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XUCS.DE vs. XDWT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUCS.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUCS.DE achieves a 7.99% return, which is significantly lower than XDWT.DE's 25.23% return.


XUCS.DE

1D
0.08%
1M
-1.95%
YTD
7.99%
6M
7.83%
1Y
0.97%
3Y*
5.59%
5Y*
8.14%
10Y*

XDWT.DE

1D
-2.03%
1M
12.76%
YTD
25.23%
6M
23.47%
1Y
47.87%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUCS.DE vs. XDWT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
7.99%-7.97%21.47%-1.77%5.50%27.57%-0.49%29.85%-4.67%4.10%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
25.23%9.56%41.11%50.00%-28.10%41.76%30.98%51.77%0.78%9.07%

Correlation

The correlation between XUCS.DE and XDWT.DE is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.28

The correlation between XUCS.DE and XDWT.DE shifts across timeframes, from -0.24 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XUCS.DE vs. XDWT.DE — Risk / Return Rank

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

XUCS.DE
XUCS.DE Risk / Return Rank: 1010
Overall Rank
XUCS.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XUCS.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
XUCS.DE Omega Ratio Rank: 1010
Omega Ratio Rank
XUCS.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
XUCS.DE Martin Ratio Rank: 1010
Martin Ratio Rank

XDWT.DE
XDWT.DE Risk / Return Rank: 6464
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 5050
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.

XUCS.DE vs. XDWT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). 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.


XUCS.DEXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.02

1.38

-0.36

Calmar ratioReturn relative to maximum drawdown

0.12

3.12

-3.00

Martin ratioReturn relative to average drawdown

0.23

8.24

-8.01

XUCS.DE vs. XDWT.DE - Sharpe Ratio Comparison

The current XUCS.DE Sharpe Ratio is 0.07, which is lower than the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XUCS.DE and XDWT.DE, 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


XUCS.DEXDWT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

2.38

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.99

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.09

-0.50

Drawdowns

XUCS.DE vs. XDWT.DE - Drawdown Comparison

The maximum XUCS.DE drawdown since its inception was -23.46%, smaller than the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XUCS.DE and XDWT.DE.


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Drawdown Indicators


XUCS.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.46%

-31.61%

+8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.36%

-15.59%

+7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-15.64%

-29.46%

+13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.64%

-29.46%

+13.82%

Max Drawdown (10Y)

Largest decline over 10 years

-31.61%

Current Drawdown

Current decline from peak

-7.31%

-2.61%

-4.70%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.82%

+0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

5.91%

-1.74%

Volatility

XUCS.DE vs. XDWT.DE - Volatility Comparison

The current volatility for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) is 6.10%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XUCS.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUCS.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.10%

7.11%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

14.96%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

20.39%

-6.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

22.55%

-9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

21.46%

-6.96%

XUCS.DE vs. XDWT.DE - Expense Ratio Comparison

XUCS.DE has a 0.12% expense ratio, which is lower than XDWT.DE'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

XUCS.DE vs. XDWT.DE - Dividend Comparison

XUCS.DE's dividend yield for the trailing twelve months is around 1.94%, while XDWT.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
1.94%2.17%2.09%3.35%3.11%1.88%3.02%2.37%0.78%

Frequently Asked Questions


XUCS.DE and XDWT.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XUCS.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDWT.DE.

XUCS.DE is categorized as Consumer Staples Equities, while XDWT.DE is Technology Equities. XUCS.DE tracks MSCI USA Consumer Staples, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.12% for XUCS.DE and 0.25% for XDWT.DE.

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