XWIS.L vs. FSELX

Last updated Jul 16, 2026

XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) and FSELX (Fidelity Select Semiconductors Portfolio) are both funds - XWIS.L is a Industrials Equities fund tracking the MSCI World Index, while FSELX is a Semiconductors fund managed by Fidelity. Over the past 10 years, XWIS.L returned 9.01%/yr vs 36.56%/yr for FSELX. At a 0.47 correlation, their price movements are largely independent. XWIS.L charges 0.25%/yr vs 0.68%/yr for FSELX.

Performance

XWIS.L vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XWIS.L is traded in GBP, while FSELX is traded in USD. To make them comparable, the FSELX 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 lower than FSELX's 61.54% return. Over the past 10 years, XWIS.L has underperformed FSELX with an annualized return of 9.01%, while FSELX has yielded a comparatively higher 36.56% annualized 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%

FSELX

• 1D: -2.71%
• 1M: -8.53%
• 6M: 48.49%
• YTD: 61.54%
• 1Y: 100.19%
• 3Y*: 54.58%
• 5Y*: 43.37%
• 10Y*: 36.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XWIS.L vs. FSELX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	12.92%	16.99%	14.88%	-3.06%	-13.20%	16.55%	11.59%	28.78%	-15.34%	25.19%
FSELX Fidelity Select Semiconductors Portfolio	61.54%	41.33%	52.30%	69.56%	-27.57%	60.67%	40.09%	58.24%	-6.79%	22.88%

Correlation

The correlation between XWIS.L and FSELX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Jan 3, 2012	0.47

Return for Risk

XWIS.L vs. FSELX — Risk / Return Rank

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

XWIS.L

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

FSELX

FSELX Risk / Return Rank: 89
FSELX Sharpe Ratio Rank: 93
FSELX Sortino Ratio Rank: 79
FSELX Omega Ratio Rank: 80
FSELX Calmar Ratio Rank: 98
FSELX Martin Ratio Rank: 97

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.

XWIS.L vs. FSELX - 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 Fidelity Select Semiconductors Portfolio (FSELX). 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	FSELX	Difference
Sharpe ratio: Return per unit of total volatility	0.44	2.62	-2.18
Sortino ratio: Return per unit of downside risk	1.03	2.93	-1.90
Omega ratio: Gain probability vs. loss probability	1.27	1.40	-0.13
Calmar ratio: Return relative to maximum drawdown	0.71	6.14	-5.43
Martin ratio: Return relative to average drawdown	1.14	20.98	-19.84

XWIS.L vs. FSELX - Sharpe Ratio Comparison

The current XWIS.L Sharpe Ratio is 0.44, which is lower than the FSELX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of XWIS.L and FSELX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XWIS.L vs. FSELX - Drawdown Comparison

The maximum XWIS.L drawdown since its inception was -39.29%, smaller than the maximum FSELX drawdown of -49.45%. Use the drawdown chart below to compare losses from any high point for XWIS.L and FSELX.

Drawdown Indicators

	XWIS.L	FSELX	Difference
Max Drawdown Largest peak-to-trough decline	-39.29%	-49.45%	+10.16%
Max Drawdown (1Y) Largest decline over 1 year	-27.55%	-16.17%	-11.38%
Max Drawdown (3Y) Largest decline over 3 years	-27.92%	-39.07%	+11.15%
Max Drawdown (5Y) Largest decline over 5 years	-27.92%	-39.07%	+11.15%
Max Drawdown (10Y) Largest decline over 10 years	-39.29%	-39.07%	-0.22%
Current Drawdown Current decline from peak	-15.26%	-15.97%	+0.71%
Average Drawdown Average peak-to-trough decline	-6.91%	-9.37%	+2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.17%	4.72%	+12.45%

Volatility

XWIS.L vs. FSELX - Volatility Comparison

The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) is 4.78%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 18.45%. This indicates that XWIS.L experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XWIS.L	FSELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	18.45%	-13.67%
Volatility (6M) Calculated over the trailing 6-month period	12.05%	31.28%	-19.23%
Volatility (1Y) Calculated over the trailing 1-year period	44.44%	37.94%	+6.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.86%	38.58%	-12.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.80%	34.95%	-13.15%

XWIS.L vs. FSELX - Expense Ratio Comparison

XWIS.L has a 0.25% expense ratio, which is lower than FSELX's 0.68% expense ratio.

Dividends

XWIS.L vs. FSELX - Dividend Comparison

XWIS.L has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 10.10%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSELX Fidelity Select Semiconductors Portfolio	10.10%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XWIS.L and FSELX in my portfolio?

XWIS.L and FSELX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.