XWTS.DE vs. XDWT.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and XDWT.DE (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XDWT.DE is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 10 years, XWTS.DE returned 10.59%/yr vs 24.00%/yr for XDWT.DE. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
XWTS.DE vs. XDWT.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 lower than XDWT.DE's 25.23% return. Over the past 10 years, XWTS.DE has underperformed XDWT.DE with an annualized return of 10.59%, while XDWT.DE has yielded a comparatively higher 24.00% 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%
XDWT.DE
- 1D
- -2.03%
- 1M
- 14.75%
- YTD
- 25.23%
- 6M
- 23.98%
- 1Y
- 48.86%
- 3Y*
- 29.29%
- 5Y*
- 22.52%
- 10Y*
- 24.00%
XWTS.DE vs. XDWT.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% |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 25.23% | 9.56% | 41.11% | 50.00% | -28.10% | 41.76% | 30.98% | 51.77% | 0.78% | 21.03% |
Correlation
The correlation between XWTS.DE and XDWT.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.66 |
The correlation between XWTS.DE and XDWT.DE shifts across timeframes, from 0.48 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XWTS.DE vs. XDWT.DE — Risk / Return Rank
XWTS.DE
XDWT.DE
XWTS.DE vs. XDWT.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 Information Technology UCITS ETF 1C (XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.38 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 3.12 | -0.68 |
| Martin ratioReturn relative to average drawdown | 9.13 | 8.24 | +0.89 |
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 | XDWT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 2.38 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.99 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 1.11 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.09 | -0.46 |
Drawdowns
XWTS.DE vs. XDWT.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -36.66%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and XDWT.DE.
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Drawdown Indicators
| XWTS.DE | XDWT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -31.61% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -15.59% | +6.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -29.46% | +5.52% |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | -29.46% | -7.20% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -31.61% | -5.05% |
Current DrawdownCurrent decline from peak | -3.18% | -2.61% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -5.82% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 5.91% | -3.46% |
Volatility
XWTS.DE vs. XDWT.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 7.11%. This indicates that XWTS.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.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 | XDWT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 7.11% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 14.96% | -5.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 20.39% | -6.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 22.55% | -4.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 21.46% | -3.73% |
XWTS.DE vs. XDWT.DE - Expense Ratio Comparison
Both XWTS.DE and XDWT.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. XDWT.DE - Dividend Comparison
Neither XWTS.DE nor XDWT.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and XDWT.DE have a correlation of 0.48, 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 XDWT.DE have the same expense ratio: 0.25% per year.
XWTS.DE is categorized as Communications Equities, while XDWT.DE is Technology Equities. XWTS.DE tracks MSCI World/Comm Services NR USD, while XDWT.DE tracks MSCI World/Information Tech NR USD.
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