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

Performance

XSSW.L vs. XLCS.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 Acc (XLCS.L). The values are adjusted to include any dividend payments, if applicable.

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XSSW.L vs. XLCS.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%
XLCS.L
Invesco Communications S&P US Select Sector UCITS ETF Acc
-2.65%10.64%40.10%9.12%
Different Trading Currencies

XSSW.L is traded in GBP, while XLCS.L is traded in USD. To make them comparable, the XLCS.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 XLCS.L's -2.65% return.


XSSW.L

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

XLCS.L

1D
0.56%
1M
-3.73%
YTD
-2.65%
6M
-4.35%
1Y
13.12%
3Y*
23.15%
5Y*
9.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XSSW.L has a 0.25% expense ratio, which is higher than XLCS.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. XLCS.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

XLCS.L
XLCS.L Risk / Return Rank: 4949
Overall Rank
XLCS.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
XLCS.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
XLCS.L Omega Ratio Rank: 4848
Omega Ratio Rank
XLCS.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
XLCS.L Martin Ratio Rank: 3838
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. XLCS.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 Acc (XLCS.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.LXLCS.LDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.80

+0.71

Sortino ratio

Return per unit of downside risk

2.21

1.21

+1.00

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

2.43

1.29

+1.14

Martin ratio

Return relative to average drawdown

8.51

3.33

+5.18

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

The current XSSW.L Sharpe Ratio is 1.51, which is higher than the XLCS.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of XSSW.L and XLCS.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.LXLCS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.80

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.68

+0.74

Correlation

The correlation between XSSW.L and XLCS.L is 0.86, 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. XLCS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XSSW.L vs. XLCS.L - Drawdown Comparison

The maximum XSSW.L drawdown since its inception was -20.71%, smaller than the maximum XLCS.L drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for XSSW.L and XLCS.L.


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Drawdown Indicators


XSSW.LXLCS.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.71%

-47.62%

+26.91%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-10.09%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-47.62%

Current Drawdown

Current decline from peak

-6.83%

-8.21%

+1.38%

Average Drawdown

Average peak-to-trough decline

-3.18%

-10.65%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.91%

-1.35%

Volatility

XSSW.L vs. XLCS.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) is 4.47%, while Invesco Communications S&P US Select Sector UCITS ETF Acc (XLCS.L) has a volatility of 4.75%. This indicates that XSSW.L experiences smaller price fluctuations and is considered to be less risky than XLCS.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.LXLCS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.75%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

9.85%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

16.32%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

19.49%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

20.44%

-4.62%