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XDEW.DE vs. IFFF.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XDEW.DEIFFF.L
YTD Return12.01%4.17%
1Y Return17.10%3.53%
3Y Return (Ann)8.23%-4.66%
5Y Return (Ann)11.41%0.24%
10Y Return (Ann)11.80%4.52%
Sharpe Ratio1.730.28
Daily Std Dev11.04%15.33%
Max Drawdown-38.79%-53.09%
Current Drawdown0.00%-28.37%

Correlation

-0.50.00.51.00.6

The correlation between XDEW.DE and IFFF.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

XDEW.DE vs. IFFF.L - Performance Comparison

In the year-to-date period, XDEW.DE achieves a 12.01% return, which is significantly higher than IFFF.L's 4.17% return. Over the past 10 years, XDEW.DE has outperformed IFFF.L with an annualized return of 11.80%, while IFFF.L has yielded a comparatively lower 4.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.99%
6.85%
XDEW.DE
IFFF.L

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XDEW.DE vs. IFFF.L - Expense Ratio Comparison

XDEW.DE has a 0.20% expense ratio, which is lower than IFFF.L's 0.74% expense ratio.


IFFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
Expense ratio chart for IFFF.L: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for XDEW.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

XDEW.DE vs. IFFF.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) and iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.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.


XDEW.DE
Sharpe ratio
The chart of Sharpe ratio for XDEW.DE, currently valued at 2.05, compared to the broader market0.002.004.002.05
Sortino ratio
The chart of Sortino ratio for XDEW.DE, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.96
Omega ratio
The chart of Omega ratio for XDEW.DE, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for XDEW.DE, currently valued at 1.52, compared to the broader market0.005.0010.0015.001.52
Martin ratio
The chart of Martin ratio for XDEW.DE, currently valued at 11.16, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.16
IFFF.L
Sharpe ratio
The chart of Sharpe ratio for IFFF.L, currently valued at 0.69, compared to the broader market0.002.004.000.69
Sortino ratio
The chart of Sortino ratio for IFFF.L, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.0010.0012.001.13
Omega ratio
The chart of Omega ratio for IFFF.L, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for IFFF.L, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.28
Martin ratio
The chart of Martin ratio for IFFF.L, currently valued at 3.05, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.05

XDEW.DE vs. IFFF.L - Sharpe Ratio Comparison

The current XDEW.DE Sharpe Ratio is 1.73, which is higher than the IFFF.L Sharpe Ratio of 0.28. The chart below compares the 12-month rolling Sharpe Ratio of XDEW.DE and IFFF.L.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
2.05
0.69
XDEW.DE
IFFF.L

Dividends

XDEW.DE vs. IFFF.L - Dividend Comparison

XDEW.DE has not paid dividends to shareholders, while IFFF.L's dividend yield for the trailing twelve months is around 1.88%.


TTM20232022202120202019201820172016201520142013
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IFFF.L
iShares MSCI AC Far East ex-Japan UCITS ETF
1.88%1.88%2.10%1.36%1.19%1.75%1.98%1.54%1.77%2.22%1.78%1.75%

Drawdowns

XDEW.DE vs. IFFF.L - Drawdown Comparison

The maximum XDEW.DE drawdown since its inception was -38.79%, smaller than the maximum IFFF.L drawdown of -53.09%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and IFFF.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember0
-31.90%
XDEW.DE
IFFF.L

Volatility

XDEW.DE vs. IFFF.L - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 3.48%, while iShares MSCI AC Far East ex-Japan UCITS ETF (IFFF.L) has a volatility of 4.69%. This indicates that XDEW.DE experiences smaller price fluctuations and is considered to be less risky than IFFF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.48%
4.69%
XDEW.DE
IFFF.L