XWTS.L vs. ESIF.DE
XWTS.L (Xtrackers MSCI World Communication Services UCITS ETF 1C) and ESIF.DE (iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)) are both exchange-traded funds - XWTS.L is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while ESIF.DE is a Financials Equities fund tracking the MSCI World/Financials NR USD. Both are passively managed. Over the past 5 years, XWTS.L returned 10.80%/yr vs 18.37%/yr for ESIF.DE. A 0.50 correlation means they provide meaningful diversification when combined. XWTS.L charges 0.25%/yr vs 0.18%/yr for ESIF.DE.
Performance
XWTS.L vs. ESIF.DE - Performance Comparison
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Different Trading Currencies
XWTS.L is traded in USD, while ESIF.DE is traded in EUR. To make them comparable, the ESIF.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, XWTS.L achieves a 3.66% return, which is significantly higher than ESIF.DE's 2.67% 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%
ESIF.DE
- 1D
- 0.73%
- 1M
- 2.79%
- YTD
- 2.67%
- 6M
- 9.84%
- 1Y
- 24.61%
- 3Y*
- 32.46%
- 5Y*
- 18.37%
- 10Y*
- —
XWTS.L vs. ESIF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C | 3.66% | 28.97% | 34.65% | 47.43% | -37.76% | 16.03% | 4.85% |
ESIF.DE iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) | 2.67% | 66.73% | 18.15% | 25.46% | -8.23% | 18.91% | 7.04% |
Correlation
The correlation between XWTS.L and ESIF.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2020 | 0.50 |
The correlation between XWTS.L and ESIF.DE has been stable across timeframes, ranging from 0.42 to 0.50 - a consistent structural relationship.
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Return for Risk
XWTS.L vs. ESIF.DE — Risk / Return Rank
XWTS.L
ESIF.DE
XWTS.L vs. ESIF.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.L) and iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.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.L | ESIF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.72 | +0.44 |
| Martin ratioReturn relative to average drawdown | 8.66 | 5.74 | +2.92 |
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.L | ESIF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.25 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.83 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.99 | -0.38 |
Drawdowns
XWTS.L vs. ESIF.DE - Drawdown Comparison
The maximum XWTS.L drawdown since its inception was -44.71%, which is greater than ESIF.DE's maximum drawdown of -34.53%. Use the drawdown chart below to compare losses from any high point for XWTS.L and ESIF.DE.
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Drawdown Indicators
| XWTS.L | ESIF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.71% | -34.53% | -10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -14.21% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -18.95% | -16.53% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -44.71% | -34.53% | -10.18% |
Max Drawdown (10Y)Largest decline over 10 years | -44.71% | — | — |
Current DrawdownCurrent decline from peak | -3.20% | -2.90% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -6.20% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 4.28% | -1.43% |
Volatility
XWTS.L vs. ESIF.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) is 4.13%, while iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) (ESIF.DE) has a volatility of 5.93%. This indicates that XWTS.L experiences smaller price fluctuations and is considered to be less risky than ESIF.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.L | ESIF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.13% | 5.93% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 16.21% | -5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 19.63% | -5.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 21.95% | -2.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 21.72% | -3.75% |
XWTS.L vs. ESIF.DE - Expense Ratio Comparison
XWTS.L has a 0.25% expense ratio, which is higher than ESIF.DE's 0.18% 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.L vs. ESIF.DE - Dividend Comparison
Neither XWTS.L nor ESIF.DE has paid dividends to shareholders.
Frequently Asked Questions
XWTS.L and ESIF.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESIF.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESIF.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XWTS.L.
XWTS.L is categorized as Communications Equities, while ESIF.DE is Financials Equities. XWTS.L tracks MSCI World/Comm Services NR USD, while ESIF.DE tracks MSCI World/Financials NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XWTS.L and 0.18% for ESIF.DE.
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