EGO vs. XDWF.DE
Compare and contrast key facts about Eldorado Gold Corporation (EGO) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE).
XDWF.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Financials. It was launched on Mar 4, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EGO or XDWF.DE.
Key characteristics
| EGO | XDWF.DE | |
|---|---|---|
| YTD Return | 18.43% | 35.15% |
| 1Y Return | 43.42% | 45.40% |
| 3Y Return (Ann) | 14.66% | 12.48% |
| 5Y Return (Ann) | 15.01% | 12.55% |
| Sharpe Ratio | 1.27 | 3.52 |
| Sortino Ratio | 1.74 | 4.65 |
| Omega Ratio | 1.23 | 1.73 |
| Calmar Ratio | 0.55 | 4.97 |
| Martin Ratio | 6.21 | 25.64 |
| Ulcer Index | 7.94% | 1.74% |
| Daily Std Dev | 38.84% | 12.59% |
| Max Drawdown | -97.49% | -42.06% |
| Current Drawdown | -85.42% | 0.00% |
Correlation
The correlation between EGO and XDWF.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.
Performance
EGO vs. XDWF.DE - Performance Comparison
In the year-to-date period, EGO achieves a 18.43% return, which is significantly lower than XDWF.DE's 35.15% 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
EGO vs. XDWF.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eldorado Gold Corporation (EGO) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.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
EGO vs. XDWF.DE - Dividend Comparison
Neither EGO nor XDWF.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGO Eldorado Gold Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.05% | 0.00% | 0.54% | 0.30% | 2.07% |
XDWF.DE Xtrackers MSCI World Financials 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
EGO vs. XDWF.DE - Drawdown Comparison
The maximum EGO drawdown since its inception was -97.49%, which is greater than XDWF.DE's maximum drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for EGO and XDWF.DE. For additional features, visit the drawdowns tool.
Volatility
EGO vs. XDWF.DE - Volatility Comparison
Eldorado Gold Corporation (EGO) has a higher volatility of 12.93% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) at 4.41%. This indicates that EGO's price experiences larger fluctuations and is considered to be riskier than XDWF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.