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

Performance

XWTS.DE vs. QTOP - 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 Nasdaq Top 30 Stocks ETF (QTOP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWTS.DE is traded in EUR, while QTOP is traded in USD. To make them comparable, the QTOP 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 4.97% return, which is significantly lower than QTOP's 23.21% return.


XWTS.DE

1D
0.93%
1M
-1.55%
YTD
4.97%
6M
2.47%
1Y
21.29%
3Y*
23.40%
5Y*
11.82%
10Y*
10.59%

QTOP

1D
0.00%
1M
6.98%
YTD
23.21%
6M
20.80%
1Y
43.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWTS.DE vs. QTOP - Yearly Performance Comparison


2026 (YTD)20252024
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
4.97%14.73%11.53%
QTOP
iShares Nasdaq Top 30 Stocks ETF
17.90%7.69%10.67%

Correlation

The correlation between XWTS.DE and QTOP is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2024

0.47

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Return for Risk

XWTS.DE vs. QTOP — 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

QTOP
QTOP Risk / Return Rank: 6363
Overall Rank
QTOP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
QTOP Sortino Ratio Rank: 6060
Sortino Ratio Rank
QTOP Omega Ratio Rank: 6464
Omega Ratio Rank
QTOP Calmar Ratio Rank: 6262
Calmar Ratio Rank
QTOP Martin Ratio Rank: 6363
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. QTOP - 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 Nasdaq Top 30 Stocks ETF (QTOP). 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.DEQTOPDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.27

1.43

-0.16

Calmar ratioReturn relative to maximum drawdown

2.43

3.65

-1.22

Martin ratioReturn relative to average drawdown

9.13

11.03

-1.90

XWTS.DE vs. QTOP - Sharpe Ratio Comparison

The current XWTS.DE Sharpe Ratio is 1.61, which is lower than the QTOP Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of XWTS.DE and QTOP, 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.DEQTOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.52

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

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

1.12

-0.49

Drawdowns

XWTS.DE vs. QTOP - Drawdown Comparison

The maximum XWTS.DE drawdown since its inception was -36.66%, which is greater than QTOP's maximum drawdown of -27.66%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and QTOP.


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Drawdown Indicators


XWTS.DEQTOPDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-27.66%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-12.11%

+2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-23.94%

Max Drawdown (5Y)

Largest decline over 5 years

-36.66%

Max Drawdown (10Y)

Largest decline over 10 years

-36.66%

Current Drawdown

Current decline from peak

-3.18%

-0.86%

-2.32%

Average Drawdown

Average peak-to-trough decline

-8.67%

-5.63%

-3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

4.00%

-1.55%

Volatility

XWTS.DE vs. QTOP - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while iShares Nasdaq Top 30 Stocks ETF (QTOP) has a volatility of 4.21%. This indicates that XWTS.DE experiences smaller price fluctuations and is considered to be less risky than QTOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWTS.DEQTOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.21%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.72%

12.76%

-3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.91%

17.59%

-3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.16%

24.18%

-6.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.73%

24.18%

-6.45%

XWTS.DE vs. QTOP - Expense Ratio Comparison

XWTS.DE has a 0.25% expense ratio, which is higher than QTOP's 0.20% 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. QTOP - Dividend Comparison

XWTS.DE has not paid dividends to shareholders, while QTOP's dividend yield for the trailing twelve months is around 0.34%.


PositionTTM20252024
QTOP
iShares Nasdaq Top 30 Stocks ETF
0.34%0.38%0.11%
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
0.00%0.00%0.00%

Frequently Asked Questions


XWTS.DE and QTOP have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QTOP is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QTOP is cheaper with a 0.20% expense ratio, compared with 0.25% for XWTS.DE.

XWTS.DE is categorized as Communications Equities, while QTOP is Nasdaq-100. XWTS.DE tracks MSCI World/Comm Services NR USD, while QTOP tracks Nasdaq-100 Top 30 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWTS.DE and 0.20% for QTOP.

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