DB vs. XDWT.L
Compare and contrast key facts about Deutsche Bank Aktiengesellschaft (DB) 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: DB or XDWT.L.
Key characteristics
| DB | XDWT.L | |
|---|---|---|
| YTD Return | 25.76% | 10.65% |
| 1Y Return | 68.03% | 40.64% |
| 3Y Return (Ann) | 7.66% | 14.19% |
| 5Y Return (Ann) | 19.00% | 21.60% |
| Sharpe Ratio | 2.35 | 2.12 |
| Daily Std Dev | 28.68% | 18.76% |
| Max Drawdown | -94.17% | -35.99% |
| Current Drawdown | -80.89% | -2.72% |
Correlation
The correlation between DB and XDWT.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DB vs. XDWT.L - Performance Comparison
In the year-to-date period, DB achieves a 25.76% return, which is significantly higher than XDWT.L's 10.65% 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
DB vs. XDWT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Bank Aktiengesellschaft (DB) 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
DB vs. XDWT.L - Dividend Comparison
DB's dividend yield for the trailing twelve months is around 1.90%, while XDWT.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB Deutsche Bank Aktiengesellschaft | 1.90% | 2.39% | 1.83% | 0.00% | 0.00% | 1.58% | 1.57% | 1.12% | 0.00% | 3.86% | 3.65% | 2.25% |
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
DB vs. XDWT.L - Drawdown Comparison
The maximum DB drawdown since its inception was -94.17%, 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 DB and XDWT.L. For additional features, visit the drawdowns tool.
Volatility
DB vs. XDWT.L - Volatility Comparison
Deutsche Bank Aktiengesellschaft (DB) has a higher volatility of 13.72% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) at 7.30%. This indicates that DB'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.