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XD3E.L vs. FDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XD3E.L vs. FDD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) and First Trust STOXX European Select Dividend Index Fund (FDD). The values are adjusted to include any dividend payments, if applicable.

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XD3E.L vs. FDD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XD3E.L
Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D
3.65%39.69%5.83%15.06%-4.35%10.46%-2.98%14.79%-12.15%15.45%
FDD
First Trust STOXX European Select Dividend Index Fund
5.04%50.93%2.04%8.46%-6.17%17.13%-6.63%19.08%-3.58%8.78%
Different Trading Currencies

XD3E.L is traded in GBp, while FDD is traded in USD. To make them comparable, the FDD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XD3E.L achieves a 3.65% return, which is significantly lower than FDD's 5.04% return. Both investments have delivered pretty close results over the past 10 years, with XD3E.L having a 10.00% annualized return and FDD not far ahead at 10.33%.


XD3E.L

1D
1.18%
1M
-2.32%
YTD
3.65%
6M
10.34%
1Y
25.12%
3Y*
18.15%
5Y*
12.51%
10Y*
10.00%

FDD

1D
0.95%
1M
-1.20%
YTD
5.04%
6M
14.35%
1Y
34.91%
3Y*
20.20%
5Y*
11.90%
10Y*
10.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XD3E.L vs. FDD - Expense Ratio Comparison

XD3E.L has a 0.30% expense ratio, which is lower than FDD's 0.58% expense ratio.


Return for Risk

XD3E.L vs. FDD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XD3E.L
XD3E.L Risk / Return Rank: 8484
Overall Rank
XD3E.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XD3E.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XD3E.L Omega Ratio Rank: 8787
Omega Ratio Rank
XD3E.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
XD3E.L Martin Ratio Rank: 7979
Martin Ratio Rank

FDD
FDD Risk / Return Rank: 9191
Overall Rank
FDD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 9191
Sortino Ratio Rank
FDD Omega Ratio Rank: 9292
Omega Ratio Rank
FDD Calmar Ratio Rank: 9292
Calmar Ratio Rank
FDD Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XD3E.L vs. FDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) and First Trust STOXX European Select Dividend Index Fund (FDD). 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.


XD3E.LFDDDifference

Sharpe ratio

Return per unit of total volatility

1.84

2.17

-0.33

Sortino ratio

Return per unit of downside risk

2.27

2.91

-0.64

Omega ratio

Gain probability vs. loss probability

1.37

1.44

-0.07

Calmar ratio

Return relative to maximum drawdown

2.59

3.49

-0.89

Martin ratio

Return relative to average drawdown

9.19

13.65

-4.47

XD3E.L vs. FDD - Sharpe Ratio Comparison

The current XD3E.L Sharpe Ratio is 1.84, which is comparable to the FDD Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XD3E.L and FDD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XD3E.LFDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.17

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

0.81

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

0.59

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.18

+0.12

Correlation

The correlation between XD3E.L and FDD is 0.39, 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.


Dividends

XD3E.L vs. FDD - Dividend Comparison

XD3E.L's dividend yield for the trailing twelve months is around 4.80%, more than FDD's 3.83% yield.


TTM20252024202320222021202020192018201720162015
XD3E.L
Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D
4.80%4.91%5.50%4.28%4.41%5.88%5.81%2.39%4.49%2.86%2.73%0.14%
FDD
First Trust STOXX European Select Dividend Index Fund
3.83%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%

Drawdowns

XD3E.L vs. FDD - Drawdown Comparison

The maximum XD3E.L drawdown since its inception was -60.60%, roughly equal to the maximum FDD drawdown of -62.15%. Use the drawdown chart below to compare losses from any high point for XD3E.L and FDD.


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Drawdown Indicators


XD3E.LFDDDifference

Max Drawdown

Largest peak-to-trough decline

-60.60%

-74.77%

+14.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-11.44%

+1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.11%

-35.11%

+14.00%

Max Drawdown (10Y)

Largest decline over 10 years

-31.03%

-41.43%

+10.40%

Current Drawdown

Current decline from peak

-4.31%

-4.58%

+0.27%

Average Drawdown

Average peak-to-trough decline

-12.70%

-35.78%

+23.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.00%

-0.12%

Volatility

XD3E.L vs. FDD - Volatility Comparison

The current volatility for Xtrackers EURO STOXX Quality Dividend UCITS ETF 1D (XD3E.L) is 4.51%, while First Trust STOXX European Select Dividend Index Fund (FDD) has a volatility of 5.95%. This indicates that XD3E.L experiences smaller price fluctuations and is considered to be less risky than FDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XD3E.LFDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.51%

5.95%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.42%

9.86%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

16.18%

-2.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

14.81%

+1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

17.65%

+1.65%