TTWO vs. XDWT.DE
Compare and contrast key facts about Take-Two Interactive Software, Inc. (TTWO) 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: TTWO or XDWT.DE.
Key characteristics
| TTWO | XDWT.DE | |
|---|---|---|
| YTD Return | 10.36% | 34.78% |
| 1Y Return | 14.70% | 41.19% |
| 3Y Return (Ann) | -0.39% | 13.88% |
| 5Y Return (Ann) | 7.50% | 22.66% |
| Sharpe Ratio | 0.66 | 1.98 |
| Sortino Ratio | 1.02 | 2.59 |
| Omega Ratio | 1.14 | 1.35 |
| Calmar Ratio | 0.42 | 2.54 |
| Martin Ratio | 1.61 | 8.30 |
| Ulcer Index | 9.56% | 4.89% |
| Daily Std Dev | 23.42% | 20.34% |
| Max Drawdown | -80.84% | -31.61% |
| Current Drawdown | -16.74% | -2.31% |
Correlation
The correlation between TTWO and XDWT.DE is 0.32, 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
TTWO vs. XDWT.DE - Performance Comparison
In the year-to-date period, TTWO achieves a 10.36% return, which is significantly lower than XDWT.DE's 34.78% 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
TTWO vs. XDWT.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) 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
TTWO vs. XDWT.DE - Dividend Comparison
Neither TTWO nor XDWT.DE has paid dividends to shareholders.
Drawdowns
TTWO vs. XDWT.DE - Drawdown Comparison
The maximum TTWO drawdown since its inception was -80.84%, 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 TTWO and XDWT.DE. For additional features, visit the drawdowns tool.
Volatility
TTWO vs. XDWT.DE - Volatility Comparison
Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 8.13% compared to Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) at 5.61%. This indicates that TTWO'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.