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XWQS.L vs. XDWT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XWQS.L vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

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XWQS.L vs. XDWT.L - Yearly Performance Comparison


2026 (YTD)202520242023
XWQS.L
Xtrackers MSCI World Quality ESG UCITS ETF 1C
-0.78%9.12%20.95%-12.78%
XDWT.L
Xtrackers MSCI World Information Technology UCITS ETF 1C
-6.45%13.70%36.24%11.47%
Different Trading Currencies

XWQS.L is traded in GBP, while XDWT.L is traded in USD. To make them comparable, the XDWT.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XWQS.L achieves a -0.78% return, which is significantly higher than XDWT.L's -6.45% return.


XWQS.L

1D
2.09%
1M
-4.29%
YTD
-0.78%
6M
4.37%
1Y
17.03%
3Y*
5Y*
10Y*

XDWT.L

1D
3.79%
1M
-1.66%
YTD
-6.45%
6M
-4.68%
1Y
25.84%
3Y*
21.67%
5Y*
16.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XWQS.L vs. XDWT.L - Expense Ratio Comparison

Both XWQS.L and XDWT.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XWQS.L vs. XDWT.L — Risk / Return Rank

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

XWQS.L
XWQS.L Risk / Return Rank: 6666
Overall Rank
XWQS.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XWQS.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
XWQS.L Omega Ratio Rank: 5858
Omega Ratio Rank
XWQS.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
XWQS.L Martin Ratio Rank: 7373
Martin Ratio Rank

XDWT.L
XDWT.L Risk / Return Rank: 6262
Overall Rank
XDWT.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XDWT.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
XDWT.L Omega Ratio Rank: 6060
Omega Ratio Rank
XDWT.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.L Martin Ratio Rank: 5151
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.

XWQS.L vs. XDWT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.


XWQS.LXDWT.LDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.09

+0.08

Sortino ratio

Return per unit of downside risk

1.68

1.62

+0.06

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

2.22

1.52

+0.71

Martin ratio

Return relative to average drawdown

8.79

4.01

+4.78

XWQS.L vs. XDWT.L - Sharpe Ratio Comparison

The current XWQS.L Sharpe Ratio is 1.17, which is comparable to the XDWT.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of XWQS.L and XDWT.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


XWQS.LXDWT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.09

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.02

-0.76

Correlation

The correlation between XWQS.L and XDWT.L is 0.72, 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

XWQS.L vs. XDWT.L - Dividend Comparison

Neither XWQS.L nor XDWT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XWQS.L vs. XDWT.L - Drawdown Comparison

The maximum XWQS.L drawdown since its inception was -23.95%, smaller than the maximum XDWT.L drawdown of -27.95%. Use the drawdown chart below to compare losses from any high point for XWQS.L and XDWT.L.


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Drawdown Indicators


XWQS.LXDWT.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.95%

-35.99%

+12.04%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-16.86%

+7.39%

Max Drawdown (5Y)

Largest decline over 5 years

-35.99%

Current Drawdown

Current decline from peak

-4.93%

-12.89%

+7.96%

Average Drawdown

Average peak-to-trough decline

-7.49%

-6.48%

-1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

5.49%

-3.51%

Volatility

XWQS.L vs. XDWT.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Quality ESG UCITS ETF 1C (XWQS.L) is 4.41%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 6.32%. This indicates that XWQS.L experiences smaller price fluctuations and is considered to be less risky than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWQS.LXDWT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

6.32%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

15.34%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.51%

23.64%

-9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

22.49%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.97%

21.88%

-2.91%