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XSKR.L vs. XWTS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSKR.L vs. XWTS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L) and Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L). The values are adjusted to include any dividend payments, if applicable.

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XSKR.L vs. XWTS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

XSKR.L
XSKR.L Risk / Return Rank: 1414
Overall Rank
XSKR.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XSKR.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
XSKR.L Omega Ratio Rank: 1313
Omega Ratio Rank
XSKR.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XSKR.L Martin Ratio Rank: 1414
Martin Ratio Rank

XWTS.L
XWTS.L Risk / Return Rank: 8181
Overall Rank
XWTS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XWTS.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
XWTS.L Omega Ratio Rank: 7676
Omega Ratio Rank
XWTS.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XWTS.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.

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.LXWTS.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.46

-1.33

Sortino ratio

Return per unit of downside risk

0.29

2.14

-1.85

Omega ratio

Gain probability vs. loss probability

1.04

1.26

-0.23

Calmar ratio

Return relative to maximum drawdown

0.17

2.82

-2.65

Martin ratio

Return relative to average drawdown

0.38

10.73

-10.34

XSKR.L vs. XWTS.L - Sharpe Ratio Comparison

The current XSKR.L Sharpe Ratio is 0.13, which is lower than the XWTS.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XSKR.L and XWTS.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


XSKR.LXWTS.LDifference

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.


Tickers have no history of dividend payments

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.


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Drawdown Indicators


XSKR.LXWTS.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.17%

-7.28%

+0.11%

Average Drawdown

Average peak-to-trough decline

-9.35%

-8.97%

-0.38%

Ulcer Index

Depth 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.


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Volatility by Period


XSKR.LXWTS.LDifference

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%