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DE vs. XDWT.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DE and XDWT.DE is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

DE vs. XDWT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deere & Company (DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
596.31%
389.88%
DE
XDWT.DE

Key characteristics

Sharpe Ratio

DE:

0.55

XDWT.DE:

0.01

Sortino Ratio

DE:

1.04

XDWT.DE:

0.19

Omega Ratio

DE:

1.12

XDWT.DE:

1.03

Calmar Ratio

DE:

0.73

XDWT.DE:

0.01

Martin Ratio

DE:

2.09

XDWT.DE:

0.02

Ulcer Index

DE:

7.50%

XDWT.DE:

9.06%

Daily Std Dev

DE:

28.76%

XDWT.DE:

26.67%

Max Drawdown

DE:

-73.27%

XDWT.DE:

-31.61%

Current Drawdown

DE:

-10.06%

XDWT.DE:

-24.82%

Returns By Period

In the year-to-date period, DE achieves a 8.10% return, which is significantly higher than XDWT.DE's -22.33% return.


DE

YTD

8.10%

1M

-4.57%

6M

12.52%

1Y

16.62%

5Y*

28.74%

10Y*

20.01%

XDWT.DE

YTD

-22.33%

1M

-13.02%

6M

-17.16%

1Y

0.78%

5Y*

17.48%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

DE vs. XDWT.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DE
The Risk-Adjusted Performance Rank of DE is 7272
Overall Rank
The Sharpe Ratio Rank of DE is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of DE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DE is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DE is 8080
Calmar Ratio Rank
The Martin Ratio Rank of DE is 7474
Martin Ratio Rank

XDWT.DE
The Risk-Adjusted Performance Rank of XDWT.DE is 3232
Overall Rank
The Sharpe Ratio Rank of XDWT.DE is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of XDWT.DE is 3333
Sortino Ratio Rank
The Omega Ratio Rank of XDWT.DE is 3333
Omega Ratio Rank
The Calmar Ratio Rank of XDWT.DE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of XDWT.DE is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DE vs. XDWT.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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.


The chart of Sharpe ratio for DE, currently valued at 0.69, compared to the broader market-2.00-1.000.001.002.003.00
DE: 0.69
XDWT.DE: 0.20
The chart of Sortino ratio for DE, currently valued at 1.23, compared to the broader market-6.00-4.00-2.000.002.004.00
DE: 1.23
XDWT.DE: 0.45
The chart of Omega ratio for DE, currently valued at 1.15, compared to the broader market0.501.001.502.00
DE: 1.15
XDWT.DE: 1.06
The chart of Calmar ratio for DE, currently valued at 0.91, compared to the broader market0.001.002.003.004.005.00
DE: 0.91
XDWT.DE: 0.21
The chart of Martin ratio for DE, currently valued at 2.56, compared to the broader market-5.000.005.0010.0015.0020.00
DE: 2.57
XDWT.DE: 0.71

The current DE Sharpe Ratio is 0.55, which is higher than the XDWT.DE Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of DE and XDWT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.69
0.20
DE
XDWT.DE

Dividends

DE vs. XDWT.DE - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.35%, while XDWT.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DE
Deere & Company
1.35%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%2.61%
XDWT.DE
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

DE vs. XDWT.DE - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for DE and XDWT.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.06%
-18.03%
DE
XDWT.DE

Volatility

DE vs. XDWT.DE - Volatility Comparison

The current volatility for Deere & Company (DE) is 14.12%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 15.71%. This indicates that DE experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.12%
15.71%
DE
XDWT.DE