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

Performance

XWIS.L vs. XUIN.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 Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L). The values are adjusted to include any dividend payments, if applicable.

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XWIS.L vs. XUIN.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%
XUIN.L
Xtrackers MSCI USA Industrials UCITS ETF 1D
8.00%9.77%19.17%6.74%
Different Trading Currencies

XWIS.L is traded in GBP, while XUIN.L is traded in USD. To make them comparable, the XUIN.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 6.42% return, which is significantly lower than XUIN.L's 8.00% return.


XWIS.L

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

XUIN.L

1D
3.36%
1M
-5.77%
YTD
8.00%
6M
9.42%
1Y
23.26%
3Y*
16.93%
5Y*
13.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XWIS.L has a 0.25% expense ratio, which is higher than XUIN.L's 0.12% 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%.


Return for Risk

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

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

XWIS.L

XUIN.L
XUIN.L Risk / Return Rank: 7676
Overall Rank
XUIN.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XUIN.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XUIN.L Omega Ratio Rank: 7373
Omega Ratio Rank
XUIN.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
XUIN.L Martin Ratio Rank: 7979
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. XUIN.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 Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.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.LXUIN.LDifference

Sharpe ratio

Return per unit of total volatility

1.55

1.32

+0.23

Sortino ratio

Return per unit of downside risk

2.14

1.87

+0.28

Omega ratio

Gain probability vs. loss probability

1.30

1.24

+0.06

Calmar ratio

Return relative to maximum drawdown

2.52

2.51

0.00

Martin ratio

Return relative to average drawdown

9.69

8.28

+1.40

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

The current XWIS.L Sharpe Ratio is 1.55, which is comparable to the XUIN.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XWIS.L and XUIN.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.LXUIN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.55

1.32

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.29

0.89

+0.40

Correlation

The correlation between XWIS.L and XUIN.L is 0.89, 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. XUIN.L - Dividend Comparison

XWIS.L has not paid dividends to shareholders, while XUIN.L's dividend yield for the trailing twelve months is around 0.97%.


TTM2025202420232022
XWIS.L
Xtrackers MSCI World Industrials UCITS ETF 1C GBP
0.00%0.00%0.00%0.00%0.00%
XUIN.L
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.97%1.01%1.12%1.17%0.63%

Drawdowns

XWIS.L vs. XUIN.L - Drawdown Comparison

The maximum XWIS.L drawdown since its inception was -17.37%, smaller than the maximum XUIN.L drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for XWIS.L and XUIN.L.


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Volatility

XWIS.L vs. XUIN.L - Volatility Comparison

Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) have volatilities of 6.43% and 6.48%, 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.


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Volatility by Period


XWIS.LXUIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

6.48%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

10.62%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.85%

17.63%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.63%

16.83%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.63%

16.96%

-3.33%