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XWD1.L vs. XDWT.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWD1.L vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XWD1.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

XDWT.L

1D
-3.26%
1M
7.80%
YTD
20.05%
6M
19.31%
1Y
45.17%
3Y*
31.84%
5Y*
20.57%
10Y*
23.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XWD1.L vs. XDWT.L — Risk / Return Rank

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

XWD1.L

XDWT.L
XDWT.L Risk / Return Rank: 6363
Overall Rank
XDWT.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 6565
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5151
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.

XWD1.L vs. XDWT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XWD1.L vs. XDWT.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XWD1.LXDWT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

Drawdowns

XWD1.L vs. XDWT.L - Drawdown Comparison


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Drawdown Indicators


XWD1.LXDWT.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.99%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

Max Drawdown (3Y)

Largest decline over 3 years

-26.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.99%

Current Drawdown

Current decline from peak

-5.84%

Average Drawdown

Average peak-to-trough decline

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.69%

Volatility

XWD1.L vs. XDWT.L - Volatility Comparison


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Volatility by Period


XWD1.LXDWT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

XWD1.L vs. XDWT.L - Expense Ratio Comparison

XWD1.L has a 0.19% expense ratio, which is lower than XDWT.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%.


Dividends

XWD1.L vs. XDWT.L - Dividend Comparison

Neither XWD1.L nor XDWT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, XWD1.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWD1.L is cheaper with a 0.19% expense ratio, compared with 0.25% for XDWT.L.

XWD1.L is categorized as Global Equities, while XDWT.L is Technology Equities. XWD1.L tracks MSCI ACWI NR USD, while XDWT.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.19% for XWD1.L and 0.25% for XDWT.L.

Portfolio Optimizer

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