XSKR.L vs. XWTS.L
Compare and contrast key facts about Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L).
XSKR.L and XWTS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSKR.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Jun 29, 2007. XWTS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Mar 16, 2016. Both XSKR.L and XWTS.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
XSKR.L vs. XWTS.L - Performance Comparison
Loading graphics...
XSKR.L vs. XWTS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSKR.L Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.41% | 9.54% | 11.64% | 14.09% | -6.11% | 7.74% | -7.30% | -1.29% | -7.60% | 4.43% |
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C | -2.47% | 19.78% | 37.00% | 40.06% | -30.36% | 17.13% | 18.90% | 21.45% | -4.73% | -2.78% |
Different Trading Currencies
XSKR.L is traded in GBp, while XWTS.L is traded in USD. To make them comparable, the XWTS.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSKR.L achieves a 5.41% return, which is significantly higher than XWTS.L's -2.47% return.
XSKR.L
- 1D
- -0.05%
- 1M
- -4.89%
- YTD
- 5.41%
- 6M
- -2.95%
- 1Y
- 1.98%
- 3Y*
- 8.26%
- 5Y*
- 6.92%
- 10Y*
- 2.89%
XWTS.L
- 1D
- 2.46%
- 1M
- -3.26%
- YTD
- -2.47%
- 6M
- 1.08%
- 1Y
- 24.45%
- 3Y*
- 24.53%
- 5Y*
- 11.17%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XSKR.L vs. XWTS.L - Expense Ratio Comparison
XSKR.L has a 0.20% expense ratio, which is lower than XWTS.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
XSKR.L vs. XWTS.L — Risk / Return Rank
XSKR.L
XWTS.L
XSKR.L vs. XWTS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.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.
| XSKR.L | XWTS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | 1.46 | -1.33 |
Sortino ratioReturn per unit of downside risk | 0.29 | 2.14 | -1.85 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.26 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 2.82 | -2.65 |
Martin ratioReturn relative to average drawdown | 0.38 | 10.73 | -10.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XSKR.L | XWTS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.46 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.61 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.61 | -0.26 |
Correlation
The correlation between XSKR.L and XWTS.L is 0.47, 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
XSKR.L vs. XWTS.L - Dividend Comparison
Neither XSKR.L nor XWTS.L has paid dividends to shareholders.
Drawdowns
XSKR.L vs. XWTS.L - Drawdown Comparison
The maximum XSKR.L drawdown since its inception was -36.21%, roughly equal to the maximum XWTS.L drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for XSKR.L and XWTS.L.
Loading graphics...
Drawdown Indicators
| XSKR.L | XWTS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.21% | -44.71% | +8.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.35% | -3.00% |
Max Drawdown (5Y)Largest decline over 5 years | -17.88% | -44.71% | +26.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.21% | -44.71% | +8.50% |
Current DrawdownCurrent decline from peak | -7.17% | -7.28% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -8.97% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.36% | 2.78% | +3.58% |
Volatility
XSKR.L vs. XWTS.L - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) have volatilities of 6.01% and 5.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XSKR.L | XWTS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 5.76% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.33% | 10.47% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.09% | 16.72% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.35% | 18.42% | -5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.68% | 18.02% | -2.34% |