SXRW.DE vs. DBXD.DE
Compare and contrast key facts about iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE).
SXRW.DE and DBXD.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRW.DE is a passively managed fund by iShares that tracks the performance of the FTSE 100. It was launched on Jan 26, 2010. DBXD.DE is a passively managed fund by Xtrackers that tracks the performance of the DAX®. It was launched on Jan 10, 2007. Both SXRW.DE and DBXD.DE 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: SXRW.DE or DBXD.DE.
Key characteristics
| SXRW.DE | DBXD.DE | |
|---|---|---|
| YTD Return | 13.58% | 15.55% |
| 1Y Return | 20.67% | 27.07% |
| 3Y Return (Ann) | 8.28% | 5.87% |
| 5Y Return (Ann) | 6.30% | 7.42% |
| 10Y Return (Ann) | 5.75% | 7.19% |
| Sharpe Ratio | 1.76 | 1.95 |
| Sortino Ratio | 2.44 | 2.67 |
| Omega Ratio | 1.32 | 1.34 |
| Calmar Ratio | 3.07 | 2.79 |
| Martin Ratio | 12.82 | 10.47 |
| Ulcer Index | 1.46% | 2.19% |
| Daily Std Dev | 10.64% | 11.89% |
| Max Drawdown | -40.31% | -54.98% |
| Current Drawdown | -2.38% | -0.99% |
Correlation
The correlation between SXRW.DE and DBXD.DE is 0.65, 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
SXRW.DE vs. DBXD.DE - Performance Comparison
In the year-to-date period, SXRW.DE achieves a 13.58% return, which is significantly lower than DBXD.DE's 15.55% return. Over the past 10 years, SXRW.DE has underperformed DBXD.DE with an annualized return of 5.75%, while DBXD.DE has yielded a comparatively higher 7.19% 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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SXRW.DE vs. DBXD.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than DBXD.DE's 0.09% 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%.
Risk-Adjusted Performance
SXRW.DE vs. DBXD.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE). 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
SXRW.DE vs. DBXD.DE - Dividend Comparison
Neither SXRW.DE nor DBXD.DE has paid dividends to shareholders.
Drawdowns
SXRW.DE vs. DBXD.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and DBXD.DE. For additional features, visit the drawdowns tool.
Volatility
SXRW.DE vs. DBXD.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 3.56%, while Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a volatility of 5.03%. This indicates that SXRW.DE experiences smaller price fluctuations and is considered to be less risky than DBXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.