XDN0.L vs. X7PP.L
Compare and contrast key facts about Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L) and Invesco European Banks Sector UCITS ETF (X7PP.L).
XDN0.L and X7PP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDN0.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Nordic Countries NR EUR. It was launched on Sep 4, 2013. X7PP.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Jul 7, 2009. Both XDN0.L and X7PP.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: XDN0.L or X7PP.L.
Key characteristics
| XDN0.L | X7PP.L | |
|---|---|---|
| YTD Return | -1.19% | 22.64% |
| 1Y Return | 8.02% | 30.06% |
| 3Y Return (Ann) | 1.04% | 15.15% |
| 5Y Return (Ann) | 10.54% | 11.82% |
| 10Y Return (Ann) | 11.90% | 4.94% |
| Sharpe Ratio | 0.47 | 1.73 |
| Sortino Ratio | 0.78 | 2.28 |
| Omega Ratio | 1.09 | 1.31 |
| Calmar Ratio | 0.51 | 2.92 |
| Martin Ratio | 1.46 | 9.38 |
| Ulcer Index | 4.34% | 3.06% |
| Daily Std Dev | 13.47% | 16.59% |
| Max Drawdown | -24.85% | -56.28% |
| Current Drawdown | -12.47% | -3.96% |
Correlation
The correlation between XDN0.L and X7PP.L is 0.53, 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
XDN0.L vs. X7PP.L - Performance Comparison
In the year-to-date period, XDN0.L achieves a -1.19% return, which is significantly lower than X7PP.L's 22.64% return. Over the past 10 years, XDN0.L has outperformed X7PP.L with an annualized return of 11.90%, while X7PP.L has yielded a comparatively lower 4.94% annualized 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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XDN0.L vs. X7PP.L - Expense Ratio Comparison
XDN0.L has a 0.30% expense ratio, which is higher than X7PP.L's 0.20% expense ratio.
Risk-Adjusted Performance
XDN0.L vs. X7PP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L) and Invesco European Banks Sector UCITS ETF (X7PP.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
XDN0.L vs. X7PP.L - Dividend Comparison
XDN0.L's dividend yield for the trailing twelve months is around 2.70%, while X7PP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDN0.L Xtrackers MSCI Nordic UCITS ETF 1D | 2.70% | 2.51% | 4.53% | 1.09% | 4.82% | 4.18% | 1.05% | 2.34% | 1.52% | 0.00% | 3.16% |
X7PP.L Invesco European Banks Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDN0.L vs. X7PP.L - Drawdown Comparison
The maximum XDN0.L drawdown since its inception was -24.85%, smaller than the maximum X7PP.L drawdown of -56.28%. Use the drawdown chart below to compare losses from any high point for XDN0.L and X7PP.L. For additional features, visit the drawdowns tool.
Volatility
XDN0.L vs. X7PP.L - Volatility Comparison
The current volatility for Xtrackers MSCI Nordic UCITS ETF 1D (XDN0.L) is 4.68%, while Invesco European Banks Sector UCITS ETF (X7PP.L) has a volatility of 5.97%. This indicates that XDN0.L experiences smaller price fluctuations and is considered to be less risky than X7PP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.