XDWD.DE vs. H4ZJ.DE
Compare and contrast key facts about Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and HSBC MSCI World UCITS ETF USD (H4ZJ.DE).
XDWD.DE and H4ZJ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWD.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Jul 22, 2014. H4ZJ.DE is a passively managed fund by HSBC that tracks the performance of the MSCI World. It was launched on Dec 8, 2010. Both XDWD.DE and H4ZJ.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: XDWD.DE or H4ZJ.DE.
Key characteristics
| XDWD.DE | H4ZJ.DE | |
|---|---|---|
| YTD Return | 24.43% | 23.52% |
| 1Y Return | 32.46% | 31.45% |
| 3Y Return (Ann) | 9.83% | 9.67% |
| 5Y Return (Ann) | 13.07% | 13.20% |
| 10Y Return (Ann) | 11.86% | 11.94% |
| Sharpe Ratio | 2.86 | 2.73 |
| Sortino Ratio | 3.83 | 3.66 |
| Omega Ratio | 1.60 | 1.57 |
| Calmar Ratio | 3.80 | 3.44 |
| Martin Ratio | 18.38 | 16.02 |
| Ulcer Index | 1.69% | 1.88% |
| Daily Std Dev | 10.78% | 10.96% |
| Max Drawdown | -33.55% | -33.60% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDWD.DE and H4ZJ.DE is 0.98, 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
XDWD.DE vs. H4ZJ.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with XDWD.DE having a 24.43% return and H4ZJ.DE slightly lower at 23.52%. Both investments have delivered pretty close results over the past 10 years, with XDWD.DE having a 11.86% annualized return and H4ZJ.DE not far ahead at 11.94%. 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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XDWD.DE vs. H4ZJ.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is higher than H4ZJ.DE's 0.15% expense ratio. However, 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
XDWD.DE vs. H4ZJ.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and HSBC MSCI World UCITS ETF USD (H4ZJ.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
XDWD.DE vs. H4ZJ.DE - Dividend Comparison
XDWD.DE has not paid dividends to shareholders, while H4ZJ.DE's dividend yield for the trailing twelve months is around 0.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.04% | 0.00% |
H4ZJ.DE HSBC MSCI World UCITS ETF USD | 0.68% | 1.73% | 1.88% | 1.49% | 1.73% | 2.13% | 2.56% | 2.16% | 2.11% | 2.09% | 2.25% | 0.50% |
Drawdowns
XDWD.DE vs. H4ZJ.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, roughly equal to the maximum H4ZJ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and H4ZJ.DE. For additional features, visit the drawdowns tool.
Volatility
XDWD.DE vs. H4ZJ.DE - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and HSBC MSCI World UCITS ETF USD (H4ZJ.DE) have volatilities of 3.00% and 3.00%, 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.