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SCWX.DE vs. VDIV.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCWX.DE vs. VDIV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). The values are adjusted to include any dividend payments, if applicable.

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SCWX.DE vs. VDIV.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SCWX.DE achieves a -0.63% return, which is significantly lower than VDIV.DE's 9.30% return.


SCWX.DE

1D
2.27%
1M
-3.21%
YTD
-0.63%
6M
2.94%
1Y
13.56%
3Y*
5Y*
10Y*

VDIV.DE

1D
-0.17%
1M
-0.34%
YTD
9.30%
6M
17.41%
1Y
23.56%
3Y*
20.39%
5Y*
17.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCWX.DE vs. VDIV.DE - Expense Ratio Comparison

SCWX.DE has a 0.17% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.


Return for Risk

SCWX.DE vs. VDIV.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCWX.DE
SCWX.DE Risk / Return Rank: 4747
Overall Rank
SCWX.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCWX.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCWX.DE Omega Ratio Rank: 4343
Omega Ratio Rank
SCWX.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
SCWX.DE Martin Ratio Rank: 6060
Martin Ratio Rank

VDIV.DE
VDIV.DE Risk / Return Rank: 8585
Overall Rank
VDIV.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VDIV.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
VDIV.DE Omega Ratio Rank: 9090
Omega Ratio Rank
VDIV.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
VDIV.DE Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCWX.DE vs. VDIV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) and VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.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.


SCWX.DEVDIV.DEDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.80

-0.97

Sortino ratio

Return per unit of downside risk

1.20

2.25

-1.05

Omega ratio

Gain probability vs. loss probability

1.18

1.39

-0.21

Calmar ratio

Return relative to maximum drawdown

1.51

2.18

-0.66

Martin ratio

Return relative to average drawdown

6.77

12.17

-5.40

SCWX.DE vs. VDIV.DE - Sharpe Ratio Comparison

The current SCWX.DE Sharpe Ratio is 0.83, which is lower than the VDIV.DE Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of SCWX.DE and VDIV.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCWX.DEVDIV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.80

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.93

-0.54

Correlation

The correlation between SCWX.DE and VDIV.DE is 0.55, 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.


Dividends

SCWX.DE vs. VDIV.DE - Dividend Comparison

SCWX.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.33%.


TTM20252024202320222021202020192018
SCWX.DE
Scalable MSCI AC World Xtrackers UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDIV.DE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.33%3.58%4.19%4.97%4.56%3.97%4.11%4.35%0.91%

Drawdowns

SCWX.DE vs. VDIV.DE - Drawdown Comparison

The maximum SCWX.DE drawdown since its inception was -21.73%, smaller than the maximum VDIV.DE drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for SCWX.DE and VDIV.DE.


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Drawdown Indicators


SCWX.DEVDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.73%

-35.93%

+14.20%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-13.81%

+0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-15.12%

Current Drawdown

Current decline from peak

-3.86%

-0.58%

-3.28%

Average Drawdown

Average peak-to-trough decline

-4.44%

-4.25%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.98%

+0.04%

Volatility

SCWX.DE vs. VDIV.DE - Volatility Comparison

Scalable MSCI AC World Xtrackers UCITS ETF 1C (SCWX.DE) has a higher volatility of 4.60% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) at 3.62%. This indicates that SCWX.DE's price experiences larger fluctuations and is considered to be riskier than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCWX.DEVDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

3.62%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

6.87%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

13.05%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

11.97%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

15.93%

+0.03%