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XWTS.DE vs. XUCM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XWTS.DE vs. XUCM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) and Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE). The values are adjusted to include any dividend payments, if applicable.

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XWTS.DE vs. XUCM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
-2.55%14.73%42.15%42.40%-34.20%22.48%
XUCM.DE
Xtrackers MSCI USA Communication Services UCITS ETF 1D
-2.26%10.39%45.87%50.47%-38.22%26.16%

Returns By Period

In the year-to-date period, XWTS.DE achieves a -2.55% return, which is significantly lower than XUCM.DE's -2.26% return.


XWTS.DE

1D
1.93%
1M
-3.54%
YTD
-2.55%
6M
0.50%
1Y
19.09%
3Y*
24.84%
5Y*
10.55%
10Y*

XUCM.DE

1D
1.71%
1M
-3.58%
YTD
-2.26%
6M
-0.16%
1Y
16.51%
3Y*
25.72%
5Y*
10.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XWTS.DE vs. XUCM.DE - Expense Ratio Comparison

XWTS.DE has a 0.25% expense ratio, which is higher than XUCM.DE's 0.12% 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%.


Return for Risk

XWTS.DE vs. XUCM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XWTS.DE
XWTS.DE Risk / Return Rank: 6363
Overall Rank
XWTS.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XWTS.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
XWTS.DE Omega Ratio Rank: 5353
Omega Ratio Rank
XWTS.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
XWTS.DE Martin Ratio Rank: 7070
Martin Ratio Rank

XUCM.DE
XUCM.DE Risk / Return Rank: 5454
Overall Rank
XUCM.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XUCM.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
XUCM.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XUCM.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
XUCM.DE Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XWTS.DE vs. XUCM.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 USA Communication Services UCITS ETF 1D (XUCM.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.DEXUCM.DEDifference

Sharpe ratio

Return per unit of total volatility

1.09

0.92

+0.17

Sortino ratio

Return per unit of downside risk

1.59

1.36

+0.23

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

2.12

2.01

+0.11

Martin ratio

Return relative to average drawdown

7.86

6.73

+1.13

XWTS.DE vs. XUCM.DE - Sharpe Ratio Comparison

The current XWTS.DE Sharpe Ratio is 1.09, which is comparable to the XUCM.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XWTS.DE and XUCM.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XWTS.DEXUCM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.92

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.53

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.63

-0.04

Correlation

The correlation between XWTS.DE and XUCM.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XWTS.DE vs. XUCM.DE - Dividend Comparison

XWTS.DE has not paid dividends to shareholders, while XUCM.DE's dividend yield for the trailing twelve months is around 0.73%.


TTM2025202420232022
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%
XUCM.DE
Xtrackers MSCI USA Communication Services UCITS ETF 1D
0.73%0.77%0.60%0.60%0.54%

Drawdowns

XWTS.DE vs. XUCM.DE - Drawdown Comparison

The maximum XWTS.DE drawdown since its inception was -36.66%, smaller than the maximum XUCM.DE drawdown of -40.85%. Use the drawdown chart below to compare losses from any high point for XWTS.DE and XUCM.DE.


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Drawdown Indicators


XWTS.DEXUCM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-40.85%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-11.96%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-36.66%

-40.85%

+4.19%

Current Drawdown

Current decline from peak

-5.72%

-5.30%

-0.42%

Average Drawdown

Average peak-to-trough decline

-8.81%

-11.27%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.49%

-0.02%

Volatility

XWTS.DE vs. XUCM.DE - Volatility Comparison

Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.DE) has a higher volatility of 5.02% compared to Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) at 4.43%. This indicates that XWTS.DE's price experiences larger fluctuations and is considered to be riskier than XUCM.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.DEXUCM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

4.43%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

9.82%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.51%

17.94%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

19.66%

-1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

19.59%

-1.78%