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XUTC.DE vs. FTEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUTC.DE vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUTC.DE is traded in EUR, while FTEC is traded in USD. To make them comparable, the FTEC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUTC.DE achieves a 27.15% return, which is significantly lower than FTEC's 33.47% return.


XUTC.DE

1D
-0.75%
1M
19.00%
YTD
27.15%
6M
26.33%
1Y
53.01%
3Y*
31.71%
5Y*
24.63%
10Y*

FTEC

1D
-1.28%
1M
19.05%
YTD
33.47%
6M
31.46%
1Y
57.66%
3Y*
30.38%
5Y*
23.64%
10Y*
25.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUTC.DE vs. FTEC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
27.15%9.83%44.60%52.37%-27.42%44.01%32.64%53.18%3.08%10.00%
FTEC
Fidelity MSCI Information Technology Index ETF
33.47%7.62%37.94%48.70%-25.23%40.25%33.81%52.29%4.29%8.52%

Correlation

The correlation between XUTC.DE and FTEC is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.68

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

0.66

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

0.64

The correlation between XUTC.DE and FTEC has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.

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Return for Risk

XUTC.DE vs. FTEC — Risk / Return Rank

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

XUTC.DE
XUTC.DE Risk / Return Rank: 6767
Overall Rank
XUTC.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XUTC.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
XUTC.DE Omega Ratio Rank: 6969
Omega Ratio Rank
XUTC.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
XUTC.DE Martin Ratio Rank: 5050
Martin Ratio Rank

FTEC
FTEC Risk / Return Rank: 7777
Overall Rank
FTEC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTEC Sortino Ratio Rank: 8080
Sortino Ratio Rank
FTEC Omega Ratio Rank: 7878
Omega Ratio Rank
FTEC Calmar Ratio Rank: 7373
Calmar Ratio Rank
FTEC Martin Ratio Rank: 6565
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.

XUTC.DE vs. FTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


XUTC.DEFTECDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.41

1.46

-0.04

Calmar ratioReturn relative to maximum drawdown

3.26

3.78

-0.51

Martin ratioReturn relative to average drawdown

8.45

10.53

-2.08

XUTC.DE vs. FTEC - Sharpe Ratio Comparison

The current XUTC.DE Sharpe Ratio is 2.57, which is comparable to the FTEC Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of XUTC.DE and FTEC, 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


XUTC.DEFTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

2.80

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.06

0.96

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

1.02

+0.10

Drawdowns

XUTC.DE vs. FTEC - Drawdown Comparison

The maximum XUTC.DE drawdown since its inception was -31.79%, roughly equal to the maximum FTEC drawdown of -32.82%. Use the drawdown chart below to compare losses from any high point for XUTC.DE and FTEC.


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Drawdown Indicators


XUTC.DEFTECDifference

Max Drawdown

Largest peak-to-trough decline

-31.79%

-32.82%

+1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-16.16%

-15.35%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-31.10%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-31.10%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-32.82%

Current Drawdown

Current decline from peak

-0.75%

-1.28%

+0.53%

Average Drawdown

Average peak-to-trough decline

-6.37%

-5.49%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

5.49%

+0.77%

Volatility

XUTC.DE vs. FTEC - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) has a higher volatility of 6.77% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 5.79%. This indicates that XUTC.DE's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUTC.DEFTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

5.79%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

15.57%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

20.82%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.99%

24.86%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.96%

24.96%

-2.00%

XUTC.DE vs. FTEC - Expense Ratio Comparison

XUTC.DE has a 0.12% expense ratio, which is higher than FTEC's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XUTC.DE vs. FTEC - Dividend Comparison

XUTC.DE's dividend yield for the trailing twelve months is around 0.25%, less than FTEC's 0.32% yield.


PositionTTM20252024202320222021202020192018201720162015
FTEC
Fidelity MSCI Information Technology Index ETF
0.32%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.25%0.34%0.36%0.53%1.14%0.51%0.64%0.59%0.58%0.00%0.00%0.00%

Frequently Asked Questions


XUTC.DE and FTEC have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FTEC is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTEC is cheaper with a 0.08% expense ratio, compared with 0.12% for XUTC.DE.

XUTC.DE tracks MSCI USA Information Technology 20/35 Custom, while FTEC tracks MSCI USA IMI Information Technology 25/50 Index. They also come from different issuers: Xtrackers and Fidelity. Their fees differ too: 0.12% for XUTC.DE and 0.08% for FTEC.

Portfolio Optimizer

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