XAUS.L vs. XDEQ.L
Compare and contrast key facts about Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
XAUS.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XAUS.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI Australia NR USD. It was launched on Jan 17, 2008. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both XAUS.L and XDEQ.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: XAUS.L or XDEQ.L.
Key characteristics
XAUS.L | XDEQ.L | |
---|---|---|
YTD Return | 5.13% | 13.12% |
1Y Return | 14.09% | 20.86% |
3Y Return (Ann) | 6.30% | 9.26% |
5Y Return (Ann) | 6.91% | 11.86% |
Sharpe Ratio | 1.21 | 1.78 |
Daily Std Dev | 15.48% | 11.35% |
Max Drawdown | -51.15% | -23.79% |
Current Drawdown | -0.81% | -2.60% |
Correlation
The correlation between XAUS.L and XDEQ.L is 0.57, 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
XAUS.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, XAUS.L achieves a 5.13% return, which is significantly lower than XDEQ.L's 13.12% 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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XAUS.L vs. XDEQ.L - Expense Ratio Comparison
XAUS.L has a 0.50% expense ratio, which is higher than XDEQ.L's 0.25% expense ratio.
Risk-Adjusted Performance
XAUS.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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
XAUS.L vs. XDEQ.L - Dividend Comparison
XAUS.L's dividend yield for the trailing twelve months is around 3.17%, while XDEQ.L has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Xtrackers S&P/ASX 200 UCITS ETF 1D | 3.17% | 3.83% | 5.17% | 2.15% | 4.85% | 3.73% | 3.53% | 3.49% | 3.73% | 0.00% | 0.00% |
Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
XAUS.L vs. XDEQ.L - Drawdown Comparison
The maximum XAUS.L drawdown since its inception was -51.15%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for XAUS.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
XAUS.L vs. XDEQ.L - Volatility Comparison
Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) has a higher volatility of 4.87% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) at 4.31%. This indicates that XAUS.L's price experiences larger fluctuations and is considered to be riskier than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.