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XWTS.L vs. LDCE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWTS.L vs. LDCE.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.L) and PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XWTS.L is traded in USD, while LDCE.DE is traded in EUR. To make them comparable, the LDCE.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 LDCE.DE's -0.83% return. Over the past 10 years, XWTS.L has outperformed LDCE.DE with an annualized return of 10.80%, while LDCE.DE has yielded a comparatively lower 1.50% 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%

LDCE.DE

1D
0.39%
1M
-0.12%
YTD
-0.83%
6M
-0.15%
1Y
3.89%
3Y*
7.64%
5Y*
0.33%
10Y*
1.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWTS.L vs. LDCE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LDCE.DE
PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist
-0.83%17.62%-1.31%9.91%-13.48%-7.59%11.02%0.63%-5.40%15.25%

Correlation

The correlation between XWTS.L and LDCE.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2016

0.22

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Return for Risk

XWTS.L vs. LDCE.DE — 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: 5050
Overall Rank
XWTS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XWTS.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
XWTS.L Omega Ratio Rank: 4747
Omega Ratio Rank
XWTS.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
XWTS.L Martin Ratio Rank: 5252
Martin Ratio Rank

LDCE.DE
LDCE.DE Risk / Return Rank: 2020
Overall Rank
LDCE.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
LDCE.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LDCE.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LDCE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LDCE.DE Martin Ratio Rank: 2222
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.L vs. LDCE.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 PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.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.LLDCE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.29

1.10

+0.20

Calmar ratioReturn relative to maximum drawdown

2.17

0.60

+1.57

Martin ratioReturn relative to average drawdown

8.66

1.65

+7.01

XWTS.L vs. LDCE.DE - Sharpe Ratio Comparison

The current XWTS.L Sharpe Ratio is 1.69, which is higher than the LDCE.DE Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of XWTS.L and LDCE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XWTS.LLDCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

0.52

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.04

+0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.19

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.10

+0.51

Drawdowns

XWTS.L vs. LDCE.DE - Drawdown Comparison

The maximum XWTS.L drawdown since its inception was -44.71%, which is greater than LDCE.DE's maximum drawdown of -29.53%. Use the drawdown chart below to compare losses from any high point for XWTS.L and LDCE.DE.


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Drawdown Indicators


XWTS.LLDCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.71%

-29.53%

-15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-6.47%

-4.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

-8.07%

-10.88%

Max Drawdown (5Y)

Largest decline over 5 years

-44.71%

-29.09%

-15.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.71%

-29.53%

-15.18%

Current Drawdown

Current decline from peak

-3.20%

-3.58%

+0.38%

Average Drawdown

Average peak-to-trough decline

-8.84%

-9.14%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.35%

+0.50%

Volatility

XWTS.L vs. LDCE.DE - Volatility Comparison

Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) has a higher volatility of 4.13% compared to PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist (LDCE.DE) at 2.22%. This indicates that XWTS.L's price experiences larger fluctuations and is considered to be riskier than LDCE.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.LLDCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

2.22%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

5.48%

+5.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

7.42%

+7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

8.20%

+10.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

7.72%

+10.25%

XWTS.L vs. LDCE.DE - Expense Ratio Comparison

XWTS.L has a 0.25% expense ratio, which is lower than LDCE.DE's 0.49% expense ratio.


Dividends

XWTS.L vs. LDCE.DE - Dividend Comparison

XWTS.L has not paid dividends to shareholders, while LDCE.DE's dividend yield for the trailing twelve months is around 3.37%.


PositionTTM20252024202320222021202020192018201720162015
LDCE.DE
PIMCO Euro Low Duration Corporate Bond UCITS ETF Dist
3.37%3.22%2.73%1.72%0.94%0.51%0.51%0.63%0.65%0.71%0.95%0.93%
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


XWTS.L and LDCE.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XWTS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XWTS.L is cheaper with a 0.25% expense ratio, compared with 0.49% for LDCE.DE.

XWTS.L is categorized as Communications Equities, while LDCE.DE is European Corporate Bonds. XWTS.L tracks MSCI World/Comm Services NR USD, while LDCE.DE tracks PIMCO Low Duration Euro Corporate Bond. They also come from different issuers: Xtrackers and PIMCO. Their fees differ too: 0.25% for XWTS.L and 0.49% for LDCE.DE.

Portfolio Optimizer

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