TSWE.DE vs. MOAT
Compare and contrast key facts about VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
TSWE.DE and MOAT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSWE.DE is a passively managed fund by VanEck that tracks the performance of the Solactive Sustainable World Equity. It was launched on May 3, 2013. MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012. Both TSWE.DE and MOAT 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: TSWE.DE or MOAT.
Key characteristics
| TSWE.DE | MOAT | |
|---|---|---|
| YTD Return | 15.78% | 15.46% |
| 1Y Return | 24.59% | 32.71% |
| 3Y Return (Ann) | 4.18% | 9.17% |
| 5Y Return (Ann) | 8.25% | 14.34% |
| Sharpe Ratio | 2.16 | 2.82 |
| Sortino Ratio | 2.88 | 3.87 |
| Omega Ratio | 1.43 | 1.51 |
| Calmar Ratio | 2.39 | 3.10 |
| Martin Ratio | 12.50 | 15.06 |
| Ulcer Index | 1.78% | 2.25% |
| Daily Std Dev | 10.27% | 11.99% |
| Max Drawdown | -33.91% | -33.31% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TSWE.DE and MOAT 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
TSWE.DE vs. MOAT - Performance Comparison
The year-to-date returns for both stocks are quite close, with TSWE.DE having a 15.78% return and MOAT slightly lower at 15.46%. 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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TSWE.DE vs. MOAT - Expense Ratio Comparison
TSWE.DE has a 0.20% expense ratio, which is lower than MOAT's 0.48% expense ratio.
Risk-Adjusted Performance
TSWE.DE vs. MOAT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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
TSWE.DE vs. MOAT - Dividend Comparison
TSWE.DE has not paid dividends to shareholders, while MOAT's dividend yield for the trailing twelve months is around 0.74%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWE.DE VanEck Sustainable World Equal Weight UCITS ETF A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.74% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Drawdowns
TSWE.DE vs. MOAT - Drawdown Comparison
The maximum TSWE.DE drawdown since its inception was -33.91%, roughly equal to the maximum MOAT drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for TSWE.DE and MOAT. For additional features, visit the drawdowns tool.
Volatility
TSWE.DE vs. MOAT - Volatility Comparison
VanEck Sustainable World Equal Weight UCITS ETF A (TSWE.DE) has a higher volatility of 2.94% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 2.70%. This indicates that TSWE.DE's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.