P911.DE vs. XDWT.L
Compare and contrast key facts about Porsche AG (P911.DE) 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: P911.DE or XDWT.L.
Key characteristics
P911.DE | XDWT.L | |
---|---|---|
YTD Return | -12.13% | 21.58% |
1Y Return | -26.34% | 40.26% |
Sharpe Ratio | -0.88 | 1.89 |
Daily Std Dev | 27.62% | 20.96% |
Max Drawdown | -43.57% | -35.99% |
Current Drawdown | -41.12% | -7.15% |
Correlation
The correlation between P911.DE and XDWT.L is 0.30, 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.
Performance
P911.DE vs. XDWT.L - Performance Comparison
In the year-to-date period, P911.DE achieves a -12.13% return, which is significantly lower than XDWT.L's 21.58% 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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Risk-Adjusted Performance
P911.DE vs. XDWT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Porsche AG (P911.DE) 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
P911.DE vs. XDWT.L - Dividend Comparison
P911.DE's dividend yield for the trailing twelve months is around 3.39%, while XDWT.L has not paid dividends to shareholders.
TTM | 2023 | |
---|---|---|
Porsche AG | 3.39% | 1.26% |
Xtrackers MSCI World Information Technology UCITS ETF 1C | 0.00% | 0.00% |
Drawdowns
P911.DE vs. XDWT.L - Drawdown Comparison
The maximum P911.DE drawdown since its inception was -43.57%, 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 P911.DE and XDWT.L. For additional features, visit the drawdowns tool.
Volatility
P911.DE vs. XDWT.L - Volatility Comparison
The current volatility for Porsche AG (P911.DE) is 6.63%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) has a volatility of 7.11%. This indicates that P911.DE experiences smaller price fluctuations and is considered to be less risky than XDWT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.