X7PP.L vs. XDNS.L
Compare and contrast key facts about Invesco European Banks Sector UCITS ETF (X7PP.L) and Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L).
X7PP.L and XDNS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. X7PP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Jul 7, 2009. XDNS.L is a passively managed fund by DWS Investment S.A. that tracks the performance of the TOPIX TR JPY. It was launched on Mar 31, 2015. Both X7PP.L and XDNS.L 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: X7PP.L or XDNS.L.
Key characteristics
| X7PP.L | XDNS.L | |
|---|---|---|
| YTD Return | 22.64% | 7.38% |
| 1Y Return | 30.06% | 9.81% |
| 3Y Return (Ann) | 15.15% | 2.67% |
| 5Y Return (Ann) | 11.82% | 4.91% |
| Sharpe Ratio | 1.73 | 0.91 |
| Sortino Ratio | 2.28 | 1.29 |
| Omega Ratio | 1.31 | 1.18 |
| Calmar Ratio | 2.92 | 1.22 |
| Martin Ratio | 9.38 | 3.32 |
| Ulcer Index | 3.06% | 4.77% |
| Daily Std Dev | 16.59% | 17.72% |
| Max Drawdown | -56.28% | -24.75% |
| Current Drawdown | -3.96% | -6.35% |
Correlation
The correlation between X7PP.L and XDNS.L is 0.49, 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
X7PP.L vs. XDNS.L - Performance Comparison
In the year-to-date period, X7PP.L achieves a 22.64% return, which is significantly higher than XDNS.L's 7.38% 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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X7PP.L vs. XDNS.L - Expense Ratio Comparison
X7PP.L has a 0.20% expense ratio, which is higher than XDNS.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
X7PP.L vs. XDNS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco European Banks Sector UCITS ETF (X7PP.L) and Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.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
X7PP.L vs. XDNS.L - Dividend Comparison
X7PP.L has not paid dividends to shareholders, while XDNS.L's dividend yield for the trailing twelve months is around 1.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
X7PP.L Invesco European Banks Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDNS.L Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.68% | 1.81% | 2.83% | 1.46% | 1.79% | 1.77% | 1.20% | 1.97% |
Drawdowns
X7PP.L vs. XDNS.L - Drawdown Comparison
The maximum X7PP.L drawdown since its inception was -56.28%, which is greater than XDNS.L's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for X7PP.L and XDNS.L. For additional features, visit the drawdowns tool.
Volatility
X7PP.L vs. XDNS.L - Volatility Comparison
Invesco European Banks Sector UCITS ETF (X7PP.L) has a higher volatility of 5.97% compared to Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) at 4.64%. This indicates that X7PP.L's price experiences larger fluctuations and is considered to be riskier than XDNS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.