XSTC.L vs. DGIT.L

Last updated Jun 26, 2026

XSTC.L (Xtrackers MSCI USA Information Technology UCITS ETF 1D) and DGIT.L (iShares Digitalisation UCITS Acc) are both Technology Equities funds tracking the MSCI World/Information Tech NR USD, from Xtrackers and iShares respectively. Both are passively managed. Over the past 5 years, XSTC.L returned 21.25%/yr vs -0.10%/yr for DGIT.L. A 0.78 correlation means they provide meaningful diversification when combined. XSTC.L charges 0.12%/yr vs 0.40%/yr for DGIT.L.

Performance

XSTC.L vs. DGIT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and iShares Digitalisation UCITS Acc (DGIT.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XSTC.L achieves a 16.86% return, which is significantly higher than DGIT.L's -1.53% return.

XSTC.L

• 1D: -1.90%
• 1M: -1.96%
• YTD: 16.86%
• 6M: 17.10%
• 1Y: 39.73%
• 3Y*: 28.82%
• 5Y*: 21.25%
• 10Y*: —

DGIT.L

• 1D: -1.05%
• 1M: -0.12%
• YTD: -1.53%
• 6M: -1.56%
• 1Y: -4.04%
• 3Y*: 11.13%
• 5Y*: -0.10%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D	16.86%	14.31%	39.50%	48.82%	-22.54%	33.47%	41.54%	43.20%	3.21%
DGIT.L iShares Digitalisation UCITS Acc	-1.53%	-2.47%	24.03%	25.52%	-28.82%	2.05%	37.30%	20.58%	-3.33%

Correlation

The correlation between XSTC.L and DGIT.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Apr 23, 2018	0.78

Over the past year, the correlation between XSTC.L and DGIT.L has dropped to 0.57 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

XSTC.L vs. DGIT.L - Sectors Allocation Comparison

Sectors	XSTC.L	DGIT.L
Technology	99.3%	42.9%
Communication Services	0.6%	19.6%
Energy	0.1%	-
Industrials	0.1%	10.1%
Financial Services	0.1%	5.5%
Basic Materials	-	-
Consumer Cyclical	-	16.0%
Consumer Defensive	-	0.0%
Healthcare	-	0.1%
Real Estate	-	5.8%
Utilities	-	-

Return for Risk

XSTC.L vs. DGIT.L — Risk / Return Rank

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

XSTC.L

XSTC.L Risk / Return Rank: 56
XSTC.L Sharpe Ratio Rank: 67
XSTC.L Sortino Ratio Rank: 61
XSTC.L Omega Ratio Rank: 59
XSTC.L Calmar Ratio Rank: 52
XSTC.L Martin Ratio Rank: 39

DGIT.L

DGIT.L Risk / Return Rank: 7
DGIT.L Sharpe Ratio Rank: 7
DGIT.L Sortino Ratio Rank: 7
DGIT.L Omega Ratio Rank: 7
DGIT.L Calmar Ratio Rank: 8
DGIT.L Martin Ratio Rank: 7

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.

XSTC.L vs. DGIT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and iShares Digitalisation UCITS Acc (DGIT.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XSTC.L	DGIT.L	Difference
Sharpe ratio: Return per unit of total volatility	1.89	-0.24	+2.13
Sortino ratio: Return per unit of downside risk	2.49	-0.23	+2.72
Omega ratio: Gain probability vs. loss probability	1.32	0.97	+0.34
Calmar ratio: Return relative to maximum drawdown	2.26	-0.18	+2.44
Martin ratio: Return relative to average drawdown	5.65	-0.38	+6.03

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

The current XSTC.L Sharpe Ratio is 1.89, which is higher than the DGIT.L Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of XSTC.L and DGIT.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XSTC.L vs. DGIT.L - Drawdown Comparison

The maximum XSTC.L drawdown since its inception was -29.30%, smaller than the maximum DGIT.L drawdown of -37.95%. Use the drawdown chart below to compare losses from any high point for XSTC.L and DGIT.L.

Drawdown Indicators

	XSTC.L	DGIT.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.30%	-37.95%	+8.65%
Max Drawdown (1Y) Largest decline over 1 year	-17.49%	-22.83%	+5.34%
Max Drawdown (3Y) Largest decline over 3 years	-29.30%	-24.88%	-4.42%
Max Drawdown (5Y) Largest decline over 5 years	-29.30%	-37.95%	+8.65%
Current Drawdown Current decline from peak	-7.80%	-12.15%	+4.35%
Average Drawdown Average peak-to-trough decline	-6.29%	-13.47%	+7.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.01%	10.71%	-3.70%

Volatility

XSTC.L vs. DGIT.L - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 8.83% compared to iShares Digitalisation UCITS Acc (DGIT.L) at 5.91%. This indicates that XSTC.L's price experiences larger fluctuations and is considered to be riskier than DGIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSTC.L	DGIT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.83%	5.91%	+2.92%
Volatility (6M) Calculated over the trailing 6-month period	15.85%	13.68%	+2.17%
Volatility (1Y) Calculated over the trailing 1-year period	20.93%	16.63%	+4.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.42%	23.68%	-1.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.46%	22.95%	-0.49%

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

XSTC.L has a 0.12% expense ratio, which is lower than DGIT.L's 0.40% expense ratio.

Dividends

XSTC.L vs. DGIT.L - Dividend Comparison

XSTC.L's dividend yield for the trailing twelve months is around 0.27%, while DGIT.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
DGIT.L iShares Digitalisation UCITS Acc	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	0.27%	0.33%	0.37%	0.53%	1.08%	0.53%	0.63%	0.60%

Frequently Asked Questions

Can I hold both XSTC.L and DGIT.L in my portfolio?

XSTC.L and DGIT.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XSTC.L or DGIT.L?

On fees, XSTC.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XSTC.L or DGIT.L?

XSTC.L is cheaper with a 0.12% expense ratio, compared with 0.40% for DGIT.L.

What is the main difference between XSTC.L and DGIT.L?

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.12% for XSTC.L and 0.40% for DGIT.L.