XDWE.L vs. IUCM.L
Compare and contrast key facts about Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) and iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L).
XDWE.L and IUCM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWE.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 10, 2014. IUCM.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Sep 17, 2018. Both XDWE.L and IUCM.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: XDWE.L or IUCM.L.
Key characteristics
| XDWE.L | IUCM.L | |
|---|---|---|
| YTD Return | 12.82% | 27.46% |
| 1Y Return | 20.83% | 38.27% |
| 3Y Return (Ann) | 8.52% | 5.38% |
| 5Y Return (Ann) | 12.21% | 13.30% |
| Sharpe Ratio | 1.93 | 2.39 |
| Sortino Ratio | 2.71 | 3.20 |
| Omega Ratio | 1.35 | 1.44 |
| Calmar Ratio | 1.62 | 1.50 |
| Martin Ratio | 9.53 | 13.52 |
| Ulcer Index | 2.11% | 2.78% |
| Daily Std Dev | 10.40% | 15.68% |
| Max Drawdown | -31.08% | -47.32% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDWE.L and IUCM.L is 0.63, 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
XDWE.L vs. IUCM.L - Performance Comparison
In the year-to-date period, XDWE.L achieves a 12.82% return, which is significantly lower than IUCM.L's 27.46% 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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XDWE.L vs. IUCM.L - Expense Ratio Comparison
XDWE.L has a 0.20% expense ratio, which is higher than IUCM.L'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
XDWE.L vs. IUCM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) and iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.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
XDWE.L vs. IUCM.L - Dividend Comparison
Neither XDWE.L nor IUCM.L has paid dividends to shareholders.
Drawdowns
XDWE.L vs. IUCM.L - Drawdown Comparison
The maximum XDWE.L drawdown since its inception was -31.08%, smaller than the maximum IUCM.L drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for XDWE.L and IUCM.L. For additional features, visit the drawdowns tool.
Volatility
XDWE.L vs. IUCM.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) is 2.45%, while iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) has a volatility of 2.70%. This indicates that XDWE.L experiences smaller price fluctuations and is considered to be less risky than IUCM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.