XWTS.L vs. XSSW.L
XWTS.L (Xtrackers MSCI World Communication Services UCITS ETF 1C) and XSSW.L (Xtrackers MSCI World Communication Services UCITS ETF 1C GBP) are both Communications Equities funds from Xtrackers - XWTS.L tracks the MSCI World/Comm Services NR USD while XSSW.L tracks the MSCI World Communication Services 20-35 Custom Index. Both are passively managed. Over the past year, XWTS.L returned 24.71% vs 24.70% for XSSW.L. Their correlation of 0.95 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
XWTS.L vs. XSSW.L - Performance Comparison
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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*
- —
XWTS.L vs. XSSW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
XWTS.L
XSSW.L
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.L | XSSW.L | Difference | |
|---|---|---|---|
| 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 |
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 | XSSW.L | Difference | |
|---|---|---|---|
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.L | XSSW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.20% | -3.27% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -2.40% | -6.44% |
Ulcer IndexDepth 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.L | XSSW.L | Difference | |
|---|---|---|---|
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.
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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