XWIS.L vs. 4MMR.DE
XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) and 4MMR.DE (Global X Defence Tech UCITS ETF USD Accumulating) are both exchange-traded funds - XWIS.L is a Industrials Equities fund tracking the MSCI World Index, while 4MMR.DE is a Aerospace & Defense fund managed by Global X. Over the past year, XWIS.L returned 19.58% vs 2.30% for 4MMR.DE. At a 0.43 correlation, their price movements are largely independent.
Performance
XWIS.L vs. 4MMR.DE - Performance Comparison
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Different Trading Currencies
XWIS.L is traded in GBP, while 4MMR.DE is traded in EUR. To make them comparable, the 4MMR.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, XWIS.L achieves a 12.92% return, which is significantly higher than 4MMR.DE's -6.53% return.
XWIS.L
- 1D
- 0.00%
- 1M
- 0.75%
- 6M
- 7.31%
- YTD
- 12.92%
- 1Y
- 19.58%
- 3Y*
- 8.23%
- 5Y*
- 5.80%
- 10Y*
- 9.01%
4MMR.DE
- 1D
- 0.00%
- 1M
- -4.11%
- 6M
- -20.24%
- YTD
- -6.53%
- 1Y
- 2.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XWIS.L vs. 4MMR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP | 12.92% | 16.99% | 4.34% |
4MMR.DE Global X Defence Tech UCITS ETF USD Accumulating | -6.53% | 67.01% | 10.36% |
Correlation
The correlation between XWIS.L and 4MMR.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2024 | 0.43 |
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Return for Risk
XWIS.L vs. 4MMR.DE — Risk / Return Rank
XWIS.L
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
4MMR.DE
XWIS.L vs. 4MMR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Global X Defence Tech UCITS ETF USD Accumulating (4MMR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XWIS.L | 4MMR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.03 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.71 | 0.04 | +0.67 |
| Martin ratioReturn relative to average drawdown | 1.14 | 0.09 | +1.05 |
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Drawdowns
XWIS.L vs. 4MMR.DE - Drawdown Comparison
The maximum XWIS.L drawdown since its inception was -39.29%, which is greater than 4MMR.DE's maximum drawdown of -24.05%. Use the drawdown chart below to compare losses from any high point for XWIS.L and 4MMR.DE.
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Drawdown Indicators
| XWIS.L | 4MMR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.29% | -24.05% | -15.24% |
Max Drawdown (1Y)Largest decline over 1 year | -27.55% | -24.05% | -3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -27.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.92% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.29% | — | — |
Current DrawdownCurrent decline from peak | -15.26% | -22.08% | +6.82% |
Average DrawdownAverage peak-to-trough decline | -6.91% | -5.09% | -1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.17% | 10.17% | +7.00% |
Volatility
XWIS.L vs. 4MMR.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) is 4.78%, while Global X Defence Tech UCITS ETF USD Accumulating (4MMR.DE) has a volatility of 7.83%. This indicates that XWIS.L experiences smaller price fluctuations and is considered to be less risky than 4MMR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWIS.L | 4MMR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 7.83% | -3.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 16.74% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.44% | 22.63% | +21.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.86% | 24.25% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 24.25% | -2.45% |
Dividends
XWIS.L vs. 4MMR.DE - Dividend Comparison
Neither XWIS.L nor 4MMR.DE has paid dividends to shareholders.
Frequently Asked Questions
XWIS.L and 4MMR.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XWIS.L is categorized as Industrials Equities, while 4MMR.DE is Aerospace & Defense. They also come from different issuers: Xtrackers and Global X.
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