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XSSW.L vs. XLCP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSSW.L vs. XLCP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) and Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.L). The values are adjusted to include any dividend payments, if applicable.

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XSSW.L vs. XLCP.L - Yearly Performance Comparison


2026 (YTD)202520242023
XSSW.L
Xtrackers MSCI World Communication Services UCITS ETF 1C GBP
-4.75%20.12%36.87%8.80%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
-2.66%11.11%40.05%8.91%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, XSSW.L achieves a -4.75% return, which is significantly lower than XLCP.L's -2.66% return.


XSSW.L

1D
1.42%
1M
-5.34%
YTD
-4.75%
6M
-1.77%
1Y
24.03%
3Y*
5Y*
10Y*

XLCP.L

1D
0.78%
1M
-3.65%
YTD
-2.66%
6M
-4.24%
1Y
13.01%
3Y*
22.65%
5Y*
9.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSSW.L vs. XLCP.L - Expense Ratio Comparison

XSSW.L has a 0.25% expense ratio, which is higher than XLCP.L's 0.14% expense ratio. However, 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

XSSW.L vs. XLCP.L — Risk / Return Rank

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

XSSW.L
XSSW.L Risk / Return Rank: 7878
Overall Rank
XSSW.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XSSW.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
XSSW.L Omega Ratio Rank: 7272
Omega Ratio Rank
XSSW.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
XSSW.L Martin Ratio Rank: 7777
Martin Ratio Rank

XLCP.L
XLCP.L Risk / Return Rank: 4444
Overall Rank
XLCP.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XLCP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
XLCP.L Omega Ratio Rank: 4040
Omega Ratio Rank
XLCP.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XLCP.L Martin Ratio Rank: 3737
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.

XSSW.L vs. XLCP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) and Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.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.


XSSW.LXLCP.LDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.84

+0.67

Sortino ratio

Return per unit of downside risk

2.21

1.26

+0.95

Omega ratio

Gain probability vs. loss probability

1.27

1.16

+0.11

Calmar ratio

Return relative to maximum drawdown

2.43

1.33

+1.09

Martin ratio

Return relative to average drawdown

8.51

3.41

+5.10

XSSW.L vs. XLCP.L - Sharpe Ratio Comparison

The current XSSW.L Sharpe Ratio is 1.51, which is higher than the XLCP.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of XSSW.L and XLCP.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


XSSW.LXLCP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.84

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.63

+0.78

Correlation

The correlation between XSSW.L and XLCP.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XSSW.L vs. XLCP.L - Dividend Comparison

Neither XSSW.L nor XLCP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSSW.L vs. XLCP.L - Drawdown Comparison

The maximum XSSW.L drawdown since its inception was -20.71%, smaller than the maximum XLCP.L drawdown of -38.47%. Use the drawdown chart below to compare losses from any high point for XSSW.L and XLCP.L.


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Drawdown Indicators


XSSW.LXLCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.71%

-38.47%

+17.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-8.70%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

Current Drawdown

Current decline from peak

-6.83%

-6.22%

-0.61%

Average Drawdown

Average peak-to-trough decline

-3.18%

-8.61%

+5.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.40%

-0.84%

Volatility

XSSW.L vs. XLCP.L - Volatility Comparison

Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) has a higher volatility of 4.47% compared to Invesco Communications S&P US Select Sector UCITS ETF A (XLCP.L) at 3.99%. This indicates that XSSW.L's price experiences larger fluctuations and is considered to be riskier than XLCP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSSW.LXLCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

3.99%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

9.25%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

15.44%

+0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

17.72%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

18.67%

-2.85%