XWTS.L vs. BSX

Last updated Jun 5, 2026

XWTS.L (Xtrackers MSCI World Communication Services UCITS ETF 1C) is Communications Equities fund tracking the MSCI World/Comm Services NR USD, while BSX (Boston Scientific Corporation) is a stock. Over the past 10 years, XWTS.L returned 10.80%/yr vs 7.94%/yr for BSX. At a 0.24 correlation, their price movements are largely independent.

Performance

XWTS.L vs. BSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) and Boston Scientific Corporation (BSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XWTS.L achieves a 3.66% return, which is significantly higher than BSX's -48.77% return. Over the past 10 years, XWTS.L has outperformed BSX with an annualized return of 10.80%, while BSX has yielded a comparatively lower 7.94% annualized return.

XWTS.L

• 1D: 1.04%
• 1M: -1.36%
• YTD: 3.66%
• 6M: 3.22%
• 1Y: 24.71%
• 3Y*: 26.85%
• 5Y*: 10.80%
• 10Y*: 10.80%

BSX

• 1D: 2.43%
• 1M: -12.74%
• YTD: -48.77%
• 6M: -50.01%
• 1Y: -52.31%
• 3Y*: -1.68%
• 5Y*: 3.05%
• 10Y*: 7.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XWTS.L vs. BSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C	3.66%	28.97%	34.65%	47.43%	-37.76%	16.03%	22.50%	26.25%	-10.06%	6.43%
BSX Boston Scientific Corporation	-48.77%	6.75%	54.51%	24.94%	8.92%	18.16%	-20.50%	27.96%	42.56%	14.61%

Correlation

The correlation between XWTS.L and BSX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016	0.24

The correlation between XWTS.L and BSX shifts across timeframes, from 0.12 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

XWTS.L vs. BSX — Risk / Return Rank

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

XWTS.L

XWTS.L Risk / Return Rank: 50
XWTS.L Sharpe Ratio Rank: 50
XWTS.L Sortino Ratio Rank: 55
XWTS.L Omega Ratio Rank: 47
XWTS.L Calmar Ratio Rank: 45
XWTS.L Martin Ratio Rank: 52

BSX

BSX Risk / Return Rank: 2
BSX Sharpe Ratio Rank: 0
BSX Sortino Ratio Rank: 1
BSX Omega Ratio Rank: 1
BSX Calmar Ratio Rank: 5
BSX Martin Ratio Rank: 1

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.L vs. BSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) and Boston Scientific Corporation (BSX). 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.L	BSX	Difference
Sharpe ratio: Return per unit of total volatility	1.69	-1.51	+3.20
Sortino ratio: Return per unit of downside risk	2.59	-2.27	+4.86
Omega ratio: Gain probability vs. loss probability	1.29	0.67	+0.63
Calmar ratio: Return relative to maximum drawdown	2.17	-0.94	+3.11
Martin ratio: Return relative to average drawdown	8.66	-2.11	+10.77
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XWTS.L vs. BSX - Sharpe Ratio Comparison

The current XWTS.L Sharpe Ratio is 1.69, which is higher than the BSX Sharpe Ratio of -1.51. The chart below compares the historical Sharpe Ratios of XWTS.L and BSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XWTS.L	BSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	-1.51	+3.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.12	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.29	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.20	+0.41

Drawdowns

XWTS.L vs. BSX - Drawdown Comparison

The maximum XWTS.L drawdown since its inception was -44.71%, smaller than the maximum BSX drawdown of -89.15%. Use the drawdown chart below to compare losses from any high point for XWTS.L and BSX.

Drawdown Indicators

	XWTS.L	BSX	Difference
Max Drawdown Largest peak-to-trough decline	-44.71%	-89.15%	+44.44%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-55.91%	+44.56%
Max Drawdown (3Y) Largest decline over 3 years	-18.95%	-55.91%	+36.96%
Max Drawdown (5Y) Largest decline over 5 years	-44.71%	-55.91%	+11.20%
Max Drawdown (10Y) Largest decline over 10 years	-44.71%	-55.91%	+11.20%
Current Drawdown Current decline from peak	-3.20%	-54.83%	+51.63%
Average Drawdown Average peak-to-trough decline	-8.84%	-38.75%	+29.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	24.80%	-21.95%

Volatility

XWTS.L vs. BSX - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) is 4.13%, while Boston Scientific Corporation (BSX) has a volatility of 16.49%. This indicates that XWTS.L experiences smaller price fluctuations and is considered to be less risky than BSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XWTS.L	BSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	16.49%	-12.36%
Volatility (6M) Calculated over the trailing 6-month period	10.57%	32.92%	-22.35%
Volatility (1Y) Calculated over the trailing 1-year period	14.57%	34.73%	-20.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.07%	25.67%	-6.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	27.29%	-9.32%

Dividends

XWTS.L vs. BSX - Dividend Comparison

Neither XWTS.L nor BSX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XWTS.L and BSX in my portfolio?

XWTS.L and BSX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.