XWTS.DE vs. XESC.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XWTS.DE returned 9.93%/yr vs 11.87%/yr for XESC.DE. A 0.61 correlation means they provide meaningful diversification when combined. XWTS.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XWTS.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XWTS.DE achieves a -0.50% return, which is significantly lower than XESC.DE's 9.31% return. Over the past 10 years, XWTS.DE has underperformed XESC.DE with an annualized return of 9.93%, while XESC.DE has yielded a comparatively higher 11.87% annualized return.
XWTS.DE
- 1D
- -1.60%
- 1M
- -7.54%
- YTD
- -0.50%
- 6M
- -0.07%
- 1Y
- 14.93%
- 3Y*
- 22.27%
- 5Y*
- 9.77%
- 10Y*
- 9.93%
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XWTS.DE vs. XESC.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 | -0.50% | 14.75% | 42.18% | 42.37% | -34.12% | 25.17% | 11.42% | 30.63% | -6.02% | -6.67% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XWTS.DE and XESC.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.61 |
The correlation between XWTS.DE and XESC.DE shifts across timeframes, from 0.42 (3 years) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XWTS.DE vs. XESC.DE — Risk / Return Rank
XWTS.DE
XESC.DE
XWTS.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.96 | -0.34 |
| Martin ratioReturn relative to average drawdown | 5.32 | 6.81 | -1.50 |
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Drawdowns
XWTS.DE vs. XESC.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -39.32%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and XESC.DE.
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Drawdown Indicators
| XWTS.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.32% | -46.74% | +7.42% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -10.88% | +1.71% |
Max Drawdown (3Y)Largest decline over 3 years | -23.97% | -16.53% | -7.44% |
Max Drawdown (5Y)Largest decline over 5 years | -36.65% | -23.33% | -13.32% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -38.51% | +1.86% |
Current DrawdownCurrent decline from peak | -8.21% | -1.71% | -6.50% |
Average DrawdownAverage peak-to-trough decline | -12.43% | -9.06% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 3.13% | -0.33% |
Volatility
XWTS.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) has a higher volatility of 5.22% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.52%. This indicates that XWTS.DE's price experiences larger fluctuations and is considered to be riskier than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.52% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 13.23% | -2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 16.03% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.26% | 17.56% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 17.98% | -0.04% |
XWTS.DE vs. XESC.DE - Expense Ratio Comparison
XWTS.DE has a 0.25% expense ratio, which is higher than XESC.DE's 0.09% 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. XESC.DE - Dividend Comparison
Neither XWTS.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and XESC.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for XWTS.DE.
XWTS.DE is categorized as Communications Equities, while XESC.DE is Europe Equities. XWTS.DE tracks MSCI World/Comm Services NR USD, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XWTS.DE and 0.09% for XESC.DE.
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