XDWE.L vs. XESC.L
Compare and contrast key facts about Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L).
XDWE.L and XESC.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. XESC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. Both XDWE.L and XESC.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 XESC.L.
Performance
XDWE.L vs. XESC.L - Performance Comparison
Returns By Period
In the year-to-date period, XDWE.L achieves a 16.38% return, which is significantly higher than XESC.L's 4.44% return. Over the past 10 years, XDWE.L has outperformed XESC.L with an annualized return of 12.53%, while XESC.L has yielded a comparatively lower 7.99% annualized return.
XDWE.L
16.38%
2.74%
9.27%
24.84%
12.05%
12.53%
XESC.L
4.44%
-2.47%
-6.94%
9.40%
7.64%
7.99%
Key characteristics
| XDWE.L | XESC.L | |
|---|---|---|
| Sharpe Ratio | 2.37 | 0.63 |
| Sortino Ratio | 3.48 | 0.95 |
| Omega Ratio | 1.45 | 1.11 |
| Calmar Ratio | 3.06 | 0.84 |
| Martin Ratio | 12.33 | 2.07 |
| Ulcer Index | 1.98% | 3.98% |
| Daily Std Dev | 10.30% | 13.16% |
| Max Drawdown | -31.08% | -34.48% |
| Current Drawdown | -1.08% | -7.80% |
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XDWE.L vs. XESC.L - Expense Ratio Comparison
XDWE.L has a 0.20% expense ratio, which is higher than XESC.L's 0.09% 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%.
Correlation
The correlation between XDWE.L and XESC.L is 0.74, 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. XESC.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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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. XESC.L - Dividend Comparison
Neither XDWE.L nor XESC.L has paid dividends to shareholders.
Drawdowns
XDWE.L vs. XESC.L - Drawdown Comparison
The maximum XDWE.L drawdown since its inception was -31.08%, smaller than the maximum XESC.L drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for XDWE.L and XESC.L. For additional features, visit the drawdowns tool.
Volatility
XDWE.L vs. XESC.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) is 3.31%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) has a volatility of 5.95%. This indicates that XDWE.L experiences smaller price fluctuations and is considered to be less risky than XESC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.