XWTS.DE vs. SXR8.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, XWTS.DE returned 9.65%/yr vs 14.33%/yr for SXR8.DE. A 0.72 correlation means they provide meaningful diversification when combined. XWTS.DE charges 0.25%/yr vs 0.07%/yr for SXR8.DE.
Performance
XWTS.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWTS.DE achieves a 1.58% return, which is significantly lower than SXR8.DE's 11.80% return. Over the past 10 years, XWTS.DE has underperformed SXR8.DE with an annualized return of 9.65%, while SXR8.DE has yielded a comparatively higher 14.33% annualized return.
XWTS.DE
- 1D
- -3.97%
- 1M
- -0.60%
- 6M
- 1.14%
- YTD
- 1.58%
- 1Y
- 14.95%
- 3Y*
- 22.61%
- 5Y*
- 9.83%
- 10Y*
- 9.65%
SXR8.DE
- 1D
- -1.19%
- 1M
- 0.78%
- 6M
- 9.48%
- YTD
- 11.80%
- 1Y
- 21.55%
- 3Y*
- 18.63%
- 5Y*
- 13.47%
- 10Y*
- 14.33%
XWTS.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XWTS.DE Xtrackers MSCI World Communication Services UCITS ETF 1C | 1.58% | 14.75% | 42.18% | 42.37% | -34.12% | 25.17% | 11.42% | 30.63% | -6.02% | -6.67% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.80% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between XWTS.DE and SXR8.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.72 |
The correlation between XWTS.DE and SXR8.DE shifts across timeframes, from 0.61 (1 year) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XWTS.DE vs. SXR8.DE — Risk / Return Rank
XWTS.DE
SXR8.DE
XWTS.DE vs. SXR8.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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XWTS.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.34 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.09 | -1.47 |
| Martin ratioReturn relative to average drawdown | 4.74 | 10.97 | -6.23 |
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Drawdowns
XWTS.DE vs. SXR8.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -39.32%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and SXR8.DE.
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Drawdown Indicators
| XWTS.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.32% | -33.78% | -5.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -6.94% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -23.97% | -23.32% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -36.65% | -23.32% | -13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -33.78% | -2.87% |
Current DrawdownCurrent decline from peak | -6.29% | -1.32% | -4.97% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -5.19% | -7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 1.96% | +1.19% |
Volatility
XWTS.DE vs. SXR8.DE - Volatility Comparison
Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) has a higher volatility of 7.35% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.98%. This indicates that XWTS.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.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.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 2.98% | +4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 7.84% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 11.78% | +3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 15.20% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.07% | +1.96% |
XWTS.DE vs. SXR8.DE - Expense Ratio Comparison
XWTS.DE has a 0.25% expense ratio, which is higher than SXR8.DE's 0.07% 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. SXR8.DE - Dividend Comparison
Neither XWTS.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and SXR8.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for XWTS.DE.
XWTS.DE is categorized as Communications Equities, while SXR8.DE is S&P 500. XWTS.DE tracks MSCI World/Comm Services NR USD, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWTS.DE and 0.07% for SXR8.DE.
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