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XWIS.L vs. JEDG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XWIS.L vs. JEDG.L - 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 VanEck Space Innovators UCITS ETF (JEDG.L). The values are adjusted to include any dividend payments, if applicable.

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XWIS.L vs. JEDG.L - Yearly Performance Comparison


2026 (YTD)202520242023
XWIS.L
Xtrackers MSCI World Industrials UCITS ETF 1C GBP
6.42%16.99%14.88%7.34%
JEDG.L
VanEck Space Innovators UCITS ETF
26.75%80.38%46.13%-1.45%

Returns By Period

In the year-to-date period, XWIS.L achieves a 6.42% return, which is significantly lower than JEDG.L's 26.75% return.


XWIS.L

1D
3.45%
1M
-6.10%
YTD
6.42%
6M
9.02%
1Y
24.65%
3Y*
5Y*
10Y*

JEDG.L

1D
7.17%
1M
4.24%
YTD
26.75%
6M
45.68%
1Y
140.24%
3Y*
50.32%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XWIS.L vs. JEDG.L - Expense Ratio Comparison

XWIS.L has a 0.25% expense ratio, which is lower than JEDG.L's 0.55% expense ratio.


Return for Risk

XWIS.L vs. JEDG.L — Risk / Return Rank

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

XWIS.L

JEDG.L
JEDG.L Risk / Return Rank: 9797
Overall Rank
JEDG.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
JEDG.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
JEDG.L Omega Ratio Rank: 9595
Omega Ratio Rank
JEDG.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
JEDG.L Martin Ratio Rank: 9797
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.

XWIS.L vs. JEDG.L - 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 VanEck Space Innovators UCITS ETF (JEDG.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.


XWIS.LJEDG.LDifference

Sharpe ratio

Return per unit of total volatility

1.55

3.40

-1.85

Sortino ratio

Return per unit of downside risk

2.14

3.85

-1.71

Omega ratio

Gain probability vs. loss probability

1.30

1.48

-0.18

Calmar ratio

Return relative to maximum drawdown

2.52

6.10

-3.58

Martin ratio

Return relative to average drawdown

9.69

21.47

-11.78

XWIS.L vs. JEDG.L - Sharpe Ratio Comparison

The current XWIS.L Sharpe Ratio is 1.55, which is lower than the JEDG.L Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of XWIS.L and JEDG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XWIS.LJEDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

3.40

-1.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

1.11

+0.18

Correlation

The correlation between XWIS.L and JEDG.L is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XWIS.L vs. JEDG.L - Dividend Comparison

Neither XWIS.L nor JEDG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XWIS.L vs. JEDG.L - Drawdown Comparison

The maximum XWIS.L drawdown since its inception was -17.37%, smaller than the maximum JEDG.L drawdown of -26.80%. Use the drawdown chart below to compare losses from any high point for XWIS.L and JEDG.L.


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Volatility

XWIS.L vs. JEDG.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) is 6.43%, while VanEck Space Innovators UCITS ETF (JEDG.L) has a volatility of 15.99%. This indicates that XWIS.L experiences smaller price fluctuations and is considered to be less risky than JEDG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWIS.LJEDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

15.99%

-9.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

32.55%

-22.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

41.03%

-25.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

31.70%

-18.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

31.70%

-18.07%