XWTS.L vs. XSTC.L
Compare and contrast key facts about Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L).
XWTS.L and XSTC.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. XSTC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Sep 12, 2017. Both XWTS.L and XSTC.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XWTS.L or XSTC.L.
Performance
XWTS.L vs. XSTC.L - Performance Comparison
Returns By Period
In the year-to-date period, XWTS.L achieves a 28.89% return, which is significantly lower than XSTC.L's 32.68% return.
XWTS.L
28.89%
2.62%
10.50%
35.72%
11.40%
N/A
XSTC.L
32.68%
3.93%
15.82%
37.57%
24.28%
N/A
Key characteristics
| XWTS.L | XSTC.L | |
|---|---|---|
| Sharpe Ratio | 2.39 | 1.84 |
| Sortino Ratio | 3.34 | 2.47 |
| Omega Ratio | 1.45 | 1.31 |
| Calmar Ratio | 1.75 | 2.60 |
| Martin Ratio | 14.06 | 7.79 |
| Ulcer Index | 2.53% | 4.78% |
| Daily Std Dev | 14.83% | 20.14% |
| Max Drawdown | -44.71% | -25.32% |
| Current Drawdown | -1.86% | -1.64% |
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XWTS.L vs. XSTC.L - Expense Ratio Comparison
XWTS.L has a 0.25% expense ratio, which is higher than XSTC.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%.
Correlation
The correlation between XWTS.L and XSTC.L is 0.72, 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.
Risk-Adjusted Performance
XWTS.L vs. XSTC.L - Risk-Adjusted Performance 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 USA Information Technology UCITS ETF 1D (XSTC.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.
Dividends
XWTS.L vs. XSTC.L - Dividend Comparison
XWTS.L has not paid dividends to shareholders, while XSTC.L's dividend yield for the trailing twelve months is around 0.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XWTS.L Xtrackers MSCI World Communication Services UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.39% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% |
Drawdowns
XWTS.L vs. XSTC.L - Drawdown Comparison
The maximum XWTS.L drawdown since its inception was -44.71%, which is greater than XSTC.L's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for XWTS.L and XSTC.L. For additional features, visit the drawdowns tool.
Volatility
XWTS.L vs. XSTC.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C (XWTS.L) is 4.93%, while Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a volatility of 5.51%. This indicates that XWTS.L experiences smaller price fluctuations and is considered to be less risky than XSTC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.