XDWF.DE vs. KBWB
Compare and contrast key facts about Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Invesco KBW Bank ETF (KBWB).
XDWF.DE and KBWB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWF.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Financials. It was launched on Mar 4, 2016. KBWB is a passively managed fund by Invesco that tracks the performance of the KBW Nasdaq Bank Index. It was launched on Nov 1, 2011. Both XDWF.DE and KBWB 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: XDWF.DE or KBWB.
Key characteristics
| XDWF.DE | KBWB | |
|---|---|---|
| YTD Return | 34.99% | 44.20% |
| 1Y Return | 47.71% | 78.20% |
| 3Y Return (Ann) | 12.47% | 1.87% |
| 5Y Return (Ann) | 12.51% | 7.71% |
| Sharpe Ratio | 3.57 | 3.48 |
| Sortino Ratio | 4.71 | 4.85 |
| Omega Ratio | 1.74 | 1.61 |
| Calmar Ratio | 5.03 | 1.82 |
| Martin Ratio | 25.95 | 26.13 |
| Ulcer Index | 1.74% | 3.07% |
| Daily Std Dev | 12.59% | 23.08% |
| Max Drawdown | -42.06% | -50.27% |
| Current Drawdown | 0.00% | -0.04% |
Correlation
The correlation between XDWF.DE and KBWB is 0.64, 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
XDWF.DE vs. KBWB - Performance Comparison
In the year-to-date period, XDWF.DE achieves a 34.99% return, which is significantly lower than KBWB's 44.20% 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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XDWF.DE vs. KBWB - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is lower than KBWB's 0.35% expense ratio.
Risk-Adjusted Performance
XDWF.DE vs. KBWB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Invesco KBW Bank ETF (KBWB). 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
XDWF.DE vs. KBWB - Dividend Comparison
XDWF.DE has not paid dividends to shareholders, while KBWB's dividend yield for the trailing twelve months is around 2.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWF.DE Xtrackers MSCI World Financials UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KBWB Invesco KBW Bank ETF | 2.36% | 3.20% | 3.05% | 2.13% | 2.63% | 2.38% | 2.54% | 1.35% | 1.53% | 1.53% | 1.52% | 1.43% |
Drawdowns
XDWF.DE vs. KBWB - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum KBWB drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and KBWB. For additional features, visit the drawdowns tool.
Volatility
XDWF.DE vs. KBWB - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 4.27%, while Invesco KBW Bank ETF (KBWB) has a volatility of 11.54%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than KBWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.