XWTS.DE vs. XSX6.DE
XWTS.DE (Xtrackers MSCI World Communication Services UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XWTS.DE is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XWTS.DE returned 10.59%/yr vs 9.14%/yr for XSX6.DE. A 0.55 correlation means they provide meaningful diversification when combined. XWTS.DE charges 0.25%/yr vs 0.20%/yr for XSX6.DE.
Performance
XWTS.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XWTS.DE has outperformed XSX6.DE with an annualized return of 10.59%, while XSX6.DE has yielded a comparatively lower 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XWTS.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XWTS.DE and XSX6.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2016 | 0.55 |
The correlation between XWTS.DE and XSX6.DE shifts across timeframes, from 0.44 (3 years) to 0.55 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
XWTS.DE vs. XSX6.DE — Risk / Return Rank
XWTS.DE
XSX6.DE
XWTS.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.73 | +0.71 |
| Martin ratioReturn relative to average drawdown | 9.13 | 6.55 | +2.58 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.26 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.66 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.58 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.59 | +0.04 |
Drawdowns
XWTS.DE vs. XSX6.DE - Drawdown Comparison
The maximum XWTS.DE drawdown since its inception was -36.66%, roughly equal to the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and XSX6.DE.
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Drawdown Indicators
| XWTS.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.66% | -36.05% | -0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -9.17% | -9.46% | +0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -23.94% | -16.37% | -7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -36.66% | -20.84% | -15.82% |
Max Drawdown (10Y)Largest decline over 10 years | -36.66% | -36.05% | -0.61% |
Current DrawdownCurrent decline from peak | -3.18% | -1.56% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -5.27% | -3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.50% | -0.05% |
Volatility
XWTS.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) is 3.84%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XWTS.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 4.26% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 9.72% | 10.73% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 12.95% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 14.44% | +3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 15.61% | +2.12% |
XWTS.DE vs. XSX6.DE - Expense Ratio Comparison
XWTS.DE has a 0.25% expense ratio, which is higher than XSX6.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. XSX6.DE - Dividend Comparison
Neither XWTS.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.DE and XSX6.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XWTS.DE.
XWTS.DE is categorized as Communications Equities, while XSX6.DE is Europe Equities. XWTS.DE tracks MSCI World/Comm Services NR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for XWTS.DE and 0.20% for XSX6.DE.
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