XWIS.L vs. XLIP.L

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Invesco US Industrials Sector UCITS ETF (XLIP.L).

XWIS.L and XLIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XWIS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Index. It was launched on Mar 14, 2016. XLIP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Materials NR USD. It was launched on Dec 16, 2009. Both XWIS.L and XLIP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XWIS.L vs. XLIP.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 Invesco US Industrials Sector UCITS ETF (XLIP.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	6.42%	16.99%	14.88%	7.34%
XLIP.L Invesco US Industrials Sector UCITS ETF	6.91%	11.11%	19.28%	5.38%

Different Trading Currencies

XWIS.L is traded in GBP, while XLIP.L is traded in GBp. To make them comparable, the XLIP.L 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 2.87% return, which is significantly lower than XLIP.L's 6.91% return.

XWIS.L

• 1D: 0.52%
• 1M: -9.31%
• YTD: 2.87%
• 6M: 5.77%
• 1Y: 21.87%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XLIP.L

• 1D: 2.63%
• 1M: -6.45%
• YTD: 6.91%
• 6M: 8.90%
• 1Y: 23.05%
• 3Y*: 16.36%
• 5Y*: 13.12%
• 10Y*: 13.45%

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

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

XWIS.L has a 0.25% expense ratio, which is higher than XLIP.L's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

XWIS.L

Xtrackers MSCI World Industrials UCITS ETF 1C GBP

XLIP.L

Invesco US Industrials Sector UCITS ETF

Return for Risk

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

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

XLIP.L

XLIP.L Risk / Return Rank: 73
XLIP.L Sharpe Ratio Rank: 73
XLIP.L Sortino Ratio Rank: 73
XLIP.L Omega Ratio Rank: 68
XLIP.L Calmar Ratio Rank: 79
XLIP.L Martin Ratio Rank: 73

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. XLIP.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 Invesco US Industrials Sector UCITS ETF (XLIP.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.L	XLIP.L	Difference
Sharpe ratio Return per unit of total volatility	1.41	1.37	+0.03
Sortino ratio Return per unit of downside risk	1.93	1.92	+0.01
Omega ratio Gain probability vs. loss probability	1.27	1.26	+0.01
Calmar ratio Return relative to maximum drawdown	1.91	2.41	-0.50
Martin ratio Return relative to average drawdown	7.13	8.40	-1.27
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. XLIP.L - Sharpe Ratio Comparison

The current XWIS.L Sharpe Ratio is 1.41, which is comparable to the XLIP.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of XWIS.L and XLIP.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.

Sharpe Ratios by Period

	XWIS.L	XLIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	1.37	+0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	0.75	+0.44

Correlation

The correlation between XWIS.L and XLIP.L is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

XWIS.L vs. XLIP.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

XWIS.L vs. XLIP.L - Drawdown Comparison

The maximum XWIS.L drawdown since its inception was -17.37%, smaller than the maximum XLIP.L drawdown of -34.56%. Use the drawdown chart below to compare losses from any high point for XWIS.L and XLIP.L.

Volatility

XWIS.L vs. XLIP.L - Volatility Comparison

Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) has a higher volatility of 5.57% compared to Invesco US Industrials Sector UCITS ETF (XLIP.L) at 5.21%. This indicates that XWIS.L's price experiences larger fluctuations and is considered to be riskier than XLIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XWIS.L	XLIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	5.21%	+0.36%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	9.62%	+0.02%
Volatility (1Y) Calculated over the trailing 1-year period	15.52%	16.74%	-1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.48%	15.86%	-2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.48%	18.28%	-4.80%