PIOTX vs. XDEQ.DE
Compare and contrast key facts about Pioneer Core Equity Fund (PIOTX) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE).
PIOTX is managed by Amundi US. It was launched on Nov 18, 1999. XDEQ.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PIOTX or XDEQ.DE.
Key characteristics
| PIOTX | XDEQ.DE | |
|---|---|---|
| YTD Return | 15.17% | 24.08% |
| 1Y Return | 24.60% | 30.76% |
| 3Y Return (Ann) | -4.19% | 9.65% |
| 5Y Return (Ann) | 4.26% | 13.27% |
| 10Y Return (Ann) | 4.25% | 14.16% |
| Sharpe Ratio | 1.95 | 2.62 |
| Sortino Ratio | 2.65 | 3.57 |
| Omega Ratio | 1.35 | 1.51 |
| Calmar Ratio | 0.79 | 3.76 |
| Martin Ratio | 11.71 | 16.26 |
| Ulcer Index | 2.01% | 1.82% |
| Daily Std Dev | 12.09% | 11.24% |
| Max Drawdown | -72.06% | -32.16% |
| Current Drawdown | -12.40% | 0.00% |
Correlation
The correlation between PIOTX and XDEQ.DE is 0.54, 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
PIOTX vs. XDEQ.DE - Performance Comparison
In the year-to-date period, PIOTX achieves a 15.17% return, which is significantly lower than XDEQ.DE's 24.08% return. Over the past 10 years, PIOTX has underperformed XDEQ.DE with an annualized return of 4.25%, while XDEQ.DE has yielded a comparatively higher 14.16% 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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PIOTX vs. XDEQ.DE - Expense Ratio Comparison
PIOTX has a 0.88% expense ratio, which is higher than XDEQ.DE's 0.25% expense ratio.
Risk-Adjusted Performance
PIOTX vs. XDEQ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pioneer Core Equity Fund (PIOTX) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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
PIOTX vs. XDEQ.DE - Dividend Comparison
PIOTX's dividend yield for the trailing twelve months is around 0.90%, while XDEQ.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PIOTX Pioneer Core Equity Fund | 0.90% | 1.04% | 0.91% | 0.49% | 0.65% | 0.74% | 0.89% | 0.79% | 1.13% | 0.74% | 0.94% | 0.60% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% | 0.00% |
Drawdowns
PIOTX vs. XDEQ.DE - Drawdown Comparison
The maximum PIOTX drawdown since its inception was -72.06%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for PIOTX and XDEQ.DE. For additional features, visit the drawdowns tool.
Volatility
PIOTX vs. XDEQ.DE - Volatility Comparison
Pioneer Core Equity Fund (PIOTX) has a higher volatility of 3.59% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.90%. This indicates that PIOTX's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.