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GNTX vs. XDWD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNTX vs. XDWD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gentex Corporation (GNTX) and Xtrackers MSCI World UCITS ETF 1C (XDWD.DE). The values are adjusted to include any dividend payments, if applicable.

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GNTX vs. XDWD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GNTX
Gentex Corporation
-5.64%-17.38%-10.71%21.76%-20.42%4.15%19.23%46.29%-1.64%8.44%
XDWD.DE
Xtrackers MSCI World UCITS ETF 1C
-4.72%21.76%18.77%23.98%-18.42%22.27%15.78%28.50%-9.41%23.10%
Different Trading Currencies

GNTX is traded in USD, while XDWD.DE is traded in EUR. To make them comparable, the XDWD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GNTX achieves a -5.64% return, which is significantly lower than XDWD.DE's -4.72% return. Over the past 10 years, GNTX has underperformed XDWD.DE with an annualized return of 5.40%, while XDWD.DE has yielded a comparatively higher 11.86% annualized return.


GNTX

1D
2.10%
1M
-6.62%
YTD
-5.64%
6M
-22.06%
1Y
-4.29%
3Y*
-6.36%
5Y*
-7.98%
10Y*
5.40%

XDWD.DE

1D
0.89%
1M
-6.73%
YTD
-4.72%
6M
-0.55%
1Y
19.05%
3Y*
16.85%
5Y*
9.99%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

GNTX vs. XDWD.DE — Risk / Return Rank

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

GNTX
GNTX Risk / Return Rank: 3434
Overall Rank
GNTX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GNTX Sortino Ratio Rank: 3131
Sortino Ratio Rank
GNTX Omega Ratio Rank: 3131
Omega Ratio Rank
GNTX Calmar Ratio Rank: 3737
Calmar Ratio Rank
GNTX Martin Ratio Rank: 3737
Martin Ratio Rank

XDWD.DE
XDWD.DE Risk / Return Rank: 3838
Overall Rank
XDWD.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XDWD.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
XDWD.DE Omega Ratio Rank: 4141
Omega Ratio Rank
XDWD.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
XDWD.DE Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GNTX vs. XDWD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gentex Corporation (GNTX) and Xtrackers MSCI World UCITS ETF 1C (XDWD.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.


GNTXXDWD.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.14

1.16

-1.30

Sortino ratio

Return per unit of downside risk

0.02

1.66

-1.65

Omega ratio

Gain probability vs. loss probability

1.00

1.25

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.17

1.43

-1.60

Martin ratio

Return relative to average drawdown

-0.34

7.36

-7.70

GNTX vs. XDWD.DE - Sharpe Ratio Comparison

The current GNTX Sharpe Ratio is -0.14, which is lower than the XDWD.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of GNTX and XDWD.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.


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Sharpe Ratios by Period


GNTXXDWD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

1.16

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.64

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.74

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.62

-0.27

Correlation

The correlation between GNTX and XDWD.DE is 0.38, 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.


Dividends

GNTX vs. XDWD.DE - Dividend Comparison

GNTX's dividend yield for the trailing twelve months is around 2.20%, while XDWD.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GNTX
Gentex Corporation
2.20%2.06%1.67%1.47%1.76%1.38%1.40%1.57%2.13%1.81%1.78%2.06%
XDWD.DE
Xtrackers MSCI World 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

GNTX vs. XDWD.DE - Drawdown Comparison

The maximum GNTX drawdown since its inception was -69.30%, which is greater than XDWD.DE's maximum drawdown of -34.03%. Use the drawdown chart below to compare losses from any high point for GNTX and XDWD.DE.


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Drawdown Indicators


GNTXXDWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.30%

-33.55%

-35.75%

Max Drawdown (1Y)

Largest decline over 1 year

-28.09%

-13.37%

-14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-42.98%

-21.64%

-21.34%

Max Drawdown (10Y)

Largest decline over 10 years

-42.98%

-33.55%

-9.43%

Current Drawdown

Current decline from peak

-38.95%

-5.98%

-32.97%

Average Drawdown

Average peak-to-trough decline

-19.83%

-4.61%

-15.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.71%

2.81%

+10.90%

Volatility

GNTX vs. XDWD.DE - Volatility Comparison

Gentex Corporation (GNTX) has a higher volatility of 6.49% compared to Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) at 4.57%. This indicates that GNTX's price experiences larger fluctuations and is considered to be riskier than XDWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNTXXDWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

4.57%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

19.28%

8.58%

+10.70%

Volatility (1Y)

Calculated over the trailing 1-year period

31.00%

16.37%

+14.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.94%

15.53%

+10.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.92%

15.92%

+11.00%