SLMC.DE vs. XDN0.DE
Compare and contrast key facts about iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) and Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE).
SLMC.DE and XDN0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLMC.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe ESG Screened. It was launched on Oct 19, 2018. XDN0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Nordic Countries NR EUR. It was launched on Sep 4, 2013. Both SLMC.DE and XDN0.DE 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: SLMC.DE or XDN0.DE.
Key characteristics
| SLMC.DE | XDN0.DE | |
|---|---|---|
| YTD Return | 7.85% | 3.31% |
| 1Y Return | 16.35% | 13.21% |
| 3Y Return (Ann) | 4.18% | 1.85% |
| 5Y Return (Ann) | 7.30% | 10.53% |
| Sharpe Ratio | 1.44 | 0.92 |
| Sortino Ratio | 1.99 | 1.37 |
| Omega Ratio | 1.25 | 1.17 |
| Calmar Ratio | 2.08 | 1.14 |
| Martin Ratio | 8.56 | 3.20 |
| Ulcer Index | 1.79% | 3.95% |
| Daily Std Dev | 10.70% | 13.74% |
| Max Drawdown | -34.92% | -32.67% |
| Current Drawdown | -4.70% | -11.06% |
Correlation
The correlation between SLMC.DE and XDN0.DE is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SLMC.DE vs. XDN0.DE - Performance Comparison
In the year-to-date period, SLMC.DE achieves a 7.85% return, which is significantly higher than XDN0.DE's 3.31% 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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SLMC.DE vs. XDN0.DE - Expense Ratio Comparison
SLMC.DE has a 0.12% expense ratio, which is lower than XDN0.DE's 0.30% expense ratio.
Risk-Adjusted Performance
SLMC.DE vs. XDN0.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) and Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.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
SLMC.DE vs. XDN0.DE - Dividend Comparison
SLMC.DE has not paid dividends to shareholders, while XDN0.DE's dividend yield for the trailing twelve months is around 2.64%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SLMC.DE iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDN0.DE Xtrackers MSCI Nordic UCITS ETF 1D | 2.64% | 2.54% | 4.77% | 1.05% | 4.85% | 4.09% | 1.09% | 2.45% | 1.64% | 0.00% | 3.10% |
Drawdowns
SLMC.DE vs. XDN0.DE - Drawdown Comparison
The maximum SLMC.DE drawdown since its inception was -34.92%, which is greater than XDN0.DE's maximum drawdown of -32.67%. Use the drawdown chart below to compare losses from any high point for SLMC.DE and XDN0.DE. For additional features, visit the drawdowns tool.
Volatility
SLMC.DE vs. XDN0.DE - Volatility Comparison
iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) and Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.DE) have volatilities of 4.51% and 4.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.