XWTS.DE vs. XDWS.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XDWS.DE is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, XWTS.DE returned 10.59%/yr vs 5.34%/yr for XDWS.DE. At a 0.40 correlation, their price movements are largely independent. Both charge a 0.25% expense ratio.
Performance
XWTS.DE vs. XDWS.DE - Performance Comparison
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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 XDWS.DE's 4.43% return. Over the past 10 years, XWTS.DE has outperformed XDWS.DE with an annualized return of 10.59%, while XDWS.DE has yielded a comparatively lower 5.34% annualized 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%
XDWS.DE
- 1D
- -0.24%
- 1M
- -1.84%
- YTD
- 4.43%
- 6M
- 4.20%
- 1Y
- -0.89%
- 3Y*
- 3.32%
- 5Y*
- 4.93%
- 10Y*
- 5.34%
XWTS.DE vs. XDWS.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 | 4.97% | 14.73% | 42.15% | 42.40% | -34.20% | 25.29% | 11.41% | 30.74% | -6.07% | -7.23% |
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 4.43% | -3.34% | 12.56% | -1.53% | -0.06% | 22.38% | -1.96% | 25.94% | -5.88% | 2.82% |
Correlation
The correlation between XWTS.DE and XDWS.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.40 |
The correlation between XWTS.DE and XDWS.DE shifts across timeframes, from -0.01 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XWTS.DE vs. XDWS.DE — Risk / Return Rank
XWTS.DE
XDWS.DE
XWTS.DE vs. XDWS.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 MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.DE | XDWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.00 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | -0.10 | +2.54 |
| Martin ratioReturn relative to average drawdown | 9.13 | -0.20 | +9.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XWTS.DE | XDWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | -0.07 | +1.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.43 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.44 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.45 | +0.19 |
Drawdowns
XWTS.DE vs. XDWS.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -36.66%, which is greater than XDWS.DE's maximum drawdown of -22.95%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and XDWS.DE.
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Drawdown Indicators
| XWTS.DE | XDWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -22.95% | -13.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -8.78% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -11.90% | -12.04% |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | -12.47% | -24.19% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -22.95% | -13.71% |
Current DrawdownCurrent decline from peak | -3.18% | -7.60% | +4.42% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -5.04% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 4.34% | -1.89% |
Volatility
XWTS.DE vs. XDWS.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a volatility of 5.00%. This indicates that XWTS.DE experiences smaller price fluctuations and is considered to be less risky than XDWS.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 | XDWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 5.00% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 10.01% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 12.06% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 11.35% | +6.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 12.19% | +5.54% |
XWTS.DE vs. XDWS.DE - Expense Ratio Comparison
Both XWTS.DE and XDWS.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XWTS.DE vs. XDWS.DE - Dividend Comparison
Neither XWTS.DE nor XDWS.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and XDWS.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XWTS.DE and XDWS.DE have the same expense ratio: 0.25% per year.
XWTS.DE is categorized as Communications Equities, while XDWS.DE is Consumer Staples Equities. XWTS.DE tracks MSCI World/Comm Services NR USD, while XDWS.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR.
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