XDGU.L vs. XDGU.DE
Compare and contrast key facts about Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) and Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.DE).
XDGU.L and XDGU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XDGU.DE 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. Both XDGU.L and XDGU.DE 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: XDGU.L or XDGU.DE.
Key characteristics
| XDGU.L | XDGU.DE | |
|---|---|---|
| YTD Return | 2.30% | 0.99% |
| 1Y Return | 9.80% | 5.18% |
| 3Y Return (Ann) | -2.78% | -3.11% |
| 5Y Return (Ann) | 0.33% | -0.59% |
| Sharpe Ratio | 1.43 | 0.87 |
| Sortino Ratio | 2.14 | 1.29 |
| Omega Ratio | 1.26 | 1.16 |
| Calmar Ratio | 0.59 | 0.38 |
| Martin Ratio | 5.35 | 2.11 |
| Ulcer Index | 1.98% | 3.04% |
| Daily Std Dev | 7.61% | 7.60% |
| Max Drawdown | -25.18% | -19.37% |
| Current Drawdown | -9.74% | -11.26% |
Correlation
The correlation between XDGU.L and XDGU.DE is 0.72, 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
XDGU.L vs. XDGU.DE - Performance Comparison
In the year-to-date period, XDGU.L achieves a 2.30% return, which is significantly higher than XDGU.DE's 0.99% 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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XDGU.L vs. XDGU.DE - Expense Ratio Comparison
Both XDGU.L and XDGU.DE have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XDGU.L vs. XDGU.DE - 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 Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.DE). 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
XDGU.L vs. XDGU.DE - Dividend Comparison
XDGU.L's dividend yield for the trailing twelve months is around 6.66%, while XDGU.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
XDGU.L Xtrackers USD Corporate Bonds UCITS ETF 1D | 6.66% | 4.06% | 4.07% | 5.93% | 3.74% | 2.98% | 2.97% | 3.09% | 0.29% |
XDGU.DE Xtrackers USD Corporate Bonds UCITS ETF 1D | 0.00% | 0.97% | 3.89% | 4.76% | 3.58% | 2.98% | 2.25% | 3.31% | 0.23% |
Drawdowns
XDGU.L vs. XDGU.DE - Drawdown Comparison
The maximum XDGU.L drawdown since its inception was -25.18%, which is greater than XDGU.DE's maximum drawdown of -19.37%. Use the drawdown chart below to compare losses from any high point for XDGU.L and XDGU.DE. For additional features, visit the drawdowns tool.
Volatility
XDGU.L vs. XDGU.DE - Volatility Comparison
The current volatility for Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.L) is 2.30%, while Xtrackers USD Corporate Bonds UCITS ETF 1D (XDGU.DE) has a volatility of 2.94%. This indicates that XDGU.L experiences smaller price fluctuations and is considered to be less risky than XDGU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.