XDWE.L vs. IUQF.L
Compare and contrast key facts about Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L).
XDWE.L and IUQF.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. IUQF.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 13, 2016. Both XDWE.L and IUQF.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 IUQF.L.
Performance
XDWE.L vs. IUQF.L - Performance Comparison
Returns By Period
In the year-to-date period, XDWE.L achieves a 16.80% return, which is significantly lower than IUQF.L's 23.60% return.
XDWE.L
16.80%
3.36%
9.23%
24.85%
12.20%
12.48%
IUQF.L
23.60%
1.90%
9.19%
27.89%
14.91%
N/A
Key characteristics
| XDWE.L | IUQF.L | |
|---|---|---|
| Sharpe Ratio | 2.42 | 2.36 |
| Sortino Ratio | 3.55 | 3.42 |
| Omega Ratio | 1.46 | 1.44 |
| Calmar Ratio | 3.14 | 4.59 |
| Martin Ratio | 12.63 | 15.10 |
| Ulcer Index | 1.98% | 1.85% |
| Daily Std Dev | 10.30% | 11.84% |
| Max Drawdown | -31.08% | -25.74% |
| Current Drawdown | -0.72% | -1.50% |
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XDWE.L vs. IUQF.L - Expense Ratio Comparison
Both XDWE.L and IUQF.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between XDWE.L and IUQF.L is 0.88, 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.
Risk-Adjusted Performance
XDWE.L vs. IUQF.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 Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.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. IUQF.L - Dividend Comparison
Neither XDWE.L nor IUQF.L has paid dividends to shareholders.
Drawdowns
XDWE.L vs. IUQF.L - Drawdown Comparison
The maximum XDWE.L drawdown since its inception was -31.08%, which is greater than IUQF.L's maximum drawdown of -25.74%. Use the drawdown chart below to compare losses from any high point for XDWE.L and IUQF.L. For additional features, visit the drawdowns tool.
Volatility
XDWE.L vs. IUQF.L - Volatility Comparison
Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Acc) (IUQF.L) have volatilities of 3.41% and 3.35%, 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.