CZMWY vs. XDWT.L
Compare and contrast key facts about Carl Zeiss Meditec AG ADR (CZMWY) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CZMWY or XDWT.L.
Key characteristics
| CZMWY | XDWT.L | |
|---|---|---|
| YTD Return | -2.67% | 8.53% |
| 1Y Return | -20.16% | 40.70% |
| 3Y Return (Ann) | -15.21% | 13.10% |
| 5Y Return (Ann) | 2.42% | 20.10% |
| Sharpe Ratio | -0.59 | 2.01 |
| Daily Std Dev | 34.13% | 18.83% |
| Max Drawdown | -66.17% | -35.99% |
| Current Drawdown | -53.92% | -4.59% |
Correlation
The correlation between CZMWY and XDWT.L is 0.43, 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
CZMWY vs. XDWT.L - Performance Comparison
In the year-to-date period, CZMWY achieves a -2.67% return, which is significantly lower than XDWT.L's 8.53% 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
CZMWY vs. XDWT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Carl Zeiss Meditec AG ADR (CZMWY) 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
CZMWY vs. XDWT.L - Dividend Comparison
CZMWY's dividend yield for the trailing twelve months is around 1.13%, while XDWT.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZMWY Carl Zeiss Meditec AG ADR | 1.13% | 1.08% | 0.78% | 0.29% | 1.09% | 0.49% | 0.84% | 0.74% | 1.18% | 1.52% | 2.35% | 1.57% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CZMWY vs. XDWT.L - Drawdown Comparison
The maximum CZMWY drawdown since its inception was -66.17%, which is greater than XDWT.L's maximum drawdown of -35.99%. Use the drawdown chart below to compare losses from any high point for CZMWY and XDWT.L. For additional features, visit the drawdowns tool.
Volatility
CZMWY vs. XDWT.L - Volatility Comparison
Carl Zeiss Meditec AG ADR (CZMWY) has a higher volatility of 8.71% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) at 7.30%. This indicates that CZMWY's price experiences larger fluctuations and is considered to be riskier than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.