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XWTS.DE vs. ESPO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XWTS.DE vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) and VanEck Vectors Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

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XWTS.DE vs. ESPO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
-2.55%14.73%42.15%42.40%-34.20%25.29%11.41%30.74%-3.90%
ESPO
VanEck Vectors Video Gaming and eSports ETF
-10.87%10.87%57.36%29.64%-30.66%5.19%68.77%45.57%-12.30%
Different Trading Currencies

XWTS.DE is traded in EUR, while ESPO is traded in USD. To make them comparable, the ESPO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XWTS.DE achieves a -2.55% return, which is significantly higher than ESPO's -10.87% return.


XWTS.DE

1D
1.93%
1M
-3.54%
YTD
-2.55%
6M
0.50%
1Y
19.09%
3Y*
24.84%
5Y*
10.55%
10Y*

ESPO

1D
0.38%
1M
-0.88%
YTD
-10.87%
6M
-23.53%
1Y
-2.13%
3Y*
18.28%
5Y*
7.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XWTS.DE vs. ESPO - Expense Ratio Comparison

XWTS.DE has a 0.25% expense ratio, which is lower than ESPO's 0.55% expense ratio.


Return for Risk

XWTS.DE vs. ESPO — Risk / Return Rank

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

XWTS.DE
XWTS.DE Risk / Return Rank: 6363
Overall Rank
XWTS.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 5353
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 7070
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 1717
Overall Rank
ESPO Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 1818
Sortino Ratio Rank
ESPO Omega Ratio Rank: 1717
Omega Ratio Rank
ESPO Calmar Ratio Rank: 1717
Calmar Ratio Rank
ESPO Martin Ratio Rank: 1616
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.

XWTS.DE vs. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) and VanEck Vectors Video Gaming and eSports ETF (ESPO). 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.


XWTS.DEESPODifference

Sharpe ratio

Return per unit of total volatility

1.09

-0.10

+1.19

Sortino ratio

Return per unit of downside risk

1.59

0.01

+1.58

Omega ratio

Gain probability vs. loss probability

1.21

1.00

+0.21

Calmar ratio

Return relative to maximum drawdown

2.12

-0.01

+2.12

Martin ratio

Return relative to average drawdown

7.86

-0.02

+7.88

XWTS.DE vs. ESPO - Sharpe Ratio Comparison

The current XWTS.DE Sharpe Ratio is 1.09, which is higher than the ESPO Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of XWTS.DE and ESPO, 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


XWTS.DEESPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

-0.10

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.30

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.67

-0.07

Correlation

The correlation between XWTS.DE and ESPO is 0.45, 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

XWTS.DE vs. ESPO - Dividend Comparison

XWTS.DE has not paid dividends to shareholders, while ESPO's dividend yield for the trailing twelve months is around 1.42%.


TTM20252024202320222021202020192018
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESPO
VanEck Vectors Video Gaming and eSports ETF
1.42%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%

Drawdowns

XWTS.DE vs. ESPO - Drawdown Comparison

The maximum XWTS.DE drawdown since its inception was -36.66%, smaller than the maximum ESPO drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and ESPO.


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Drawdown Indicators


XWTS.DEESPODifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-50.99%

+14.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-27.81%

+16.72%

Max Drawdown (5Y)

Largest decline over 5 years

-36.66%

-48.33%

+11.67%

Current Drawdown

Current decline from peak

-5.72%

-24.72%

+19.00%

Average Drawdown

Average peak-to-trough decline

-8.81%

-14.81%

+6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

11.48%

-9.01%

Volatility

XWTS.DE vs. ESPO - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 5.02%, while VanEck Vectors Video Gaming and eSports ETF (ESPO) has a volatility of 7.20%. This indicates that XWTS.DE experiences smaller price fluctuations and is considered to be less risky than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWTS.DEESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

7.20%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

13.90%

-3.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.51%

21.82%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

23.85%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

25.18%

-7.37%