EXAS vs. XDWT.L
Compare and contrast key facts about Exact Sciences Corporation (EXAS) 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: EXAS or XDWT.L.
Performance
EXAS vs. XDWT.L - Performance Comparison
Returns By Period
In the year-to-date period, EXAS achieves a -33.04% return, which is significantly lower than XDWT.L's 28.99% return.
EXAS
-33.04%
-31.13%
-2.86%
-25.28%
-10.04%
7.55%
XDWT.L
28.99%
-0.25%
12.61%
37.09%
21.84%
N/A
Key characteristics
| EXAS | XDWT.L | |
|---|---|---|
| Sharpe Ratio | -0.33 | 1.71 |
| Sortino Ratio | -0.11 | 2.29 |
| Omega Ratio | 0.99 | 1.31 |
| Calmar Ratio | -0.26 | 2.30 |
| Martin Ratio | -0.81 | 8.10 |
| Ulcer Index | 23.44% | 4.39% |
| Daily Std Dev | 57.52% | 20.80% |
| Max Drawdown | -98.01% | -35.99% |
| Current Drawdown | -68.04% | -2.29% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between EXAS and XDWT.L is 0.28, 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
EXAS vs. XDWT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exact Sciences Corporation (EXAS) 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
EXAS vs. XDWT.L - Dividend Comparison
Neither EXAS nor XDWT.L has paid dividends to shareholders.
Drawdowns
EXAS vs. XDWT.L - Drawdown Comparison
The maximum EXAS drawdown since its inception was -98.01%, 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 EXAS and XDWT.L. For additional features, visit the drawdowns tool.
Volatility
EXAS vs. XDWT.L - Volatility Comparison
Exact Sciences Corporation (EXAS) has a higher volatility of 27.40% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) at 5.90%. This indicates that EXAS'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.