XWTS.L vs. VHVE.L
Compare and contrast key facts about Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) and Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L).
XWTS.L and VHVE.L 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. VHVE.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed. It was launched on Sep 24, 2019. Both XWTS.L and VHVE.L 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. VHVE.L - Performance Comparison
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XWTS.L vs. VHVE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C | -4.24% | 28.97% | 34.65% | 47.43% | -37.76% | 16.03% | 22.50% | 7.12% |
VHVE.L Vanguard FTSE Developed World UCITS ETF USD Acc | -2.24% | 22.18% | 17.93% | 24.66% | -18.06% | 21.15% | 16.52% | 8.50% |
Returns By Period
In the year-to-date period, XWTS.L achieves a -4.24% return, which is significantly lower than VHVE.L's -2.24% return.
XWTS.L
- 1D
- -0.19%
- 1M
- -5.36%
- YTD
- -4.24%
- 6M
- -0.88%
- 1Y
- 31.09%
- 3Y*
- 27.30%
- 5Y*
- 10.18%
- 10Y*
- 10.12%
VHVE.L
- 1D
- -0.50%
- 1M
- -3.94%
- YTD
- -2.24%
- 6M
- 0.56%
- 1Y
- 24.67%
- 3Y*
- 17.60%
- 5Y*
- 10.43%
- 10Y*
- —
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XWTS.L vs. VHVE.L - Expense Ratio Comparison
XWTS.L has a 0.25% expense ratio, which is higher than VHVE.L's 0.12% 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%.
Return for Risk
XWTS.L vs. VHVE.L — Risk / Return Rank
XWTS.L
VHVE.L
XWTS.L vs. VHVE.L - 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 Developed World UCITS ETF USD Acc (VHVE.L). 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 | VHVE.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.59 | 1.37 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.39 | 1.93 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.28 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.90 | -0.16 |
Martin ratioReturn relative to average drawdown | 11.32 | 12.74 | -1.42 |
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 | VHVE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 1.37 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.67 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.73 | -0.16 |
Correlation
The correlation between XWTS.L and VHVE.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XWTS.L vs. VHVE.L - Dividend Comparison
Neither XWTS.L nor VHVE.L has paid dividends to shareholders.
Drawdowns
XWTS.L vs. VHVE.L - Drawdown Comparison
The maximum XWTS.L drawdown since its inception was -44.71%, which is greater than VHVE.L's maximum drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for XWTS.L and VHVE.L.
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Drawdown Indicators
| XWTS.L | VHVE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.71% | -33.60% | -11.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -8.51% | -2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -44.71% | -26.08% | -18.63% |
Max Drawdown (10Y)Largest decline over 10 years | -44.71% | — | — |
Current DrawdownCurrent decline from peak | -7.46% | -5.81% | -1.65% |
Average DrawdownAverage peak-to-trough decline | -8.96% | -5.47% | -3.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.94% | +0.81% |
Volatility
XWTS.L vs. VHVE.L - Volatility Comparison
Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) and Vanguard FTSE Developed World UCITS ETF USD Acc (VHVE.L) have volatilities of 5.46% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XWTS.L | VHVE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 5.35% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 9.06% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 15.26% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.08% | 15.48% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 17.57% | +0.34% |