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

Performance

XSSW.L vs. XSTC.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 Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
XSSW.L
Xtrackers MSCI World Communication Services UCITS ETF 1C GBP
-2.99%20.12%36.87%8.80%
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
-7.90%14.31%39.50%14.45%
Different Trading Currencies

XSSW.L is traded in GBP, while XSTC.L is traded in GBp. To make them comparable, the XSTC.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 -2.99% return, which is significantly higher than XSTC.L's -7.90% return.


XSSW.L

1D
1.85%
1M
-3.70%
YTD
-2.99%
6M
0.67%
1Y
24.04%
3Y*
5Y*
10Y*

XSTC.L

1D
2.97%
1M
-2.09%
YTD
-7.90%
6M
-6.04%
1Y
25.64%
3Y*
22.91%
5Y*
17.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XSSW.L has a 0.25% expense ratio, which is higher than XSTC.L's 0.12% 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. XSTC.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: 7777
Sharpe Ratio Rank
XSSW.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XSSW.L Omega Ratio Rank: 7070
Omega Ratio Rank
XSSW.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
XSSW.L Martin Ratio Rank: 8383
Martin Ratio Rank

XSTC.L
XSTC.L Risk / Return Rank: 5353
Overall Rank
XSTC.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSTC.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
XSTC.L Omega Ratio Rank: 5454
Omega Ratio Rank
XSTC.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSTC.L Martin Ratio Rank: 3939
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. XSTC.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 Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.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.LXSTC.LDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.08

+0.43

Sortino ratio

Return per unit of downside risk

2.21

1.60

+0.61

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

2.70

1.42

+1.28

Martin ratio

Return relative to average drawdown

10.55

3.80

+6.75

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

The current XSSW.L Sharpe Ratio is 1.51, which is higher than the XSTC.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of XSSW.L and XSTC.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.LXSTC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.08

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.46

0.96

+0.50

Correlation

The correlation between XSSW.L and XSTC.L is 0.63, 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

XSSW.L vs. XSTC.L - Dividend Comparison

XSSW.L has not paid dividends to shareholders, while XSTC.L's dividend yield for the trailing twelve months is around 0.34%.


TTM2025202420232022202120202019
XSSW.L
Xtrackers MSCI World Communication Services UCITS ETF 1C GBP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSTC.L
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.34%0.33%0.37%0.53%1.08%0.53%0.63%0.60%

Drawdowns

XSSW.L vs. XSTC.L - Drawdown Comparison

The maximum XSSW.L drawdown since its inception was -20.71%, smaller than the maximum XSTC.L drawdown of -29.30%. Use the drawdown chart below to compare losses from any high point for XSSW.L and XSTC.L.


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Drawdown Indicators


XSSW.LXSTC.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.71%

-29.30%

+8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-17.49%

+8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-29.30%

Current Drawdown

Current decline from peak

-5.10%

-14.27%

+9.17%

Average Drawdown

Average peak-to-trough decline

-3.18%

-6.36%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

6.55%

-4.25%

Volatility

XSSW.L vs. XSTC.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) is 4.94%, while Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a volatility of 5.21%. This indicates that XSSW.L experiences smaller price fluctuations and is considered to be less risky than XSTC.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.LXSTC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

5.21%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

14.94%

-5.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

23.77%

-7.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

22.13%

-6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.85%

22.42%

-6.57%