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XWTS.DE vs. IU5C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWTS.DE vs. IU5C.DE - 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 iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XWTS.DE achieves a 4.97% return, which is significantly higher than IU5C.DE's 3.08% return.


XWTS.DE

1D
0.93%
1M
-0.66%
YTD
4.97%
6M
3.43%
1Y
22.43%
3Y*
23.40%
5Y*
11.82%
10Y*
10.59%

IU5C.DE

1D
1.39%
1M
-2.12%
YTD
3.08%
6M
1.78%
1Y
18.77%
3Y*
23.65%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWTS.DE vs. IU5C.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
4.97%14.73%42.15%42.40%-34.20%25.29%11.41%30.74%-5.03%
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
3.08%12.25%46.75%50.73%-37.12%31.78%11.48%35.88%-11.68%

Correlation

The correlation between XWTS.DE and IU5C.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2018

0.97

The correlation between XWTS.DE and IU5C.DE has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

XWTS.DE vs. IU5C.DE — 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: 4848
Overall Rank
XWTS.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 5353
Martin Ratio Rank

IU5C.DE
IU5C.DE Risk / Return Rank: 4242
Overall Rank
IU5C.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IU5C.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
IU5C.DE Omega Ratio Rank: 3535
Omega Ratio Rank
IU5C.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IU5C.DE Martin Ratio Rank: 4848
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. IU5C.DE - 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 iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE). 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.DEIU5C.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.27

1.23

+0.05

Calmar ratioReturn relative to maximum drawdown

2.43

2.32

+0.12

Martin ratioReturn relative to average drawdown

9.13

7.89

+1.24

XWTS.DE vs. IU5C.DE - Sharpe Ratio Comparison

The current XWTS.DE Sharpe Ratio is 1.61, which is comparable to the IU5C.DE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XWTS.DE and IU5C.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XWTS.DEIU5C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.35

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.64

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.73

-0.09

Drawdowns

XWTS.DE vs. IU5C.DE - Drawdown Comparison

The maximum XWTS.DE drawdown since its inception was -36.66%, smaller than the maximum IU5C.DE drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and IU5C.DE.


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Drawdown Indicators


XWTS.DEIU5C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-39.23%

+2.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-8.06%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.94%

-23.61%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-36.66%

-39.23%

+2.57%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

Current Drawdown

Current decline from peak

-3.18%

-4.21%

+1.03%

Average Drawdown

Average peak-to-trough decline

-8.67%

-8.63%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.37%

+0.08%

Volatility

XWTS.DE vs. IU5C.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) has a volatility of 4.12%. This indicates that XWTS.DE experiences smaller price fluctuations and is considered to be less risky than IU5C.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWTS.DEIU5C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.12%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

9.51%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

13.87%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

19.30%

-1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

19.91%

-2.18%

XWTS.DE vs. IU5C.DE - Expense Ratio Comparison

XWTS.DE has a 0.25% expense ratio, which is higher than IU5C.DE's 0.15% 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%.


Dividends

XWTS.DE vs. IU5C.DE - Dividend Comparison

Neither XWTS.DE nor IU5C.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, XWTS.DE and IU5C.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IU5C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IU5C.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XWTS.DE.

XWTS.DE tracks MSCI World/Comm Services NR USD, while IU5C.DE tracks S&P 500 Capped 35/20 Communication Services. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWTS.DE and 0.15% for IU5C.DE.

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