DGCFX vs. QDVE.DE
Compare and contrast key facts about DFA Global Core Plus Fixed Income Portfolio (DGCFX) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
DGCFX is managed by Dimensional Fund Advisors LP. It was launched on Jan 10, 2018. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGCFX or QDVE.DE.
Performance
DGCFX vs. QDVE.DE - Performance Comparison
Returns By Period
In the year-to-date period, DGCFX achieves a 3.54% return, which is significantly lower than QDVE.DE's 39.26% return.
DGCFX
3.54%
-0.97%
3.54%
8.91%
0.42%
N/A
QDVE.DE
39.26%
2.18%
16.95%
43.43%
25.84%
N/A
Key characteristics
| DGCFX | QDVE.DE | |
|---|---|---|
| Sharpe Ratio | 2.00 | 2.04 |
| Sortino Ratio | 3.00 | 2.66 |
| Omega Ratio | 1.36 | 1.36 |
| Calmar Ratio | 0.64 | 2.72 |
| Martin Ratio | 9.11 | 8.67 |
| Ulcer Index | 0.99% | 4.90% |
| Daily Std Dev | 4.52% | 20.70% |
| Max Drawdown | -21.77% | -31.45% |
| Current Drawdown | -6.30% | -2.09% |
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DGCFX vs. QDVE.DE - Expense Ratio Comparison
DGCFX has a 0.25% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between DGCFX and QDVE.DE is 0.12, 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.
Risk-Adjusted Performance
DGCFX vs. QDVE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Core Plus Fixed Income Portfolio (DGCFX) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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
DGCFX vs. QDVE.DE - Dividend Comparison
DGCFX's dividend yield for the trailing twelve months is around 5.07%, while QDVE.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
DGCFX DFA Global Core Plus Fixed Income Portfolio | 5.07% | 4.04% | 2.26% | 1.68% | 1.55% | 1.92% | 6.17% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGCFX vs. QDVE.DE - Drawdown Comparison
The maximum DGCFX drawdown since its inception was -21.77%, smaller than the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for DGCFX and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
DGCFX vs. QDVE.DE - Volatility Comparison
The current volatility for DFA Global Core Plus Fixed Income Portfolio (DGCFX) is 0.97%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 5.64%. This indicates that DGCFX experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.