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

Performance

XUTC.DE vs. XDWT.DE - 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 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

The year-to-date returns for both investments are quite close, with XUTC.DE having a 24.28% return and XDWT.DE slightly higher at 25.23%.


XUTC.DE

1D
-2.26%
1M
14.39%
YTD
24.28%
6M
23.11%
1Y
49.23%
3Y*
30.49%
5Y*
24.06%
10Y*

XDWT.DE

1D
-2.03%
1M
14.75%
YTD
25.23%
6M
23.98%
1Y
48.86%
3Y*
29.29%
5Y*
22.52%
10Y*
24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
24.28%9.83%44.60%52.37%-27.42%44.01%32.64%53.18%3.08%10.00%
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 XUTC.DE and XDWT.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

1.00

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

1.00

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

0.99

The correlation between XUTC.DE and XDWT.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

XUTC.DE vs. XDWT.DE — 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: 6363
Overall Rank
XUTC.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XUTC.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XUTC.DE Omega Ratio Rank: 6464
Omega Ratio Rank
XUTC.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XUTC.DE Martin Ratio Rank: 4848
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.

XUTC.DE vs. XDWT.DE - 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 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.


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

-0.02

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

3.03

3.12

-0.09

Martin ratioReturn relative to average drawdown

7.84

8.24

-0.40

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

The current XUTC.DE Sharpe Ratio is 2.37, which is comparable to the XDWT.DE Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XUTC.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


XUTC.DEXDWT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.38

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

0.99

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.10

1.09

+0.01

Drawdowns

XUTC.DE vs. XDWT.DE - Drawdown Comparison

The maximum XUTC.DE drawdown since its inception was -31.79%, roughly equal to the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XUTC.DE and XDWT.DE.


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Drawdown Indicators


XUTC.DEXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.79%

-31.61%

-0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-16.16%

-15.59%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-30.48%

-29.46%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.48%

-29.46%

-1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-31.61%

Current Drawdown

Current decline from peak

-3.00%

-2.61%

-0.39%

Average Drawdown

Average peak-to-trough decline

-6.37%

-5.82%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

5.91%

+0.35%

Volatility

XUTC.DE vs. XDWT.DE - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XUTC.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) have volatilities of 7.31% and 7.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUTC.DEXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

7.11%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.12%

14.96%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

20.39%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.01%

22.55%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.97%

21.46%

+1.51%

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

XUTC.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

XUTC.DE vs. XDWT.DE - Dividend Comparison

XUTC.DE's dividend yield for the trailing twelve months is around 0.26%, 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%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D
0.26%0.34%0.36%0.53%1.14%0.51%0.64%0.59%0.58%

Frequently Asked Questions


With a correlation of 0.99, XUTC.DE and XDWT.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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

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

XUTC.DE tracks MSCI USA Information Technology 20/35 Custom, while XDWT.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.12% for XUTC.DE and 0.25% for XDWT.DE.

Portfolio Optimizer

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