CEUR.L vs. XDWT.L
Compare and contrast key facts about Amundi MSCI Europe (CEUR.L) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L).
CEUR.L and XDWT.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEUR.L is a passively managed fund by Amundi that tracks the performance of the MSCI Europe NR EUR. It was launched on Mar 22, 2018. XDWT.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Mar 9, 2016. Both CEUR.L and XDWT.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEUR.L or XDWT.L.
Performance
CEUR.L vs. XDWT.L - Performance Comparison
Returns By Period
In the year-to-date period, CEUR.L achieves a 4.17% return, which is significantly lower than XDWT.L's 28.75% return.
CEUR.L
4.17%
-3.62%
-4.83%
10.53%
6.17%
7.08%
XDWT.L
28.75%
0.85%
13.48%
37.34%
21.86%
N/A
Key characteristics
| CEUR.L | XDWT.L | |
|---|---|---|
| Sharpe Ratio | 0.91 | 1.77 |
| Sortino Ratio | 1.34 | 2.36 |
| Omega Ratio | 1.16 | 1.31 |
| Calmar Ratio | 1.47 | 2.37 |
| Martin Ratio | 4.24 | 8.38 |
| Ulcer Index | 2.18% | 4.39% |
| Daily Std Dev | 10.16% | 20.77% |
| Max Drawdown | -28.63% | -35.99% |
| Current Drawdown | -5.34% | -2.47% |
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CEUR.L vs. XDWT.L - Expense Ratio Comparison
CEUR.L has a 0.05% 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%.
Correlation
The correlation between CEUR.L and XDWT.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.
Risk-Adjusted Performance
CEUR.L vs. XDWT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe (CEUR.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.
Dividends
CEUR.L vs. XDWT.L - Dividend Comparison
Neither CEUR.L nor XDWT.L has paid dividends to shareholders.
Drawdowns
CEUR.L vs. XDWT.L - Drawdown Comparison
The maximum CEUR.L drawdown since its inception was -28.63%, smaller than the maximum XDWT.L drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for CEUR.L and XDWT.L. For additional features, visit the drawdowns tool.
Volatility
CEUR.L vs. XDWT.L - Volatility Comparison
The current volatility for Amundi MSCI Europe (CEUR.L) is 4.63%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 5.89%. This indicates that CEUR.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.