XDWF.DE vs. V
Compare and contrast key facts about Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Visa Inc. (V).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDWF.DE or V.
Key characteristics
| XDWF.DE | V | |
|---|---|---|
| YTD Return | 34.99% | 20.11% |
| 1Y Return | 47.71% | 27.50% |
| 3Y Return (Ann) | 12.47% | 14.46% |
| 5Y Return (Ann) | 12.51% | 12.44% |
| Sharpe Ratio | 3.57 | 1.67 |
| Sortino Ratio | 4.71 | 2.23 |
| Omega Ratio | 1.74 | 1.32 |
| Calmar Ratio | 5.03 | 2.21 |
| Martin Ratio | 25.95 | 5.61 |
| Ulcer Index | 1.74% | 4.90% |
| Daily Std Dev | 12.59% | 16.46% |
| Max Drawdown | -42.06% | -51.90% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDWF.DE and V is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XDWF.DE vs. V - Performance Comparison
In the year-to-date period, XDWF.DE achieves a 34.99% return, which is significantly higher than V's 20.11% 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
XDWF.DE vs. V - 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 Visa Inc. (V). 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. V - Dividend Comparison
XDWF.DE has not paid dividends to shareholders, while V's dividend yield for the trailing twelve months is around 0.69%.
| 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% |
V Visa Inc. | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
Drawdowns
XDWF.DE vs. V - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, smaller than the maximum V drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and V. For additional features, visit the drawdowns tool.
Volatility
XDWF.DE vs. V - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 4.27%, while Visa Inc. (V) has a volatility of 6.60%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.