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

Performance

XWTS.L vs. XSSW.L - 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 Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L). 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 XSSW.L is traded in GBP. To make them comparable, the XSSW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with XWTS.L having a 3.66% return and XSSW.L slightly lower at 3.62%.


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%

XSSW.L

1D
1.05%
1M
-1.14%
YTD
3.62%
6M
3.28%
1Y
24.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWTS.L vs. XSSW.L - Yearly Performance Comparison


2026 (YTD)202520242023
XWTS.L
Xtrackers MSCI World Communication Services UCITS ETF 1C
3.66%28.97%34.65%9.23%
XSSW.L
Xtrackers MSCI World Communication Services UCITS ETF 1C GBP
3.62%29.19%34.59%9.17%

Correlation

The correlation between XWTS.L and XSSW.L is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.95

The correlation between XWTS.L and XSSW.L has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

XWTS.L vs. XSSW.L — 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

XSSW.L
XSSW.L Risk / Return Rank: 5959
Overall Rank
XSSW.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XSSW.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
XSSW.L Omega Ratio Rank: 5454
Omega Ratio Rank
XSSW.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
XSSW.L Martin Ratio Rank: 6262
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. XSSW.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 Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.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.LXSSW.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratioReturn relative to maximum drawdown

2.17

2.14

+0.03

Martin ratioReturn relative to average drawdown

8.66

8.65

+0.01

XWTS.L vs. XSSW.L - Sharpe Ratio Comparison

The current XWTS.L Sharpe Ratio is 1.69, which is comparable to the XSSW.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of XWTS.L and XSSW.L, 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.LXSSW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.73

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

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

1.66

-1.05

Drawdowns

XWTS.L vs. XSSW.L - Drawdown Comparison

The maximum XWTS.L drawdown since its inception was -44.71%, which is greater than XSSW.L's maximum drawdown of -19.20%. Use the drawdown chart below to compare losses from any high point for XWTS.L and XSSW.L.


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Drawdown Indicators


XWTS.LXSSW.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.71%

-19.20%

-25.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-11.51%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-18.95%

Max Drawdown (5Y)

Largest decline over 5 years

-44.71%

Max Drawdown (10Y)

Largest decline over 10 years

-44.71%

Current Drawdown

Current decline from peak

-3.20%

-3.27%

+0.07%

Average Drawdown

Average peak-to-trough decline

-8.84%

-2.40%

-6.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.85%

0.00%

Volatility

XWTS.L vs. XSSW.L - Volatility Comparison

Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) and Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) have volatilities of 4.13% and 4.12%, 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.LXSSW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

4.12%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

10.40%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.57%

14.20%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

16.38%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

16.38%

+1.59%

XWTS.L vs. XSSW.L - Expense Ratio Comparison

Both XWTS.L and XSSW.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XWTS.L vs. XSSW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, XWTS.L and XSSW.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XWTS.L and XSSW.L have the same expense ratio: 0.25% per year.

XWTS.L tracks MSCI World/Comm Services NR USD, while XSSW.L tracks MSCI World Communication Services 20-35 Custom Index.

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