XWTS.DE vs. XDEW.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index. Both are passively managed. Over the past 10 years, XWTS.DE returned 9.65%/yr vs 11.04%/yr for XDEW.DE. A 0.65 correlation means they provide meaningful diversification when combined. XWTS.DE charges 0.25%/yr vs 0.20%/yr for XDEW.DE.
Performance
XWTS.DE vs. XDEW.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 XDEW.DE's 14.50% return. Over the past 10 years, XWTS.DE has underperformed XDEW.DE with an annualized return of 9.65%, while XDEW.DE has yielded a comparatively higher 11.04% 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%
XDEW.DE
- 1D
- -0.34%
- 1M
- 2.32%
- 6M
- 9.75%
- YTD
- 14.50%
- 1Y
- 19.87%
- 3Y*
- 12.62%
- 5Y*
- 9.52%
- 10Y*
- 11.04%
XWTS.DE vs. XDEW.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% |
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 14.50% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.27% | -4.53% | 4.00% |
Correlation
The correlation between XWTS.DE and XDEW.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.65 |
Over the past year, the correlation between XWTS.DE and XDEW.DE has dropped to 0.38 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
XWTS.DE vs. XDEW.DE — Risk / Return Rank
XWTS.DE
XDEW.DE
XWTS.DE vs. XDEW.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 Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.35 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 3.91 | -2.29 |
| Martin ratioReturn relative to average drawdown | 4.74 | 12.05 | -7.31 |
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Drawdowns
XWTS.DE vs. XDEW.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -39.32%, roughly equal to the maximum XDEW.DE drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and XDEW.DE.
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Drawdown Indicators
| XWTS.DE | XDEW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.32% | -38.79% | -0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -5.06% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -23.97% | -22.70% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -36.65% | -22.70% | -13.95% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -38.79% | +2.14% |
Current DrawdownCurrent decline from peak | -6.29% | -0.61% | -5.68% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -5.33% | -7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 1.65% | +1.50% |
Volatility
XWTS.DE vs. XDEW.DE - Volatility Comparison
Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) has a higher volatility of 7.35% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 2.81%. This indicates that XWTS.DE's price experiences larger fluctuations and is considered to be riskier than XDEW.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 | XDEW.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.35% | 2.81% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 6.82% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.51% | 10.43% | +5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 14.90% | +3.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 16.80% | +1.23% |
XWTS.DE vs. XDEW.DE - Expense Ratio Comparison
XWTS.DE has a 0.25% expense ratio, which is higher than XDEW.DE'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. XDEW.DE - Dividend Comparison
Neither XWTS.DE nor XDEW.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and XDEW.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDEW.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDEW.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XWTS.DE.
XWTS.DE is categorized as Communications Equities, while XDEW.DE is S&P 500. XWTS.DE tracks MSCI World/Comm Services NR USD, while XDEW.DE tracks S&P 500 Equal Weight Index. Their fees differ too: 0.25% for XWTS.DE and 0.20% for XDEW.DE.
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