TEMWX vs. XSPX.L
Compare and contrast key facts about Templeton World Fund (TEMWX) and Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L).
TEMWX is managed by Franklin Templeton. It was launched on Jan 16, 1978. XSPX.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TEMWX or XSPX.L.
Key characteristics
| TEMWX | XSPX.L | |
|---|---|---|
| YTD Return | 19.80% | 26.82% |
| 1Y Return | 29.82% | 32.33% |
| 3Y Return (Ann) | 5.82% | 12.14% |
| 5Y Return (Ann) | 6.28% | 16.03% |
| 10Y Return (Ann) | 2.27% | 15.63% |
| Sharpe Ratio | 2.36 | 2.83 |
| Sortino Ratio | 3.26 | 4.03 |
| Omega Ratio | 1.41 | 1.55 |
| Calmar Ratio | 2.31 | 4.94 |
| Martin Ratio | 16.35 | 19.90 |
| Ulcer Index | 2.01% | 1.59% |
| Daily Std Dev | 13.90% | 11.15% |
| Max Drawdown | -60.04% | -25.50% |
| Current Drawdown | -1.21% | 0.00% |
Correlation
The correlation between TEMWX and XSPX.L is 0.61, 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
TEMWX vs. XSPX.L - Performance Comparison
In the year-to-date period, TEMWX achieves a 19.80% return, which is significantly lower than XSPX.L's 26.82% return. Over the past 10 years, TEMWX has underperformed XSPX.L with an annualized return of 2.27%, while XSPX.L has yielded a comparatively higher 15.63% 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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TEMWX vs. XSPX.L - Expense Ratio Comparison
TEMWX has a 1.04% expense ratio, which is higher than XSPX.L's 0.15% expense ratio.
Risk-Adjusted Performance
TEMWX vs. XSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Templeton World Fund (TEMWX) and Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L). 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
TEMWX vs. XSPX.L - Dividend Comparison
TEMWX's dividend yield for the trailing twelve months is around 0.52%, while XSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TEMWX Templeton World Fund | 0.52% | 0.63% | 0.41% | 1.53% | 0.00% | 3.67% | 5.46% | 0.12% | 3.61% | 1.87% | 12.34% | 0.96% |
XSPX.L Xtrackers S&P 500 Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TEMWX vs. XSPX.L - Drawdown Comparison
The maximum TEMWX drawdown since its inception was -60.04%, which is greater than XSPX.L's maximum drawdown of -25.50%. Use the drawdown chart below to compare losses from any high point for TEMWX and XSPX.L. For additional features, visit the drawdowns tool.
Volatility
TEMWX vs. XSPX.L - Volatility Comparison
Templeton World Fund (TEMWX) has a higher volatility of 3.66% compared to Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) at 3.33%. This indicates that TEMWX's price experiences larger fluctuations and is considered to be riskier than XSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.