XDUS.L vs. XWD1.DE
Compare and contrast key facts about Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE).
XDUS.L and XWD1.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on May 9, 2014. XWD1.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 3, 2021. Both XDUS.L and XWD1.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: XDUS.L or XWD1.DE.
Key characteristics
| XDUS.L | XWD1.DE | |
|---|---|---|
| YTD Return | 26.76% | 23.85% |
| 1Y Return | 32.65% | 30.29% |
| 3Y Return (Ann) | 11.36% | 9.00% |
| Sharpe Ratio | 2.82 | 2.75 |
| Sortino Ratio | 3.99 | 3.71 |
| Omega Ratio | 1.55 | 1.56 |
| Calmar Ratio | 4.89 | 3.71 |
| Martin Ratio | 19.85 | 16.77 |
| Ulcer Index | 1.61% | 1.80% |
| Daily Std Dev | 11.30% | 10.89% |
| Max Drawdown | -25.82% | -16.90% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDUS.L and XWD1.DE is 0.92, 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
XDUS.L vs. XWD1.DE - Performance Comparison
In the year-to-date period, XDUS.L achieves a 26.76% return, which is significantly higher than XWD1.DE's 23.85% 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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XDUS.L vs. XWD1.DE - Expense Ratio Comparison
XDUS.L has a 0.07% expense ratio, which is lower than XWD1.DE's 0.19% 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
XDUS.L vs. XWD1.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.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
XDUS.L vs. XWD1.DE - Dividend Comparison
Neither XDUS.L nor XWD1.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDUS.L Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 0.00% | 0.78% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDUS.L vs. XWD1.DE - Drawdown Comparison
The maximum XDUS.L drawdown since its inception was -25.82%, which is greater than XWD1.DE's maximum drawdown of -16.90%. Use the drawdown chart below to compare losses from any high point for XDUS.L and XWD1.DE. For additional features, visit the drawdowns tool.
Volatility
XDUS.L vs. XWD1.DE - Volatility Comparison
Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) has a higher volatility of 3.25% compared to Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) at 3.05%. This indicates that XDUS.L's price experiences larger fluctuations and is considered to be riskier than XWD1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.