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XWTS.L vs. WIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWTS.L vs. WIX - 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 Wix.com Ltd. (WIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XWTS.L achieves a 3.66% return, which is significantly higher than WIX's -48.31% return. Over the past 10 years, XWTS.L has outperformed WIX with an annualized return of 10.80%, while WIX has yielded a comparatively lower 7.11% 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%

WIX

1D
-2.50%
1M
-30.29%
YTD
-48.31%
6M
-47.68%
1Y
-64.96%
3Y*
-10.78%
5Y*
-26.84%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWTS.L vs. WIX - 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%
WIX
Wix.com Ltd.
-48.31%-51.58%74.40%60.12%-51.31%-36.87%104.25%35.47%56.98%29.18%

Correlation

The correlation between XWTS.L and WIX is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.21

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

0.30

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

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2016

0.24

The correlation between XWTS.L and WIX shifts across timeframes, from 0.09 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XWTS.L vs. WIX — 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

WIX
WIX Risk / Return Rank: 55
Overall Rank
WIX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WIX Sortino Ratio Rank: 55
Sortino Ratio Rank
WIX Omega Ratio Rank: 55
Omega Ratio Rank
WIX Calmar Ratio Rank: 66
Calmar Ratio Rank
WIX Martin Ratio Rank: 55
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. WIX - 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 Wix.com Ltd. (WIX). 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.LWIXDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+4.20

Omega ratioGain probability vs. loss probability

1.29

0.79

+0.51

Calmar ratioReturn relative to maximum drawdown

2.17

-0.91

+3.08

Martin ratioReturn relative to average drawdown

8.66

-1.52

+10.18

XWTS.L vs. WIX - Sharpe Ratio Comparison

The current XWTS.L Sharpe Ratio is 1.69, which is higher than the WIX Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of XWTS.L and WIX, 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.LWIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

-0.99

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.46

+1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.13

+0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.19

+0.42

Drawdowns

XWTS.L vs. WIX - Drawdown Comparison

The maximum XWTS.L drawdown since its inception was -44.71%, smaller than the maximum WIX drawdown of -85.09%. Use the drawdown chart below to compare losses from any high point for XWTS.L and WIX.


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Drawdown Indicators


XWTS.LWIXDifference

Max Drawdown

Largest peak-to-trough decline

-44.71%

-85.09%

+40.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-71.42%

+60.07%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

-78.66%

+59.71%

Max Drawdown (5Y)

Largest decline over 5 years

-44.71%

-82.74%

+38.03%

Max Drawdown (10Y)

Largest decline over 10 years

-44.71%

-85.09%

+40.38%

Current Drawdown

Current decline from peak

-3.20%

-84.79%

+81.59%

Average Drawdown

Average peak-to-trough decline

-8.84%

-35.88%

+27.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

42.67%

-39.82%

Volatility

XWTS.L vs. WIX - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) is 4.13%, while Wix.com Ltd. (WIX) has a volatility of 38.19%. This indicates that XWTS.L experiences smaller price fluctuations and is considered to be less risky than WIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XWTS.LWIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

38.19%

-34.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

55.43%

-44.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

65.65%

-51.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

58.49%

-39.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

54.83%

-36.86%

Dividends

XWTS.L vs. WIX - Dividend Comparison

Neither XWTS.L nor WIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWTS.L and WIX have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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