SDGR vs. XDWT.DE
Compare and contrast key facts about Schrodinger, Inc. (SDGR) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE).
XDWT.DE 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: SDGR or XDWT.DE.
Key characteristics
| SDGR | XDWT.DE | |
|---|---|---|
| YTD Return | -37.85% | 37.51% |
| 1Y Return | -19.88% | 44.82% |
| 3Y Return (Ann) | -22.20% | 15.33% |
| Sharpe Ratio | -0.32 | 2.17 |
| Sortino Ratio | -0.08 | 2.80 |
| Omega Ratio | 0.99 | 1.38 |
| Calmar Ratio | -0.22 | 2.76 |
| Martin Ratio | -0.50 | 9.01 |
| Ulcer Index | 37.03% | 4.89% |
| Daily Std Dev | 58.76% | 20.20% |
| Max Drawdown | -85.64% | -31.61% |
| Current Drawdown | -80.33% | 0.00% |
Correlation
The correlation between SDGR and XDWT.DE 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
SDGR vs. XDWT.DE - Performance Comparison
In the year-to-date period, SDGR achieves a -37.85% return, which is significantly lower than XDWT.DE's 37.51% 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
SDGR vs. XDWT.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schrodinger, Inc. (SDGR) and Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.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
SDGR vs. XDWT.DE - Dividend Comparison
Neither SDGR nor XDWT.DE has paid dividends to shareholders.
Drawdowns
SDGR vs. XDWT.DE - Drawdown Comparison
The maximum SDGR drawdown since its inception was -85.64%, which is greater than XDWT.DE's maximum drawdown of -31.61%. Use the drawdown chart below to compare losses from any high point for SDGR and XDWT.DE. For additional features, visit the drawdowns tool.
Volatility
SDGR vs. XDWT.DE - Volatility Comparison
Schrodinger, Inc. (SDGR) has a higher volatility of 17.99% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) at 5.60%. This indicates that SDGR's price experiences larger fluctuations and is considered to be riskier than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.