XDEB.L vs. SWDA.L
Compare and contrast key facts about Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
XDEB.L and SWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEB.L 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. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both XDEB.L and SWDA.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.L or SWDA.L.
Performance
XDEB.L vs. SWDA.L - Performance Comparison
Returns By Period
In the year-to-date period, XDEB.L achieves a 14.37% return, which is significantly lower than SWDA.L's 19.86% return. Over the past 10 years, XDEB.L has underperformed SWDA.L with an annualized return of 9.59%, while SWDA.L has yielded a comparatively higher 12.29% annualized return.
XDEB.L
14.37%
0.67%
7.78%
16.36%
6.05%
9.59%
SWDA.L
19.86%
2.64%
8.22%
24.86%
12.63%
12.29%
Key characteristics
| XDEB.L | SWDA.L | |
|---|---|---|
| Sharpe Ratio | 2.27 | 2.45 |
| Sortino Ratio | 3.39 | 3.44 |
| Omega Ratio | 1.40 | 1.47 |
| Calmar Ratio | 3.14 | 4.07 |
| Martin Ratio | 12.95 | 17.96 |
| Ulcer Index | 1.29% | 1.38% |
| Daily Std Dev | 7.38% | 10.07% |
| Max Drawdown | -19.61% | -25.58% |
| Current Drawdown | -0.68% | -0.53% |
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XDEB.L vs. SWDA.L - Expense Ratio Comparison
XDEB.L has a 0.25% expense ratio, which is higher than SWDA.L's 0.20% 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%.
Correlation
The correlation between XDEB.L and SWDA.L is 0.85, 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.
Risk-Adjusted Performance
XDEB.L vs. SWDA.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.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.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.L vs. SWDA.L - Dividend Comparison
Neither XDEB.L nor SWDA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDEB.L 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% |
SWDA.L iShares Core MSCI World 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.L vs. SWDA.L - Drawdown Comparison
The maximum XDEB.L drawdown since its inception was -19.61%, smaller than the maximum SWDA.L drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for XDEB.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
XDEB.L vs. SWDA.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Minimum Volatility UCITS ETF 1C (XDEB.L) is 2.64%, while iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) has a volatility of 3.25%. This indicates that XDEB.L experiences smaller price fluctuations and is considered to be less risky than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.