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2B7K.DE vs. XDWT.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2B7K.DE and XDWT.DE is 0.84, 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.


-0.50.00.51.00.8

Performance

2B7K.DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
11.30%
13.53%
2B7K.DE
XDWT.DE

Key characteristics

Sharpe Ratio

2B7K.DE:

2.09

XDWT.DE:

2.06

Sortino Ratio

2B7K.DE:

2.80

XDWT.DE:

2.67

Omega Ratio

2B7K.DE:

1.42

XDWT.DE:

1.36

Calmar Ratio

2B7K.DE:

2.85

XDWT.DE:

2.68

Martin Ratio

2B7K.DE:

11.67

XDWT.DE:

8.73

Ulcer Index

2B7K.DE:

2.03%

XDWT.DE:

4.90%

Daily Std Dev

2B7K.DE:

11.31%

XDWT.DE:

20.64%

Max Drawdown

2B7K.DE:

-31.65%

XDWT.DE:

-31.61%

Current Drawdown

2B7K.DE:

-0.19%

XDWT.DE:

0.00%

Returns By Period

In the year-to-date period, 2B7K.DE achieves a 21.78% return, which is significantly lower than XDWT.DE's 42.23% return.


2B7K.DE

YTD

21.78%

1M

3.59%

6M

13.90%

1Y

24.25%

5Y (annualized)

13.20%

10Y (annualized)

N/A

XDWT.DE

YTD

42.23%

1M

4.49%

6M

17.27%

1Y

44.23%

5Y (annualized)

23.96%

10Y (annualized)

N/A

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


2B7K.DE vs. XDWT.DE - Expense Ratio Comparison

2B7K.DE has a 0.20% expense ratio, which is lower than XDWT.DE'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%.


XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
Expense ratio chart for XDWT.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for 2B7K.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

2B7K.DE vs. XDWT.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). 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.


Sharpe ratio
The chart of Sharpe ratio for 2B7K.DE, currently valued at 1.85, compared to the broader market0.002.004.006.001.851.96
The chart of Sortino ratio for 2B7K.DE, currently valued at 2.56, compared to the broader market-2.000.002.004.006.008.0010.0012.002.562.61
The chart of Omega ratio for 2B7K.DE, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.35
The chart of Calmar ratio for 2B7K.DE, currently valued at 2.69, compared to the broader market0.005.0010.0015.002.692.65
The chart of Martin ratio for 2B7K.DE, currently valued at 10.15, compared to the broader market0.0020.0040.0060.0080.00100.0010.159.07
2B7K.DE
XDWT.DE

The current 2B7K.DE Sharpe Ratio is 2.09, which is comparable to the XDWT.DE Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of 2B7K.DE and XDWT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.85
1.96
2B7K.DE
XDWT.DE

Dividends

2B7K.DE vs. XDWT.DE - Dividend Comparison

Neither 2B7K.DE nor XDWT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

2B7K.DE vs. XDWT.DE - Drawdown Comparison

The maximum 2B7K.DE drawdown since its inception was -31.65%, roughly equal to the maximum XDWT.DE drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for 2B7K.DE and XDWT.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.19%
-0.13%
2B7K.DE
XDWT.DE

Volatility

2B7K.DE vs. XDWT.DE - Volatility Comparison

The current volatility for iShares MSCI World SRI UCITS ETF EUR (Acc) (2B7K.DE) is 2.78%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 4.29%. This indicates that 2B7K.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.78%
4.29%
2B7K.DE
XDWT.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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