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XUKX.L vs. DHS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUKX.L vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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XUKX.L vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
5.26%26.23%9.25%7.53%4.92%17.95%-12.17%17.87%-8.83%11.52%
DHS
WisdomTree US High Dividend Fund
9.19%4.83%20.08%-5.17%20.81%24.37%-8.47%17.93%-1.92%2.03%
Different Trading Currencies

XUKX.L is traded in GBp, while DHS is traded in USD. To make them comparable, the DHS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUKX.L achieves a 5.26% return, which is significantly lower than DHS's 9.19% return. Over the past 10 years, XUKX.L has underperformed DHS with an annualized return of 9.31%, while DHS has yielded a comparatively higher 10.28% annualized return.


XUKX.L

1D
1.83%
1M
-3.29%
YTD
5.26%
6M
11.36%
1Y
24.39%
3Y*
14.75%
5Y*
12.91%
10Y*
9.31%

DHS

1D
-0.77%
1M
-2.27%
YTD
9.19%
6M
11.02%
1Y
11.66%
3Y*
11.22%
5Y*
12.25%
10Y*
10.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUKX.L vs. DHS - Expense Ratio Comparison

XUKX.L has a 0.09% expense ratio, which is lower than DHS's 0.38% expense ratio.


Return for Risk

XUKX.L vs. DHS — Risk / Return Rank

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

XUKX.L
XUKX.L Risk / Return Rank: 8383
Overall Rank
XUKX.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 8989
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 8080
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 5353
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 5757
Sortino Ratio Rank
DHS Omega Ratio Rank: 5656
Omega Ratio Rank
DHS Calmar Ratio Rank: 4545
Calmar Ratio Rank
DHS Martin Ratio Rank: 4848
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.

XUKX.L vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and WisdomTree US High Dividend Fund (DHS). 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.


XUKX.LDHSDifference

Sharpe ratio

Return per unit of total volatility

1.80

0.84

+0.97

Sortino ratio

Return per unit of downside risk

2.29

1.20

+1.09

Omega ratio

Gain probability vs. loss probability

1.39

1.16

+0.23

Calmar ratio

Return relative to maximum drawdown

2.25

0.96

+1.29

Martin ratio

Return relative to average drawdown

9.69

2.60

+7.09

XUKX.L vs. DHS - Sharpe Ratio Comparison

The current XUKX.L Sharpe Ratio is 1.80, which is higher than the DHS Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of XUKX.L and DHS, 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


XUKX.LDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

0.84

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

0.90

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.62

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.48

-0.15

Correlation

The correlation between XUKX.L and DHS is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XUKX.L vs. DHS - Dividend Comparison

XUKX.L's dividend yield for the trailing twelve months is around 2.84%, less than DHS's 3.24% yield.


TTM20252024202320222021202020192018201720162015
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
2.84%2.87%4.85%3.69%7.07%2.76%5.90%4.37%4.79%3.96%2.89%0.41%
DHS
WisdomTree US High Dividend Fund
3.24%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%

Drawdowns

XUKX.L vs. DHS - Drawdown Comparison

The maximum XUKX.L drawdown since its inception was -44.72%, smaller than the maximum DHS drawdown of -54.03%. Use the drawdown chart below to compare losses from any high point for XUKX.L and DHS.


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Drawdown Indicators


XUKX.LDHSDifference

Max Drawdown

Largest peak-to-trough decline

-44.72%

-67.25%

+22.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-10.84%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-13.13%

-15.28%

+2.15%

Max Drawdown (10Y)

Largest decline over 10 years

-34.03%

-37.35%

+3.32%

Current Drawdown

Current decline from peak

-4.58%

-3.76%

-0.82%

Average Drawdown

Average peak-to-trough decline

-7.04%

-9.62%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.82%

-0.23%

Volatility

XUKX.L vs. DHS - Volatility Comparison

Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) has a higher volatility of 5.27% compared to WisdomTree US High Dividend Fund (DHS) at 3.45%. This indicates that XUKX.L's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUKX.LDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

3.45%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.66%

8.04%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

14.03%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.90%

13.62%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.25%

16.57%

-1.32%