XWTS.L vs. EOG

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 EOG (EOG Resources, Inc.) is a stock. Over the past 10 years, XWTS.L returned 10.80%/yr vs 9.06%/yr for EOG. At a 0.12 correlation, their price movements are largely independent.

Performance

XWTS.L vs. EOG - 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 EOG Resources, Inc. (EOG). 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 lower than EOG's 36.49% return. Over the past 10 years, XWTS.L has outperformed EOG with an annualized return of 10.80%, while EOG has yielded a comparatively lower 9.06% 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%

EOG

• 1D: -0.44%
• 1M: 0.04%
• YTD: 36.49%
• 6M: 27.79%
• 1Y: 31.72%
• 3Y*: 11.93%
• 5Y*: 15.57%
• 10Y*: 9.06%

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

XWTS.L vs. EOG - 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%
EOG EOG Resources, Inc.	36.49%	-11.37%	4.30%	-2.03%	56.88%	88.62%	-38.64%	-2.82%	-18.66%	7.47%

Correlation

The correlation between XWTS.L and EOG is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.22
Correlation (3Y) Calculated over the trailing 3-year period	-0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.06
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Mar 28, 2016	0.12

The correlation between XWTS.L and EOG shifts across timeframes, from -0.22 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XWTS.L vs. EOG — 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

EOG

EOG Risk / Return Rank: 71
EOG Sharpe Ratio Rank: 77
EOG Sortino Ratio Rank: 71
EOG Omega Ratio Rank: 68
EOG Calmar Ratio Rank: 72
EOG Martin Ratio Rank: 69

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. EOG - 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 EOG Resources, Inc. (EOG). 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	EOG	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.22	+0.47
Sortino ratio: Return per unit of downside risk	2.59	1.75	+0.85
Omega ratio: Gain probability vs. loss probability	1.29	1.21	+0.08
Calmar ratio: Return relative to maximum drawdown	2.17	1.72	+0.45
Martin ratio: Return relative to average drawdown	8.66	3.35	+5.31
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. EOG - Sharpe Ratio Comparison

The current XWTS.L Sharpe Ratio is 1.69, which is higher than the EOG Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of XWTS.L and EOG, 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	EOG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	1.22	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.48	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.23	+0.37
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.34	+0.27

Drawdowns

XWTS.L vs. EOG - Drawdown Comparison

The maximum XWTS.L drawdown since its inception was -44.71%, smaller than the maximum EOG drawdown of -77.13%. Use the drawdown chart below to compare losses from any high point for XWTS.L and EOG.

Drawdown Indicators

	XWTS.L	EOG	Difference
Max Drawdown Largest peak-to-trough decline	-44.71%	-77.13%	+32.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-18.51%	+7.16%
Max Drawdown (3Y) Largest decline over 3 years	-18.95%	-23.72%	+4.77%
Max Drawdown (5Y) Largest decline over 5 years	-44.71%	-33.42%	-11.29%
Max Drawdown (10Y) Largest decline over 10 years	-44.71%	-77.13%	+32.42%
Current Drawdown Current decline from peak	-3.20%	-5.28%	+2.08%
Average Drawdown Average peak-to-trough decline	-8.84%	-21.98%	+13.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.85%	9.48%	-6.63%

Volatility

XWTS.L vs. EOG - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) is 4.13%, while EOG Resources, Inc. (EOG) has a volatility of 9.39%. This indicates that XWTS.L experiences smaller price fluctuations and is considered to be less risky than EOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XWTS.L	EOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	9.39%	-5.26%
Volatility (6M) Calculated over the trailing 6-month period	10.57%	20.75%	-10.18%
Volatility (1Y) Calculated over the trailing 1-year period	14.57%	26.13%	-11.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.07%	32.91%	-13.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	39.16%	-21.19%

Dividends

XWTS.L vs. EOG - Dividend Comparison

XWTS.L has not paid dividends to shareholders, while EOG's dividend yield for the trailing twelve months is around 2.86%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EOG EOG Resources, Inc.	2.86%	3.76%	2.97%	4.80%	6.79%	5.19%	2.83%	1.21%	0.87%	0.62%	0.66%	0.95%
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

XWTS.L and EOG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.