XDW0.L vs. XIN.TO
Compare and contrast key facts about Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO).
XDW0.L and XIN.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDW0.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Energy NR USD. It was launched on Mar 9, 2016. XIN.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE 100% Hedged to CAD Index. It was launched on Sep 6, 2001. Both XDW0.L and XIN.TO 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: XDW0.L or XIN.TO.
Key characteristics
| XDW0.L | XIN.TO | |
|---|---|---|
| YTD Return | 5.11% | 10.65% |
| 1Y Return | -0.47% | 14.08% |
| 3Y Return (Ann) | 21.09% | 7.91% |
| 5Y Return (Ann) | 9.47% | 8.93% |
| Sharpe Ratio | -0.01 | 1.32 |
| Daily Std Dev | 16.77% | 10.84% |
| Max Drawdown | -63.72% | -58.56% |
| Current Drawdown | -8.09% | -3.73% |
Correlation
The correlation between XDW0.L and XIN.TO is 0.46, 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
XDW0.L vs. XIN.TO - Performance Comparison
In the year-to-date period, XDW0.L achieves a 5.11% return, which is significantly lower than XIN.TO's 10.65% 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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XDW0.L vs. XIN.TO - Expense Ratio Comparison
XDW0.L has a 0.25% expense ratio, which is lower than XIN.TO's 0.52% expense ratio.
Risk-Adjusted Performance
XDW0.L vs. XIN.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO). 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
XDW0.L vs. XIN.TO - Dividend Comparison
XDW0.L has not paid dividends to shareholders, while XIN.TO's dividend yield for the trailing twelve months is around 2.46%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XIN.TO iShares MSCI EAFE Index ETF (CAD-Hedged) | 2.46% | 2.51% | 2.18% | 2.65% | 1.81% | 2.58% | 2.85% | 2.16% | 2.41% | 2.32% | 2.83% | 2.17% |
Drawdowns
XDW0.L vs. XIN.TO - Drawdown Comparison
The maximum XDW0.L drawdown since its inception was -63.72%, which is greater than XIN.TO's maximum drawdown of -58.56%. Use the drawdown chart below to compare losses from any high point for XDW0.L and XIN.TO. For additional features, visit the drawdowns tool.
Volatility
XDW0.L vs. XIN.TO - Volatility Comparison
Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) has a higher volatility of 5.07% compared to iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO) at 4.44%. This indicates that XDW0.L's price experiences larger fluctuations and is considered to be riskier than XIN.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.