XDWD.DE vs. HBC1.DE
Compare and contrast key facts about Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) and HSBC Holdings plc (HBC1.DE).
XDWD.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Jul 22, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDWD.DE or HBC1.DE.
Key characteristics
| XDWD.DE | HBC1.DE | |
|---|---|---|
| YTD Return | 24.43% | 21.19% |
| 1Y Return | 32.46% | 30.17% |
| 3Y Return (Ann) | 9.83% | 26.29% |
| 5Y Return (Ann) | 13.07% | 9.44% |
| 10Y Return (Ann) | 11.86% | 6.38% |
| Sharpe Ratio | 2.86 | 1.33 |
| Sortino Ratio | 3.83 | 1.70 |
| Omega Ratio | 1.60 | 1.26 |
| Calmar Ratio | 3.80 | 2.46 |
| Martin Ratio | 18.38 | 8.06 |
| Ulcer Index | 1.69% | 3.72% |
| Daily Std Dev | 10.78% | 22.43% |
| Max Drawdown | -33.55% | -69.47% |
| Current Drawdown | 0.00% | -3.50% |
Correlation
The correlation between XDWD.DE and HBC1.DE 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
XDWD.DE vs. HBC1.DE - Performance Comparison
In the year-to-date period, XDWD.DE achieves a 24.43% return, which is significantly higher than HBC1.DE's 21.19% return. Over the past 10 years, XDWD.DE has outperformed HBC1.DE with an annualized return of 11.86%, while HBC1.DE has yielded a comparatively lower 6.38% annualized 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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Risk-Adjusted Performance
XDWD.DE vs. HBC1.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 Holdings plc (HBC1.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. HBC1.DE - Dividend Comparison
XDWD.DE has not paid dividends to shareholders, while HBC1.DE's dividend yield for the trailing twelve months is around 8.57%.
| 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% |
HBC1.DE HSBC Holdings plc | 8.57% | 8.08% | 5.51% | 4.83% | 5.75% | 8.26% | 8.10% | 6.20% | 6.20% | 9.53% | 7.72% | 7.12% |
Drawdowns
XDWD.DE vs. HBC1.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, smaller than the maximum HBC1.DE drawdown of -69.47%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and HBC1.DE. For additional features, visit the drawdowns tool.
Volatility
XDWD.DE vs. HBC1.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 3.00%, while HSBC Holdings plc (HBC1.DE) has a volatility of 6.81%. This indicates that XDWD.DE experiences smaller price fluctuations and is considered to be less risky than HBC1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.