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 | 30.58% | 30.93% |
| 1Y Return | 56.72% | 43.52% |
| 3Y Return (Ann) | 13.54% | 12.48% |
| 5Y Return (Ann) | 20.76% | 22.52% |
| Sharpe Ratio | 1.94 | 2.05 |
| Sortino Ratio | 2.44 | 2.68 |
| Omega Ratio | 1.35 | 1.36 |
| Calmar Ratio | 0.67 | 2.74 |
| Martin Ratio | 9.47 | 9.70 |
| Ulcer Index | 6.15% | 4.39% |
| Daily Std Dev | 30.09% | 20.74% |
| Max Drawdown | -94.17% | -35.99% |
| Current Drawdown | -80.16% | -0.82% |
Correlation
The correlation between DB and XDWT.L is 0.27, 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
The year-to-date returns for both investments are quite close, with DB having a 30.58% return and XDWT.L slightly higher at 30.93%. 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 2.84%, 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 | 2.84% | 2.40% | 1.84% | 0.00% | 0.00% | 1.58% | 1.58% | 1.11% | 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 7.04% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) at 5.76%. 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.