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XZW0.DE vs. TSLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZW0.DE vs. TSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Sixth Street Specialty Lending, Inc. (TSLX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XZW0.DE is traded in EUR, while TSLX is traded in USD. To make them comparable, the TSLX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XZW0.DE achieves a -5.32% return, which is significantly higher than TSLX's -11.51% return.


XZW0.DE

1D
-0.08%
1M
-3.52%
YTD
-5.32%
6M
-2.50%
1Y
20.03%
3Y*
14.01%
5Y*
10.06%
10Y*

TSLX

1D
1.96%
1M
2.97%
YTD
-11.51%
6M
-11.96%
1Y
-11.66%
3Y*
8.65%
5Y*
7.71%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZW0.DE vs. TSLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XZW0.DE
Xtrackers MSCI World ESG UCITS ETF 1C
-5.32%6.65%27.16%22.75%-16.66%37.46%5.71%33.05%-6.04%
TSLX
Sixth Street Specialty Lending, Inc.
-11.51%-1.71%16.01%31.23%-11.19%42.23%0.73%32.54%6.49%

Correlation

The correlation between XZW0.DE and TSLX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.


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Return for Risk

XZW0.DE vs. TSLX — Risk / Return Rank

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

XZW0.DE
XZW0.DE Risk / Return Rank: 3535
Overall Rank
XZW0.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XZW0.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XZW0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XZW0.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XZW0.DE Martin Ratio Rank: 4646
Martin Ratio Rank

TSLX
TSLX Risk / Return Rank: 2323
Overall Rank
TSLX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TSLX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TSLX Omega Ratio Rank: 2121
Omega Ratio Rank
TSLX Calmar Ratio Rank: 2828
Calmar Ratio Rank
TSLX Martin Ratio Rank: 2424
Martin Ratio Rank
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.

XZW0.DE vs. TSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Sixth Street Specialty Lending, Inc. (TSLX). 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.


XZW0.DETSLXDifference

Sharpe ratio

Return per unit of total volatility

0.60

-0.59

+1.19

Sortino ratio

Return per unit of downside risk

0.92

-0.67

+1.59

Omega ratio

Gain probability vs. loss probability

1.13

0.92

+0.21

Calmar ratio

Return relative to maximum drawdown

1.46

-0.54

+2.01

Martin ratio

Return relative to average drawdown

5.66

-1.31

+6.97

XZW0.DE vs. TSLX - Sharpe Ratio Comparison

The current XZW0.DE Sharpe Ratio is 0.60, which is higher than the TSLX Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of XZW0.DE and TSLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XZW0.DETSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

-0.59

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.41

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.60

+0.10

Drawdowns

XZW0.DE vs. TSLX - Drawdown Comparison

The maximum XZW0.DE drawdown since its inception was -33.22%, smaller than the maximum TSLX drawdown of -50.01%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and TSLX.


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Drawdown Indicators


XZW0.DETSLXDifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-50.27%

+17.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-27.94%

+17.64%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-28.77%

+6.41%

Max Drawdown (10Y)

Largest decline over 10 years

-50.27%

Current Drawdown

Current decline from peak

-7.33%

-21.46%

+14.13%

Average Drawdown

Average peak-to-trough decline

-5.19%

-8.89%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

11.49%

-8.83%

Volatility

XZW0.DE vs. TSLX - Volatility Comparison

The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 4.64%, while Sixth Street Specialty Lending, Inc. (TSLX) has a volatility of 7.15%. This indicates that XZW0.DE experiences smaller price fluctuations and is considered to be less risky than TSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZW0.DETSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

7.15%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

18.36%

-9.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

25.92%

-9.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

19.10%

-4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

21.64%

-5.20%

Dividends

XZW0.DE vs. TSLX - Dividend Comparison

XZW0.DE has not paid dividends to shareholders, while TSLX's dividend yield for the trailing twelve months is around 10.82%.


TTM20252024202320222021202020192018201720162015
XZW0.DE
Xtrackers MSCI World ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLX
Sixth Street Specialty Lending, Inc.
10.82%9.44%9.81%9.72%10.34%15.35%11.08%8.43%9.84%8.84%8.35%9.62%