XWIS.L vs. PUST.PA

Last updated Jun 5, 2026

XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) and PUST.PA (Amundi PEA Nasdaq-100 UCITS ETF Acc) are both exchange-traded funds - XWIS.L is a Industrials Equities fund tracking the MSCI World Index, while PUST.PA is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past year, XWIS.L returned 23.01% vs 41.16% for PUST.PA. A 0.59 correlation means they provide meaningful diversification when combined. XWIS.L charges 0.25%/yr vs 0.30%/yr for PUST.PA.

Performance

XWIS.L vs. PUST.PA - 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 Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XWIS.L is traded in GBP, while PUST.PA is traded in EUR. To make them comparable, the PUST.PA 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 11.39% return, which is significantly lower than PUST.PA's 20.00% return.

XWIS.L

• 1D: 0.07%
• 1M: 1.32%
• YTD: 11.39%
• 6M: 12.24%
• 1Y: 23.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

PUST.PA

• 1D: -0.71%
• 1M: 9.54%
• YTD: 20.00%
• 6M: 18.12%
• 1Y: 41.16%
• 3Y*: 24.51%
• 5Y*: 18.72%
• 10Y*: 22.39%

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

XWIS.L vs. PUST.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	11.39%	16.99%	14.88%	7.34%
PUST.PA Amundi PEA Nasdaq-100 UCITS ETF Acc	20.00%	11.37%	29.18%	10.62%

Correlation

The correlation between XWIS.L and PUST.PA is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.57
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023	0.59

The correlation between XWIS.L and PUST.PA has been stable across timeframes, ranging from 0.57 to 0.59 - a consistent structural relationship.

Return for Risk

XWIS.L vs. PUST.PA — Risk / Return Rank

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

PUST.PA

PUST.PA Risk / Return Rank: 70
PUST.PA Sharpe Ratio Rank: 74
PUST.PA Sortino Ratio Rank: 71
PUST.PA Omega Ratio Rank: 71
PUST.PA Calmar Ratio Rank: 74
PUST.PA Martin Ratio Rank: 61

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. PUST.PA - 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 Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA). 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.L	PUST.PA	Difference
Sharpe ratio: Return per unit of total volatility	1.69	2.69	-1.00
Sortino ratio: Return per unit of downside risk	2.44	3.56	-1.12
Omega ratio: Gain probability vs. loss probability	1.31	1.47	-0.16
Calmar ratio: Return relative to maximum drawdown	2.33	3.67	-1.34
Martin ratio: Return relative to average drawdown	8.25	10.59	-2.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XWIS.L vs. PUST.PA - Sharpe Ratio Comparison

The current XWIS.L Sharpe Ratio is 1.69, which is lower than the PUST.PA Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of XWIS.L and PUST.PA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XWIS.L	PUST.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	2.69	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.95	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	1.10	+0.23

Drawdowns

XWIS.L vs. PUST.PA - Drawdown Comparison

The maximum XWIS.L drawdown since its inception was -17.37%, smaller than the maximum PUST.PA drawdown of -27.78%. Use the drawdown chart below to compare losses from any high point for XWIS.L and PUST.PA.

Drawdown Indicators

	XWIS.L	PUST.PA	Difference
Max Drawdown Largest peak-to-trough decline	-17.37%	-27.78%	+10.41%
Max Drawdown (1Y) Largest decline over 1 year	-9.84%	-11.07%	+1.23%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.20%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.78%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.78%	—
Current Drawdown Current decline from peak	-1.79%	-0.71%	-1.08%
Average Drawdown Average peak-to-trough decline	-2.38%	-5.13%	+2.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	3.86%	-1.08%

Volatility

XWIS.L vs. PUST.PA - Volatility Comparison

Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) have volatilities of 4.53% and 4.57%, 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.

Volatility by Period

	XWIS.L	PUST.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.53%	4.57%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	11.10%	10.58%	+0.52%
Volatility (1Y) Calculated over the trailing 1-year period	13.56%	15.08%	-1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.84%	19.37%	-5.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.84%	19.73%	-5.89%

XWIS.L vs. PUST.PA - Expense Ratio Comparison

XWIS.L has a 0.25% expense ratio, which is lower than PUST.PA's 0.30% expense ratio.

Dividends

XWIS.L vs. PUST.PA - Dividend Comparison

Neither XWIS.L nor PUST.PA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

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

XWIS.L and PUST.PA have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XWIS.L or PUST.PA?

On fees, XWIS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XWIS.L or PUST.PA?

XWIS.L is cheaper with a 0.25% expense ratio, compared with 0.30% for PUST.PA.

What is the main difference between XWIS.L and PUST.PA?

XWIS.L is categorized as Industrials Equities, while PUST.PA is Nasdaq-100. XWIS.L tracks MSCI World Index, while PUST.PA tracks NASDAQ-100 Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XWIS.L and 0.30% for PUST.PA.