XWTS.L vs. VGK

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) and Vanguard FTSE Europe ETF (VGK).

XWTS.L and VGK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XWTS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Mar 16, 2016. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both XWTS.L and VGK are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XWTS.L vs. VGK - 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 Vanguard FTSE Europe ETF (VGK). The values are adjusted to include any dividend payments, if applicable.

XWTS.L vs. VGK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C	-4.06%	28.97%	34.65%	47.43%	-37.76%	16.03%	22.50%	26.25%	-10.06%	6.43%
VGK Vanguard FTSE Europe ETF	0.48%	35.83%	1.88%	20.19%	-15.98%	16.89%	5.43%	24.85%	-14.89%	26.98%

Returns By Period

In the year-to-date period, XWTS.L achieves a -4.06% return, which is significantly lower than VGK's 0.48% return.

XWTS.L

• 1D: 2.69%
• 1M: -4.35%
• YTD: -4.06%
• 6M: -0.60%
• 1Y: 27.65%
• 3Y*: 27.56%
• 5Y*: 10.23%
• 10Y*: —

VGK

• 1D: 1.44%
• 1M: -4.82%
• YTD: 0.48%
• 6M: 5.06%
• 1Y: 22.57%
• 3Y*: 14.84%
• 5Y*: 8.99%
• 10Y*: 9.12%

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

XWTS.L vs. VGK - Expense Ratio Comparison

XWTS.L has a 0.25% expense ratio, which is higher than VGK's 0.08% 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%.

XWTS.L

Xtrackers MSCI World Communication Services UCITS ETF 1C

VGK

Vanguard FTSE Europe ETF

Return for Risk

XWTS.L vs. VGK — 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: 81
XWTS.L Sharpe Ratio Rank: 80
XWTS.L Sortino Ratio Rank: 86
XWTS.L Omega Ratio Rank: 76
XWTS.L Calmar Ratio Rank: 79
XWTS.L Martin Ratio Rank: 82

VGK

VGK Risk / Return Rank: 70
VGK Sharpe Ratio Rank: 71
VGK Sortino Ratio Rank: 71
VGK Omega Ratio Rank: 68
VGK Calmar Ratio Rank: 71
VGK 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. VGK - 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 Vanguard FTSE Europe ETF (VGK). 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	VGK	Difference
Sharpe ratio Return per unit of total volatility	1.61	1.29	+0.32
Sortino ratio Return per unit of downside risk	2.41	1.83	+0.58
Omega ratio Gain probability vs. loss probability	1.30	1.26	+0.04
Calmar ratio Return relative to maximum drawdown	2.43	1.89	+0.54
Martin ratio Return relative to average drawdown	9.92	7.22	+2.69
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. VGK - Sharpe Ratio Comparison

The current XWTS.L Sharpe Ratio is 1.61, which is comparable to the VGK Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of XWTS.L and VGK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XWTS.L	VGK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.61	1.29	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.51	+0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.27	+0.30

Correlation

The correlation between XWTS.L and VGK is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XWTS.L vs. VGK - Dividend Comparison

XWTS.L has not paid dividends to shareholders, while VGK's dividend yield for the trailing twelve months is around 2.96%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VGK Vanguard FTSE Europe ETF	2.96%	2.86%	3.61%	3.15%	3.25%	3.05%	2.11%	3.27%	3.95%	2.70%	3.52%	3.25%

Drawdowns

XWTS.L vs. VGK - Drawdown Comparison

The maximum XWTS.L drawdown since its inception was -44.71%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for XWTS.L and VGK.

Drawdown Indicators

	XWTS.L	VGK	Difference
Max Drawdown Largest peak-to-trough decline	-44.71%	-63.61%	+18.90%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-12.09%	+0.74%
Max Drawdown (5Y) Largest decline over 5 years	-44.71%	-32.74%	-11.97%
Max Drawdown (10Y) Largest decline over 10 years	-44.71%	-37.24%	-7.47%
Current Drawdown Current decline from peak	-7.28%	-7.16%	-0.12%
Average Drawdown Average peak-to-trough decline	-8.97%	-13.43%	+4.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	3.17%	-0.39%

Volatility

XWTS.L vs. VGK - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) is 5.76%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 7.33%. This indicates that XWTS.L experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XWTS.L	VGK	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	7.33%	-1.57%
Volatility (6M) Calculated over the trailing 6-month period	10.29%	11.03%	-0.74%
Volatility (1Y) Calculated over the trailing 1-year period	17.20%	17.63%	-0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.09%	17.72%	+1.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.91%	18.88%	-0.97%