XDNS.L vs. X7PP.L
Compare and contrast key facts about Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and Invesco European Banks Sector UCITS ETF (X7PP.L).
XDNS.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. XDNS.L is a passively managed fund by DWS Investment S.A. that tracks the performance of the TOPIX TR JPY. It was launched on Mar 31, 2015. 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 XDNS.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: XDNS.L or X7PP.L.
Key characteristics
| XDNS.L | X7PP.L | |
|---|---|---|
| YTD Return | 7.87% | 21.16% |
| 1Y Return | 6.36% | 30.88% |
| 3Y Return (Ann) | 1.74% | 18.63% |
| 5Y Return (Ann) | 5.38% | 11.33% |
| Sharpe Ratio | 0.64 | 1.85 |
| Daily Std Dev | 18.55% | 16.78% |
| Max Drawdown | -24.75% | -56.28% |
| Current Drawdown | -5.92% | -3.15% |
Correlation
The correlation between XDNS.L and X7PP.L is 0.49, 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
XDNS.L vs. X7PP.L - Performance Comparison
In the year-to-date period, XDNS.L achieves a 7.87% return, which is significantly lower than X7PP.L's 21.16% 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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XDNS.L vs. X7PP.L - Expense Ratio Comparison
XDNS.L has a 0.15% expense ratio, which is lower than X7PP.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XDNS.L vs. X7PP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.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
XDNS.L vs. X7PP.L - Dividend Comparison
XDNS.L's dividend yield for the trailing twelve months is around 1.68%, while X7PP.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
XDNS.L Xtrackers MSCI Japan ESG Screened UCITS ETF 1D | 1.68% | 1.81% | 2.83% | 1.46% | 1.79% | 1.77% | 1.20% | 1.97% |
X7PP.L Invesco European Banks Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDNS.L vs. X7PP.L - Drawdown Comparison
The maximum XDNS.L drawdown since its inception was -24.75%, smaller than the maximum X7PP.L drawdown of -56.28%. Use the drawdown chart below to compare losses from any high point for XDNS.L and X7PP.L. For additional features, visit the drawdowns tool.
Volatility
XDNS.L vs. X7PP.L - Volatility Comparison
Xtrackers MSCI Japan ESG Screened UCITS ETF 1D (XDNS.L) and Invesco European Banks Sector UCITS ETF (X7PP.L) have volatilities of 5.90% and 5.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.