IUCM.L vs. XDWE.L
Compare and contrast key facts about iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L).
IUCM.L and XDWE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUCM.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Sep 17, 2018. XDWE.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 10, 2014. Both IUCM.L and XDWE.L 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: IUCM.L or XDWE.L.
Performance
IUCM.L vs. XDWE.L - Performance Comparison
Returns By Period
In the year-to-date period, IUCM.L achieves a 34.62% return, which is significantly higher than XDWE.L's 16.38% return.
IUCM.L
34.62%
4.99%
14.50%
40.68%
13.81%
N/A
XDWE.L
16.38%
2.74%
9.27%
24.84%
12.05%
12.53%
Key characteristics
| IUCM.L | XDWE.L | |
|---|---|---|
| Sharpe Ratio | 2.59 | 2.37 |
| Sortino Ratio | 3.63 | 3.48 |
| Omega Ratio | 1.48 | 1.45 |
| Calmar Ratio | 2.08 | 3.06 |
| Martin Ratio | 14.75 | 12.33 |
| Ulcer Index | 2.65% | 1.98% |
| Daily Std Dev | 15.07% | 10.30% |
| Max Drawdown | -47.32% | -31.08% |
| Current Drawdown | -0.52% | -1.08% |
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IUCM.L vs. XDWE.L - Expense Ratio Comparison
IUCM.L has a 0.15% expense ratio, which is lower than XDWE.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IUCM.L and XDWE.L is 0.62, 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.
Risk-Adjusted Performance
IUCM.L vs. XDWE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.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
IUCM.L vs. XDWE.L - Dividend Comparison
Neither IUCM.L nor XDWE.L has paid dividends to shareholders.
Drawdowns
IUCM.L vs. XDWE.L - Drawdown Comparison
The maximum IUCM.L drawdown since its inception was -47.32%, which is greater than XDWE.L's maximum drawdown of -31.08%. Use the drawdown chart below to compare losses from any high point for IUCM.L and XDWE.L. For additional features, visit the drawdowns tool.
Volatility
IUCM.L vs. XDWE.L - Volatility Comparison
iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) has a higher volatility of 5.00% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) at 3.30%. This indicates that IUCM.L's price experiences larger fluctuations and is considered to be riskier than XDWE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.