XXTW.L vs. XDDX.L

Last updated Jun 5, 2026

XXTW.L (Xtrackers MSCI World Information Technology UCITS ETF) and XDDX.L (Xtrackers DAX ESG Screened UCITS ETF 1D) are both exchange-traded funds - XXTW.L is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom index, while XDDX.L is a Europe Equities fund tracking the FSE DAX TR EUR. Both are passively managed. Over the past year, XXTW.L returned 51.91% vs 8.50% for XDDX.L. At a 0.44 correlation, their price movements are largely independent. XXTW.L charges 0.25%/yr vs 0.09%/yr for XDDX.L.

Performance

XXTW.L vs. XDDX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) and Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XXTW.L is traded in GBP, while XDDX.L is traded in GBp. To make them comparable, the XDDX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XXTW.L achieves a 24.48% return, which is significantly higher than XDDX.L's 3.63% return.

XXTW.L

• 1D: -1.87%
• 1M: 12.87%
• YTD: 24.48%
• 6M: 22.47%
• 1Y: 51.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XDDX.L

• 1D: 0.35%
• 1M: 3.46%
• YTD: 3.63%
• 6M: 5.63%
• 1Y: 8.50%
• 3Y*: 14.88%
• 5Y*: 8.74%
• 10Y*: 9.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XXTW.L vs. XDDX.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%
XDDX.L Xtrackers DAX ESG Screened UCITS ETF 1D	3.63%	24.81%	11.28%	6.20%

Correlation

The correlation between XXTW.L and XDDX.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.50
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023	0.44

The correlation between XXTW.L and XDDX.L has been stable across timeframes, ranging from 0.44 to 0.50 - a consistent structural relationship.

Return for Risk

XXTW.L vs. XDDX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XXTW.L

XXTW.L Risk / Return Rank: 71
XXTW.L Sharpe Ratio Rank: 84
XXTW.L Sortino Ratio Rank: 79
XXTW.L Omega Ratio Rank: 76
XXTW.L Calmar Ratio Rank: 64
XXTW.L Martin Ratio Rank: 49

XDDX.L

XDDX.L Risk / Return Rank: 18
XDDX.L Sharpe Ratio Rank: 19
XDDX.L Sortino Ratio Rank: 18
XDDX.L Omega Ratio Rank: 19
XDDX.L Calmar Ratio Rank: 18
XDDX.L Martin Ratio Rank: 19

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.

XXTW.L vs. XDDX.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 Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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	XDDX.L	Difference
Sharpe ratio: Return per unit of total volatility	2.73	0.57	+2.16
Sortino ratio: Return per unit of downside risk	3.51	0.89	+2.62
Omega ratio: Gain probability vs. loss probability	1.45	1.11	+0.34
Calmar ratio: Return relative to maximum drawdown	3.14	0.67	+2.47
Martin ratio: Return relative to average drawdown	8.22	2.01	+6.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XXTW.L vs. XDDX.L - Sharpe Ratio Comparison

The current XXTW.L Sharpe Ratio is 2.73, which is higher than the XDDX.L Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of XXTW.L and XDDX.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.

Sharpe Ratios by Period

	XXTW.L	XDDX.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.73	0.57	+2.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	0.46	+1.06

Drawdowns

XXTW.L vs. XDDX.L - Drawdown Comparison

The maximum XXTW.L drawdown since its inception was -28.44%, smaller than the maximum XDDX.L drawdown of -35.15%. Use the drawdown chart below to compare losses from any high point for XXTW.L and XDDX.L.

Drawdown Indicators

	XXTW.L	XDDX.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.44%	-35.15%	+6.71%
Max Drawdown (1Y) Largest decline over 1 year	-16.79%	-13.08%	-3.71%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.84%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.15%	—
Current Drawdown Current decline from peak	-2.31%	-1.41%	-0.90%
Average Drawdown Average peak-to-trough decline	-5.02%	-6.63%	+1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.43%	4.35%	+2.08%

Volatility

XXTW.L vs. XDDX.L - Volatility Comparison

Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) has a higher volatility of 6.76% compared to Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) at 4.38%. This indicates that XXTW.L's price experiences larger fluctuations and is considered to be riskier than XDDX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XXTW.L	XDDX.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	4.38%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	14.37%	12.07%	+2.30%
Volatility (1Y) Calculated over the trailing 1-year period	19.30%	15.21%	+4.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.48%	16.94%	+4.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.48%	17.99%	+3.49%

XXTW.L vs. XDDX.L - Expense Ratio Comparison

XXTW.L has a 0.25% expense ratio, which is higher than XDDX.L's 0.09% 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%.

Dividends

XXTW.L vs. XDDX.L - Dividend Comparison

XXTW.L has not paid dividends to shareholders, while XDDX.L's dividend yield for the trailing twelve months is around 2.30%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XDDX.L Xtrackers DAX ESG Screened UCITS ETF 1D	2.30%	2.39%	2.75%	3.30%	5.08%	2.13%	3.09%	2.87%	2.26%	2.08%	1.31%	1.06%
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XXTW.L and XDDX.L in my portfolio?

XXTW.L and XDDX.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XXTW.L or XDDX.L?

On fees, XDDX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XXTW.L or XDDX.L?

XDDX.L is cheaper with a 0.09% expense ratio, compared with 0.25% for XXTW.L.

What is the main difference between XXTW.L and XDDX.L?

XXTW.L is categorized as Technology Equities, while XDDX.L is Europe Equities. XXTW.L tracks MSCI World Information Technology 20/35 Custom index, while XDDX.L tracks FSE DAX TR EUR. Their fees differ too: 0.25% for XXTW.L and 0.09% for XDDX.L.