IFFF.L vs. XDEW.DE
Compare and contrast key facts about iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE).
IFFF.L and XDEW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IFFF.L is a passively managed fund by iShares that tracks the performance of the MSCI AC Asia Ex Japan NR USD. It was launched on Oct 28, 2005. XDEW.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500® Equal Weight. It was launched on Jun 10, 2014. Both IFFF.L and XDEW.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IFFF.L or XDEW.DE.
Key characteristics
| IFFF.L | XDEW.DE | |
|---|---|---|
| YTD Return | 12.65% | 22.98% |
| 1Y Return | 12.73% | 32.43% |
| 3Y Return (Ann) | -3.34% | 8.66% |
| 5Y Return (Ann) | 1.90% | 12.84% |
| 10Y Return (Ann) | 5.20% | 12.39% |
| Sharpe Ratio | 0.60 | 2.95 |
| Sortino Ratio | 0.98 | 4.20 |
| Omega Ratio | 1.12 | 1.59 |
| Calmar Ratio | 0.28 | 3.48 |
| Martin Ratio | 2.37 | 16.70 |
| Ulcer Index | 4.36% | 1.95% |
| Daily Std Dev | 17.12% | 11.08% |
| Max Drawdown | -53.09% | -38.79% |
| Current Drawdown | -22.53% | 0.00% |
Correlation
The correlation between IFFF.L and XDEW.DE is 0.56, 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
IFFF.L vs. XDEW.DE - Performance Comparison
In the year-to-date period, IFFF.L achieves a 12.65% return, which is significantly lower than XDEW.DE's 22.98% return. Over the past 10 years, IFFF.L has underperformed XDEW.DE with an annualized return of 5.20%, while XDEW.DE has yielded a comparatively higher 12.39% 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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IFFF.L vs. XDEW.DE - Expense Ratio Comparison
IFFF.L has a 0.74% expense ratio, which is higher than XDEW.DE's 0.20% expense ratio.
Risk-Adjusted Performance
IFFF.L vs. XDEW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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
IFFF.L vs. XDEW.DE - Dividend Comparison
IFFF.L's dividend yield for the trailing twelve months is around 1.74%, while XDEW.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFFF.L iShares MSCI AC Far East ex-Japan UCITS ETF | 1.74% | 1.88% | 2.10% | 1.36% | 1.19% | 1.75% | 1.98% | 1.54% | 1.77% | 2.22% | 1.78% | 1.75% |
XDEW.DE Xtrackers S&P 500 Equal Weight 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
IFFF.L vs. XDEW.DE - Drawdown Comparison
The maximum IFFF.L drawdown since its inception was -53.09%, which is greater than XDEW.DE's maximum drawdown of -38.79%. Use the drawdown chart below to compare losses from any high point for IFFF.L and XDEW.DE. For additional features, visit the drawdowns tool.
Volatility
IFFF.L vs. XDEW.DE - Volatility Comparison
iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) has a higher volatility of 7.12% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) at 3.26%. This indicates that IFFF.L's price experiences larger fluctuations and is considered to be riskier than XDEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.