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XSX6.L vs. XDWT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSX6.L vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers STOXX Europe 600 UCITS ETF 1C (XSX6.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

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

XSX6.L vs. XDWT.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

24.2%
0.1%

Industrials

20.5%
0.3%

Healthcare

12.8%
0.1%

Technology

8.5%
99.1%

Consumer Defensive

7.5%

-

Consumer Cyclical

6.9%

-

Energy

5.8%
0.1%

Basic Materials

5.0%

-

Utilities

4.7%

-

Communication Services

3.0%
0.6%

Real Estate

1.3%

-

Financial Services

XSX6.L
24.2%
XDWT.L
0.1%

Industrials

XSX6.L
20.5%
XDWT.L
0.3%

Healthcare

XSX6.L
12.8%
XDWT.L
0.1%

Technology

XSX6.L
8.5%
XDWT.L
99.1%

Consumer Defensive

XSX6.L
7.5%
XDWT.L

-

Consumer Cyclical

XSX6.L
6.9%
XDWT.L

-

Energy

XSX6.L
5.8%
XDWT.L
0.1%

Basic Materials

XSX6.L
5.0%
XDWT.L

-

Utilities

XSX6.L
4.7%
XDWT.L

-

Communication Services

XSX6.L
3.0%
XDWT.L
0.6%

Real Estate

XSX6.L
1.3%
XDWT.L

-

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Return for Risk

XSX6.L vs. XDWT.L — Risk / Return Rank

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

XSX6.L
XSX6.L Risk / Return Rank: 4545
Overall Rank
XSX6.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XSX6.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
XSX6.L Omega Ratio Rank: 4949
Omega Ratio Rank
XSX6.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
XSX6.L Martin Ratio Rank: 4242
Martin Ratio Rank

XDWT.L
XDWT.L Risk / Return Rank: 6868
Overall Rank
XDWT.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 6969
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5454
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.

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.LXDWT.LDifference
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

XSX6.L vs. XDWT.L - Sharpe Ratio Comparison

The current XSX6.L Sharpe Ratio is 1.60, which is lower than the XDWT.L Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of XSX6.L and XDWT.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.


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Sharpe Ratios by Period


XSX6.LXDWT.LDifference

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.LXDWT.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.34%

-2.32%

+0.98%

Average Drawdown

Average peak-to-trough decline

-4.66%

-5.64%

+0.98%

Ulcer Index

Depth 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.LXDWT.LDifference

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.


Tickers have no history of dividend payments

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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