XDGU.L vs. BTC-USD
Compare and contrast key facts about Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Bitcoin (BTC-USD).
XDGU.L is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Sep 30, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDGU.L or BTC-USD.
Key characteristics
| XDGU.L | BTC-USD | |
|---|---|---|
| YTD Return | 2.49% | 108.10% |
| 1Y Return | 12.01% | 140.96% |
| 3Y Return (Ann) | -2.71% | 10.91% |
| 5Y Return (Ann) | 0.36% | 58.81% |
| Sharpe Ratio | 1.46 | 1.10 |
| Sortino Ratio | 2.18 | 1.80 |
| Omega Ratio | 1.26 | 1.18 |
| Calmar Ratio | 0.60 | 0.94 |
| Martin Ratio | 5.45 | 4.49 |
| Ulcer Index | 1.98% | 13.18% |
| Daily Std Dev | 7.61% | 44.51% |
| Max Drawdown | -25.18% | -93.07% |
| Current Drawdown | -9.57% | -0.84% |
Correlation
The correlation between XDGU.L and BTC-USD is 0.01, 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.
Performance
XDGU.L vs. BTC-USD - Performance Comparison
In the year-to-date period, XDGU.L achieves a 2.49% return, which is significantly lower than BTC-USD's 108.10% 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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Risk-Adjusted Performance
XDGU.L vs. BTC-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Bitcoin (BTC-USD). 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.
Drawdowns
XDGU.L vs. BTC-USD - Drawdown Comparison
The maximum XDGU.L drawdown since its inception was -25.18%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for XDGU.L and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
XDGU.L vs. BTC-USD - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) is 2.45%, while Bitcoin (BTC-USD) has a volatility of 15.61%. This indicates that XDGU.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.