XYLD.L vs. XDWT.L

Last updated Jun 5, 2026

XYLD.L (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) and XDWT.L (Xtrackers MSCI World Information Technology UCITS ETF 1C) are both exchange-traded funds - XYLD.L is a Corporate Bonds fund tracking the Bloomberg US Corp Bond TR USD, while XDWT.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD. Both are passively managed. Over the past 5 years, XYLD.L returned 1.87%/yr vs 21.37%/yr for XDWT.L. At a 0.14 correlation, their price movements are largely independent. XYLD.L charges 0.16%/yr vs 0.25%/yr for XDWT.L.

Performance

XYLD.L vs. XDWT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XYLD.L achieves a 0.71% return, which is significantly lower than XDWT.L's 24.10% return.

XYLD.L

• 1D: 0.13%
• 1M: 0.25%
• YTD: 0.71%
• 6M: 1.14%
• 1Y: 4.16%
• 3Y*: 5.19%
• 5Y*: 1.87%
• 10Y*: —

XDWT.L

• 1D: -1.87%
• 1M: 13.92%
• YTD: 24.10%
• 6M: 23.59%
• 1Y: 51.40%
• 3Y*: 32.85%
• 5Y*: 21.37%
• 10Y*: 24.28%

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

XYLD.L vs. XDWT.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D	0.71%	6.19%	4.89%	5.76%	-8.70%	0.36%	10.29%	17.18%	-1.70%
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	24.10%	22.42%	33.90%	54.82%	-31.38%	29.86%	44.46%	46.27%	-11.38%

Correlation

The correlation between XYLD.L and XDWT.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Mar 15, 2018	0.14

Return for Risk

XYLD.L vs. XDWT.L — Risk / Return Rank

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

XYLD.L

XYLD.L Risk / Return Rank: 71
XYLD.L Sharpe Ratio Rank: 63
XYLD.L Sortino Ratio Rank: 72
XYLD.L Omega Ratio Rank: 64
XYLD.L Calmar Ratio Rank: 78
XYLD.L Martin Ratio Rank: 78

XDWT.L

XDWT.L Risk / Return Rank: 68
XDWT.L Sharpe Ratio Rank: 78
XDWT.L Sortino Ratio Rank: 76
XDWT.L Omega Ratio Rank: 69
XDWT.L Calmar Ratio Rank: 62
XDWT.L Martin Ratio Rank: 54

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.

XYLD.L vs. XDWT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.

	XYLD.L	XDWT.L	Difference
Sharpe ratio: Return per unit of total volatility	2.07	2.51	-0.44
Sortino ratio: Return per unit of downside risk	3.18	3.34	-0.16
Omega ratio: Gain probability vs. loss probability	1.38	1.41	-0.03
Calmar ratio: Return relative to maximum drawdown	3.88	3.03	+0.85
Martin ratio: Return relative to average drawdown	15.03	9.02	+6.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XYLD.L vs. XDWT.L - Sharpe Ratio Comparison

The current XYLD.L Sharpe Ratio is 2.07, which is comparable to the XDWT.L Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of XYLD.L and XDWT.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

	XYLD.L	XDWT.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.07	2.51	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.90	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	1.11	-0.42

Drawdowns

XYLD.L vs. XDWT.L - Drawdown Comparison

The maximum XYLD.L drawdown since its inception was -18.93%, smaller than the maximum XDWT.L drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for XYLD.L and XDWT.L.

Drawdown Indicators

	XYLD.L	XDWT.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.93%	-35.99%	+17.06%
Max Drawdown (1Y) Largest decline over 1 year	-1.07%	-16.86%	+15.79%
Max Drawdown (3Y) Largest decline over 3 years	-1.42%	-26.10%	+24.68%
Max Drawdown (5Y) Largest decline over 5 years	-12.38%	-35.99%	+23.61%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.99%	—
Current Drawdown Current decline from peak	-0.05%	-2.66%	+2.61%
Average Drawdown Average peak-to-trough decline	-3.12%	-6.41%	+3.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.28%	5.68%	-5.40%

Volatility

XYLD.L vs. XDWT.L - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) is 0.88%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 7.39%. This indicates that XYLD.L experiences smaller price fluctuations and is considered to be less risky than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XYLD.L	XDWT.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.88%	7.39%	-6.51%
Volatility (6M) Calculated over the trailing 6-month period	1.56%	15.71%	-14.15%
Volatility (1Y) Calculated over the trailing 1-year period	2.01%	20.39%	-18.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.22%	23.62%	-20.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.83%	22.09%	-16.26%

XYLD.L vs. XDWT.L - Expense Ratio Comparison

XYLD.L has a 0.16% expense ratio, which is lower than XDWT.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XYLD.L vs. XDWT.L - Dividend Comparison

XYLD.L's dividend yield for the trailing twelve months is around 3.76%, while XDWT.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D	3.76%	3.61%	3.34%	2.88%	6.03%	3.88%	3.78%	2.92%

Frequently Asked Questions

Can I hold both XYLD.L and XDWT.L in my portfolio?

XYLD.L and XDWT.L have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XYLD.L or XDWT.L?

On fees, XYLD.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XYLD.L or XDWT.L?

XYLD.L is cheaper with a 0.16% expense ratio, compared with 0.25% for XDWT.L.

What is the main difference between XYLD.L and XDWT.L?

XYLD.L is categorized as Corporate Bonds, while XDWT.L is Technology Equities. XYLD.L tracks Bloomberg US Corp Bond TR USD, while XDWT.L tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.16% for XYLD.L and 0.25% for XDWT.L.