AGT.L vs. XDEM.L
Compare and contrast key facts about AVI Global Trust plc (AGT.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L).
XDEM.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI Growth NR USD. It was launched on Sep 5, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AGT.L or XDEM.L.
Key characteristics
| AGT.L | XDEM.L | |
|---|---|---|
| YTD Return | 6.68% | 30.76% |
| 1Y Return | 17.63% | 36.22% |
| 3Y Return (Ann) | 5.28% | 7.61% |
| 5Y Return (Ann) | 16.48% | 13.17% |
| 10Y Return (Ann) | 12.43% | 14.27% |
| Sharpe Ratio | 1.34 | 2.23 |
| Sortino Ratio | 1.81 | 2.91 |
| Omega Ratio | 1.26 | 1.43 |
| Calmar Ratio | 0.18 | 2.80 |
| Martin Ratio | 4.43 | 10.50 |
| Ulcer Index | 4.04% | 3.43% |
| Daily Std Dev | 13.40% | 16.10% |
| Max Drawdown | -99.99% | -22.42% |
| Current Drawdown | -99.97% | 0.00% |
Correlation
The correlation between AGT.L and XDEM.L is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
AGT.L vs. XDEM.L - Performance Comparison
In the year-to-date period, AGT.L achieves a 6.68% return, which is significantly lower than XDEM.L's 30.76% return. Over the past 10 years, AGT.L has underperformed XDEM.L with an annualized return of 12.43%, while XDEM.L has yielded a comparatively higher 14.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
AGT.L vs. XDEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AVI Global Trust plc (AGT.L) and Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.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.
Dividends
AGT.L vs. XDEM.L - Dividend Comparison
AGT.L's dividend yield for the trailing twelve months is around 1.59%, while XDEM.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGT.L AVI Global Trust plc | 1.59% | 1.69% | 1.75% | 7.62% | 9.35% | 10.60% | 0.02% | 0.02% | 0.02% | 0.03% | 0.02% | 0.93% |
XDEM.L Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 0.00% |
Drawdowns
AGT.L vs. XDEM.L - Drawdown Comparison
The maximum AGT.L drawdown since its inception was -99.99%, which is greater than XDEM.L's maximum drawdown of -22.42%. Use the drawdown chart below to compare losses from any high point for AGT.L and XDEM.L. For additional features, visit the drawdowns tool.
Volatility
AGT.L vs. XDEM.L - Volatility Comparison
AVI Global Trust plc (AGT.L) has a higher volatility of 3.54% compared to Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.L) at 2.69%. This indicates that AGT.L's price experiences larger fluctuations and is considered to be riskier than XDEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.