XDEB.DE vs. GGRG.L
Compare and contrast key facts about Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L).
XDEB.DE and GGRG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEB.DE is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 5, 2014. GGRG.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Global Developed Quality Dividend Growth. It was launched on Jun 3, 2016. Both XDEB.DE and GGRG.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: XDEB.DE or GGRG.L.
Key characteristics
| XDEB.DE | GGRG.L | |
|---|---|---|
| YTD Return | 19.88% | 11.82% |
| 1Y Return | 22.37% | 18.12% |
| 3Y Return (Ann) | 7.06% | 7.13% |
| 5Y Return (Ann) | 6.81% | 10.87% |
| Sharpe Ratio | 2.92 | 2.11 |
| Sortino Ratio | 4.28 | 3.04 |
| Omega Ratio | 1.57 | 1.38 |
| Calmar Ratio | 3.00 | 4.09 |
| Martin Ratio | 18.13 | 13.75 |
| Ulcer Index | 1.28% | 1.29% |
| Daily Std Dev | 7.87% | 8.37% |
| Max Drawdown | -28.57% | -22.15% |
| Current Drawdown | -0.46% | -0.14% |
Correlation
The correlation between XDEB.DE and GGRG.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDEB.DE vs. GGRG.L - Performance Comparison
In the year-to-date period, XDEB.DE achieves a 19.88% return, which is significantly higher than GGRG.L's 11.82% 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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XDEB.DE vs. GGRG.L - Expense Ratio Comparison
XDEB.DE has a 0.25% expense ratio, which is lower than GGRG.L's 0.38% expense ratio.
Risk-Adjusted Performance
XDEB.DE vs. GGRG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) and WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.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
XDEB.DE vs. GGRG.L - Dividend Comparison
Neither XDEB.DE nor GGRG.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEB.DE Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.72% |
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDEB.DE vs. GGRG.L - Drawdown Comparison
The maximum XDEB.DE drawdown since its inception was -28.57%, which is greater than GGRG.L's maximum drawdown of -22.15%. Use the drawdown chart below to compare losses from any high point for XDEB.DE and GGRG.L. For additional features, visit the drawdowns tool.
Volatility
XDEB.DE vs. GGRG.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.DE) is 2.25%, while WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) has a volatility of 2.56%. This indicates that XDEB.DE experiences smaller price fluctuations and is considered to be less risky than GGRG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.