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 | -34.75% | 15.35% |
| 1Y Return | -13.51% | 42.19% |
| 3Y Return (Ann) | -27.51% | 19.04% |
| Sharpe Ratio | -0.22 | 2.15 |
| Daily Std Dev | 69.51% | 17.62% |
| Max Drawdown | -85.64% | -31.61% |
| Current Drawdown | -79.34% | -0.45% |
Correlation
The correlation between SDGR and XDWT.DE is 0.31, 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 -34.75% return, which is significantly lower than XDWT.DE's 15.35% 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 12.38% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) at 6.79%. 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.