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XUIN.L vs. XWIS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUIN.L vs. XWIS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

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XUIN.L vs. XWIS.L - Yearly Performance Comparison


2026 (YTD)202520242023
XUIN.L
Xtrackers MSCI USA Industrials UCITS ETF 1D
6.25%18.19%17.12%7.12%
XWIS.L
Xtrackers MSCI World Industrials UCITS ETF 1C GBP
5.22%25.82%12.97%7.71%
Different Trading Currencies

XUIN.L is traded in USD, while XWIS.L is traded in GBP. To make them comparable, the XWIS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUIN.L achieves a 6.25% return, which is significantly higher than XWIS.L's 5.22% return.


XUIN.L

1D
3.60%
1M
-6.82%
YTD
6.25%
6M
7.61%
1Y
26.43%
3Y*
19.77%
5Y*
12.35%
10Y*

XWIS.L

1D
4.13%
1M
-6.80%
YTD
5.22%
6M
7.63%
1Y
28.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUIN.L vs. XWIS.L - Expense Ratio Comparison

XUIN.L has a 0.12% expense ratio, which is lower than XWIS.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%.


Return for Risk

XUIN.L vs. XWIS.L — Risk / Return Rank

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

XUIN.L
XUIN.L Risk / Return Rank: 7676
Overall Rank
XUIN.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XUIN.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XUIN.L Omega Ratio Rank: 7373
Omega Ratio Rank
XUIN.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
XUIN.L Martin Ratio Rank: 7979
Martin Ratio Rank

XWIS.L
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.

XUIN.L vs. XWIS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) and Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.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.


XUIN.LXWIS.LDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.61

-0.13

Sortino ratio

Return per unit of downside risk

2.11

2.24

-0.13

Omega ratio

Gain probability vs. loss probability

1.29

1.31

-0.03

Calmar ratio

Return relative to maximum drawdown

2.39

2.36

+0.03

Martin ratio

Return relative to average drawdown

9.61

9.79

-0.18

XUIN.L vs. XWIS.L - Sharpe Ratio Comparison

The current XUIN.L Sharpe Ratio is 1.48, which is comparable to the XWIS.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of XUIN.L and XWIS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XUIN.LXWIS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.61

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.32

-0.49

Correlation

The correlation between XUIN.L and XWIS.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XUIN.L vs. XWIS.L - Dividend Comparison

XUIN.L's dividend yield for the trailing twelve months is around 0.97%, while XWIS.L has not paid dividends to shareholders.


TTM2025202420232022
XUIN.L
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.97%1.01%1.12%1.17%0.63%
XWIS.L
Xtrackers MSCI World Industrials UCITS ETF 1C GBP
0.00%0.00%0.00%0.00%0.00%

Drawdowns

XUIN.L vs. XWIS.L - Drawdown Comparison

The maximum XUIN.L drawdown since its inception was -21.71%, which is greater than XWIS.L's maximum drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for XUIN.L and XWIS.L.


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Volatility

XUIN.L vs. XWIS.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) is 6.41%, while Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) has a volatility of 6.99%. This indicates that XUIN.L experiences smaller price fluctuations and is considered to be less risky than XWIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUIN.LXWIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.41%

6.99%

-0.58%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

11.01%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

17.84%

17.54%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

15.00%

+2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

15.00%

+2.33%