FWIFX vs. XSPX.L
Compare and contrast key facts about Fidelity Advisor Worldwide Fund Class I (FWIFX) and Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L).
FWIFX is managed by Fidelity. It was launched on Feb 19, 2009. XSPX.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FWIFX or XSPX.L.
Key characteristics
| FWIFX | XSPX.L | |
|---|---|---|
| YTD Return | 31.00% | 26.40% |
| 1Y Return | 39.78% | 32.24% |
| 3Y Return (Ann) | 5.81% | 12.03% |
| 5Y Return (Ann) | 14.87% | 16.08% |
| 10Y Return (Ann) | 12.13% | 15.60% |
| Sharpe Ratio | 2.46 | 2.85 |
| Sortino Ratio | 3.31 | 4.05 |
| Omega Ratio | 1.45 | 1.55 |
| Calmar Ratio | 2.55 | 4.98 |
| Martin Ratio | 14.64 | 20.06 |
| Ulcer Index | 2.74% | 1.59% |
| Daily Std Dev | 16.33% | 11.15% |
| Max Drawdown | -33.71% | -25.50% |
| Current Drawdown | -0.96% | 0.00% |
Correlation
The correlation between FWIFX and XSPX.L is 0.59, 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
FWIFX vs. XSPX.L - Performance Comparison
In the year-to-date period, FWIFX achieves a 31.00% return, which is significantly higher than XSPX.L's 26.40% return. Over the past 10 years, FWIFX has underperformed XSPX.L with an annualized return of 12.13%, while XSPX.L has yielded a comparatively higher 15.60% 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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FWIFX vs. XSPX.L - Expense Ratio Comparison
FWIFX has a 1.02% expense ratio, which is higher than XSPX.L's 0.15% expense ratio.
Risk-Adjusted Performance
FWIFX vs. XSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Worldwide Fund Class I (FWIFX) and Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.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
FWIFX vs. XSPX.L - Dividend Comparison
FWIFX's dividend yield for the trailing twelve months is around 0.71%, while XSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FWIFX Fidelity Advisor Worldwide Fund Class I | 0.71% | 0.93% | 0.74% | 0.44% | 0.07% | 0.66% | 0.40% | 0.67% | 0.85% | 4.38% | 11.54% | 8.79% |
XSPX.L Xtrackers S&P 500 Swap 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
FWIFX vs. XSPX.L - Drawdown Comparison
The maximum FWIFX drawdown since its inception was -33.71%, which is greater than XSPX.L's maximum drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for FWIFX and XSPX.L. For additional features, visit the drawdowns tool.
Volatility
FWIFX vs. XSPX.L - Volatility Comparison
Fidelity Advisor Worldwide Fund Class I (FWIFX) has a higher volatility of 4.33% compared to Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) at 3.34%. This indicates that FWIFX's price experiences larger fluctuations and is considered to be riskier than XSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.