XSX6.L vs. XDWT.L
XSX6.L (Xtrackers STOXX Europe 600 UCITS ETF 1C) and XDWT.L (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XSX6.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while XDWT.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, XSX6.L returned 10.18%/yr vs 25.21%/yr for XDWT.L. A 0.60 correlation means they provide meaningful diversification when combined. XSX6.L charges 0.20%/yr vs 0.25%/yr for XDWT.L.
Performance
XSX6.L vs. XDWT.L - Performance Comparison
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Different Trading Currencies
XSX6.L is traded in GBp, while XDWT.L is traded in USD. To make them comparable, the XDWT.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSX6.L achieves a 6.51% return, which is significantly lower than XDWT.L's 24.60% return. Over the past 10 years, XSX6.L has underperformed XDWT.L with an annualized return of 10.18%, while XDWT.L has yielded a comparatively higher 25.21% annualized return.
XSX6.L
- 1D
- 0.47%
- 1M
- 3.23%
- YTD
- 6.51%
- 6M
- 8.84%
- 1Y
- 19.40%
- 3Y*
- 14.01%
- 5Y*
- 9.84%
- 10Y*
- 10.18%
XDWT.L
- 1D
- -1.87%
- 1M
- 14.96%
- YTD
- 24.60%
- 6M
- 22.74%
- 1Y
- 52.87%
- 3Y*
- 29.51%
- 5Y*
- 22.68%
- 10Y*
- 25.21%
XSX6.L vs. XDWT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSX6.L Xtrackers STOXX Europe 600 UCITS ETF 1C | 6.51% | 26.36% | 3.77% | 13.18% | -4.98% | 16.80% | 3.80% | 20.52% | -9.91% | 15.28% |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 24.60% | 13.70% | 36.24% | 47.09% | -23.22% | 31.09% | 40.22% | 40.71% | 2.60% | 25.81% |
Correlation
The correlation between XSX6.L and XDWT.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 25, 2016 | 0.60 |
The correlation between XSX6.L and XDWT.L shifts across timeframes, from 0.45 (3 years) to 0.60 (10 years), reflecting how their relationship changes across market environments.
XSX6.L vs. XDWT.L - Sectors Allocation Comparison
Sectors
XSX6.L
XDWT.L
Financial Services
Industrials
Healthcare
Technology
Consumer Defensive
-
Consumer Cyclical
-
Energy
Basic Materials
-
Utilities
-
Communication Services
Real Estate
-
Financial Services
XSX6.L
XDWT.L
Industrials
XSX6.L
XDWT.L
Healthcare
XSX6.L
XDWT.L
Technology
XSX6.L
XDWT.L
Consumer Defensive
XSX6.L
XDWT.L
-
Consumer Cyclical
XSX6.L
XDWT.L
-
Energy
XSX6.L
XDWT.L
Basic Materials
XSX6.L
XDWT.L
-
Utilities
XSX6.L
XDWT.L
-
Communication Services
XSX6.L
XDWT.L
Real Estate
XSX6.L
XDWT.L
-
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Return for Risk
XSX6.L vs. XDWT.L — Risk / Return Rank
XSX6.L
XDWT.L
XSX6.L vs. XDWT.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.
| XSX6.L | XDWT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 3.13 | -1.29 |
| Martin ratioReturn relative to average drawdown | 6.65 | 7.96 | -1.31 |
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
| XSX6.L | XDWT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.60 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 1.00 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 1.16 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 1.16 | -0.49 |
Drawdowns
XSX6.L vs. XDWT.L - Drawdown Comparison
The maximum XSX6.L drawdown since its inception was -28.43%, roughly equal to the maximum XDWT.L drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for XSX6.L and XDWT.L.
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Drawdown Indicators
| XSX6.L | XDWT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.43% | -27.95% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.48% | -16.79% | +6.31% |
Max Drawdown (3Y)Largest decline over 3 years | -12.63% | -27.95% | +15.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -27.95% | +10.78% |
Max Drawdown (10Y)Largest decline over 10 years | -28.43% | -27.95% | -0.48% |
Current DrawdownCurrent decline from peak | -1.34% | -2.32% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -4.66% | -5.64% | +0.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 6.62% | -3.71% |
Volatility
XSX6.L vs. XDWT.L - Volatility Comparison
The current volatility for Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) is 3.92%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 7.48%. This indicates that XSX6.L experiences smaller price fluctuations and is considered to be less risky than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSX6.L | XDWT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 7.48% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 15.35% | -5.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.09% | 20.26% | -8.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.90% | 22.66% | -8.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.84% | 21.96% | -7.12% |
XSX6.L vs. XDWT.L - Expense Ratio Comparison
XSX6.L has a 0.20% expense ratio, which is lower than XDWT.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
XSX6.L vs. XDWT.L - Dividend Comparison
Neither XSX6.L nor XDWT.L has paid dividends to shareholders.
Frequently Asked Questions
XSX6.L and XDWT.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.L is cheaper with a 0.20% expense ratio, compared with 0.25% for XDWT.L.
XSX6.L is categorized as Europe Equities, while XDWT.L is Technology Equities. XSX6.L tracks MSCI Europe NR EUR, while XDWT.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.20% for XSX6.L and 0.25% for XDWT.L.
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