XXTW.L vs. KARP.L
XXTW.L (Xtrackers MSCI World Information Technology UCITS ETF) and KARP.L (KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD) are both Technology Equities funds - XXTW.L tracks the MSCI World Information Technology 20/35 Custom index while KARP.L tracks the MSCI World/Information Tech NR USD. Both are passively managed. Over the past year, XXTW.L returned 51.91% vs 64.99% for KARP.L. At a 0.31 correlation, their price movements are largely independent. XXTW.L charges 0.25%/yr vs 0.72%/yr for KARP.L.
Performance
XXTW.L vs. KARP.L - Performance Comparison
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Returns By Period
In the year-to-date period, XXTW.L achieves a 24.48% return, which is significantly higher than KARP.L's 15.05% return.
XXTW.L
- 1D
- -1.87%
- 1M
- 12.87%
- YTD
- 24.48%
- 6M
- 22.47%
- 1Y
- 51.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KARP.L
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 15.05%
- 6M
- 14.03%
- 1Y
- 64.99%
- 3Y*
- 2.82%
- 5Y*
- —
- 10Y*
- —
XXTW.L vs. KARP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | 24.48% | 13.82% | 36.21% | 14.56% |
KARP.L KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD | 15.05% | 33.35% | -17.39% | -13.66% |
Correlation
The correlation between XXTW.L and KARP.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023 | 0.31 |
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Return for Risk
XXTW.L vs. KARP.L — Risk / Return Rank
XXTW.L
KARP.L
XXTW.L vs. KARP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) and KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.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.
| XXTW.L | KARP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.55 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 6.99 | -3.85 |
| Martin ratioReturn relative to average drawdown | 8.22 | 19.86 | -11.64 |
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
| XXTW.L | KARP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.73 | 3.13 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.52 | -0.14 | +1.66 |
Drawdowns
XXTW.L vs. KARP.L - Drawdown Comparison
The maximum XXTW.L drawdown since its inception was -28.44%, smaller than the maximum KARP.L drawdown of -56.63%. Use the drawdown chart below to compare losses from any high point for XXTW.L and KARP.L.
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Drawdown Indicators
| XXTW.L | KARP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.44% | -56.63% | +28.19% |
Max Drawdown (1Y)Largest decline over 1 year | -16.79% | -9.76% | -7.03% |
Max Drawdown (3Y)Largest decline over 3 years | — | -46.94% | — |
Current DrawdownCurrent decline from peak | -2.31% | -19.90% | +17.59% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -34.88% | +29.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.43% | 3.44% | +2.99% |
Volatility
XXTW.L vs. KARP.L - Volatility Comparison
Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) has a higher volatility of 6.76% compared to KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.L) at 0.00%. This indicates that XXTW.L's price experiences larger fluctuations and is considered to be riskier than KARP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XXTW.L | KARP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 0.00% | +6.76% |
Volatility (6M)Calculated over the trailing 6-month period | 14.37% | 12.87% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.30% | 21.85% | -2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 24.61% | -3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.48% | 24.61% | -3.13% |
XXTW.L vs. KARP.L - Expense Ratio Comparison
XXTW.L has a 0.25% expense ratio, which is lower than KARP.L's 0.72% expense ratio.
Dividends
XXTW.L vs. KARP.L - Dividend Comparison
Neither XXTW.L nor KARP.L has paid dividends to shareholders.
Frequently Asked Questions
XXTW.L and KARP.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XXTW.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XXTW.L is cheaper with a 0.25% expense ratio, compared with 0.72% for KARP.L.
XXTW.L tracks MSCI World Information Technology 20/35 Custom index, while KARP.L tracks MSCI World/Information Tech NR USD. They also come from different issuers: Xtrackers and Waystone Management. Their fees differ too: 0.25% for XXTW.L and 0.72% for KARP.L.
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