higher volatility of 6.43% compared to Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) at 5.48%. This indicates that XSCD.L's price experiences larger fluctuations and is considered to be riskier than XXTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSCD.L	XXTW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.43%	5.48%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	15.81%	14.81%	+1.00%
Volatility (1Y) Calculated over the trailing 1-year period	26.89%	23.31%	+3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.93%	21.41%	+5.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.29%	21.41%	+8.88%