XDPP.L vs. IUSA.L
Compare and contrast key facts about Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) and iShares S&P 500 UCITS Dist (IUSA.L).
XDPP.L and IUSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDPP.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 8, 2022. IUSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 15, 2002. Both XDPP.L and IUSA.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: XDPP.L or IUSA.L.
Key characteristics
| XDPP.L | IUSA.L | |
|---|---|---|
| YTD Return | 26.21% | 26.53% |
| 1Y Return | 32.02% | 32.49% |
| Sharpe Ratio | 0.95 | 2.88 |
| Sortino Ratio | 1.58 | 4.08 |
| Omega Ratio | 1.46 | 1.56 |
| Calmar Ratio | 1.56 | 5.03 |
| Martin Ratio | 3.15 | 20.51 |
| Ulcer Index | 10.05% | 1.57% |
| Daily Std Dev | 33.04% | 11.12% |
| Max Drawdown | -20.31% | -38.58% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDPP.L and IUSA.L is 0.97, 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
XDPP.L vs. IUSA.L - Performance Comparison
The year-to-date returns for both investments are quite close, with XDPP.L having a 26.21% return and IUSA.L slightly higher at 26.53%. 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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XDPP.L vs. IUSA.L - Expense Ratio Comparison
XDPP.L has a 0.06% expense ratio, which is lower than IUSA.L's 0.07% 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
XDPP.L vs. IUSA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) and iShares S&P 500 UCITS Dist (IUSA.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
XDPP.L vs. IUSA.L - Dividend Comparison
XDPP.L has not paid dividends to shareholders, while IUSA.L's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDPP.L Xtrackers S&P 500 UCITS ETF 4C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSA.L iShares S&P 500 UCITS Dist | 1.27% | 1.55% | 1.74% | 1.39% | 1.80% | 1.96% | 2.22% | 1.95% | 1.75% | 2.29% | 1.95% | 2.28% |
Drawdowns
XDPP.L vs. IUSA.L - Drawdown Comparison
The maximum XDPP.L drawdown since its inception was -20.31%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for XDPP.L and IUSA.L. For additional features, visit the drawdowns tool.
Volatility
XDPP.L vs. IUSA.L - Volatility Comparison
Xtrackers S&P 500 UCITS ETF 4C (XDPP.L) and iShares S&P 500 UCITS Dist (IUSA.L) have volatilities of 3.29% and 3.34%, 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.