PHPP.L vs. XDEQ.L
Compare and contrast key facts about WisdomTree Physical Precious Metals (PHPP.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
PHPP.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PHPP.L is a passively managed fund by WisdomTree that tracks the performance of the Precious Metals Basket. It was launched on Apr 24, 2007. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both PHPP.L and XDEQ.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: PHPP.L or XDEQ.L.
Key characteristics
| PHPP.L | XDEQ.L | |
|---|---|---|
| YTD Return | 10.36% | 11.17% |
| 1Y Return | 3.17% | 26.71% |
| 3Y Return (Ann) | -0.54% | 12.03% |
| 5Y Return (Ann) | 8.41% | 13.16% |
| Sharpe Ratio | 0.21 | 2.41 |
| Daily Std Dev | 14.18% | 11.06% |
| Max Drawdown | -49.43% | -23.79% |
| Current Drawdown | -13.25% | -0.40% |
Correlation
The correlation between PHPP.L and XDEQ.L is 0.24, 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
PHPP.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, PHPP.L achieves a 10.36% return, which is significantly lower than XDEQ.L's 11.17% 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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PHPP.L vs. XDEQ.L - Expense Ratio Comparison
PHPP.L has a 0.44% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Risk-Adjusted Performance
PHPP.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (PHPP.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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
PHPP.L vs. XDEQ.L - Dividend Comparison
Neither PHPP.L nor XDEQ.L has paid dividends to shareholders.
Drawdowns
PHPP.L vs. XDEQ.L - Drawdown Comparison
The maximum PHPP.L drawdown since its inception was -49.43%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for PHPP.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
PHPP.L vs. XDEQ.L - Volatility Comparison
WisdomTree Physical Precious Metals (PHPP.L) has a higher volatility of 6.69% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 4.91%. This indicates that PHPP.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.