XD9D.DE vs. ITOT
Compare and contrast key facts about Xtrackers MSCI USA UCITS ETF (XD9D.DE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
XD9D.DE and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XD9D.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA. It was launched on Feb 18, 2021. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both XD9D.DE and ITOT 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: XD9D.DE or ITOT.
Key characteristics
| XD9D.DE | ITOT | |
|---|---|---|
| YTD Return | 28.51% | 26.33% |
| 1Y Return | 36.59% | 40.61% |
| 3Y Return (Ann) | 10.67% | 8.74% |
| Sharpe Ratio | 2.87 | 3.10 |
| Sortino Ratio | 3.94 | 4.13 |
| Omega Ratio | 1.59 | 1.58 |
| Calmar Ratio | 2.68 | 4.24 |
| Martin Ratio | 18.05 | 20.25 |
| Ulcer Index | 1.93% | 1.95% |
| Daily Std Dev | 12.05% | 12.73% |
| Max Drawdown | -26.28% | -55.21% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XD9D.DE and ITOT is 0.63, 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
XD9D.DE vs. ITOT - Performance Comparison
In the year-to-date period, XD9D.DE achieves a 28.51% return, which is significantly higher than ITOT's 26.33% 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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XD9D.DE vs. ITOT - Expense Ratio Comparison
XD9D.DE has a 0.07% expense ratio, which is higher than ITOT's 0.03% 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
XD9D.DE vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF (XD9D.DE) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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
XD9D.DE vs. ITOT - Dividend Comparison
XD9D.DE has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD9D.DE Xtrackers MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.20% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
XD9D.DE vs. ITOT - Drawdown Comparison
The maximum XD9D.DE drawdown since its inception was -26.28%, smaller than the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for XD9D.DE and ITOT. For additional features, visit the drawdowns tool.
Volatility
XD9D.DE vs. ITOT - Volatility Comparison
The current volatility for Xtrackers MSCI USA UCITS ETF (XD9D.DE) is 3.57%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.07%. This indicates that XD9D.DE experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.