XSTR.L vs. XXTW.L
XSTR.L (Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D) and XXTW.L (Xtrackers MSCI World Information Technology UCITS ETF) are both exchange-traded funds - XSTR.L is a Money Market fund actively managed by Xtrackers, while XXTW.L is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom index. XSTR.L is actively managed, while XXTW.L is passively managed. Over the past year, XSTR.L returned 3.92% vs 53.00% for XXTW.L. At a correlation of -0.03, they often move in opposite directions. XSTR.L charges 0.10%/yr vs 0.25%/yr for XXTW.L.
Performance
XSTR.L vs. XXTW.L - Performance Comparison
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Different Trading Currencies
XSTR.L is traded in GBp, while XXTW.L is traded in GBP. To make them comparable, the XXTW.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSTR.L achieves a 1.57% return, which is significantly lower than XXTW.L's 24.48% return.
XSTR.L
- 1D
- 0.04%
- 1M
- 0.32%
- YTD
- 1.57%
- 6M
- 1.85%
- 1Y
- 3.92%
- 3Y*
- 4.61%
- 5Y*
- 3.33%
- 10Y*
- 1.76%
XXTW.L
- 1D
- -1.87%
- 1M
- 15.15%
- YTD
- 24.48%
- 6M
- 22.94%
- 1Y
- 53.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XSTR.L vs. XXTW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XSTR.L Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D | 1.57% | 4.20% | 5.14% | 1.91% |
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | 24.48% | 13.82% | 36.21% | 14.56% |
Correlation
The correlation between XSTR.L and XXTW.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023 | -0.03 |
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Return for Risk
XSTR.L vs. XXTW.L — Risk / Return Rank
XSTR.L
XXTW.L
XSTR.L vs. XXTW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) and Xtrackers MSCI World Information Technology UCITS ETF (XXTW.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.
| XSTR.L | XXTW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.80 | 1.45 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 3.14 | +0.90 |
| Martin ratioReturn relative to average drawdown | 32.32 | 8.22 | +24.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSTR.L | XXTW.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 2.73 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.58 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.87 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 1.52 | -1.61 |
Drawdowns
XSTR.L vs. XXTW.L - Drawdown Comparison
The maximum XSTR.L drawdown since its inception was -23.56%, smaller than the maximum XXTW.L drawdown of -28.44%. Use the drawdown chart below to compare losses from any high point for XSTR.L and XXTW.L.
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Drawdown Indicators
| XSTR.L | XXTW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -28.44% | +4.88% |
Max Drawdown (1Y)Largest decline over 1 year | -0.97% | -16.79% | +15.82% |
Max Drawdown (3Y)Largest decline over 3 years | -0.97% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -0.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -1.60% | — | — |
Current DrawdownCurrent decline from peak | -7.85% | -2.31% | -5.54% |
Average DrawdownAverage peak-to-trough decline | -20.17% | -5.02% | -15.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.12% | 6.43% | -6.31% |
Volatility
XSTR.L vs. XXTW.L - Volatility Comparison
The current volatility for Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) is 0.13%, while Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) has a volatility of 6.76%. This indicates that XSTR.L experiences smaller price fluctuations and is considered to be less risky than XXTW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSTR.L | XXTW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.13% | 6.76% | -6.63% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 14.37% | -12.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.09% | 19.30% | -17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.02% | 21.48% | -20.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.99% | 21.48% | -20.49% |
XSTR.L vs. XXTW.L - Expense Ratio Comparison
XSTR.L has a 0.10% expense ratio, which is lower than XXTW.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%.
Dividends
XSTR.L vs. XXTW.L - Dividend Comparison
XSTR.L's dividend yield for the trailing twelve months is around 4.15%, while XXTW.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSTR.L Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D | 4.15% | 4.61% | 5.06% | 4.05% | 0.33% | 0.02% | 0.56% | 0.97% | 0.61% | 0.19% | 1.19% | 0.78% |
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSTR.L and XXTW.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSTR.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSTR.L is cheaper with a 0.10% expense ratio, compared with 0.25% for XXTW.L.
XSTR.L is categorized as Money Market, while XXTW.L is Technology Equities. Their fees differ too: 0.10% for XSTR.L and 0.25% for XXTW.L.
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