XDWF.DE vs. XLFQ.L
Compare and contrast key facts about Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Invesco US Financials Sector UCITS ETF (XLFQ.L).
XDWF.DE and XLFQ.L 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. XLFQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 16, 2009. Both XDWF.DE and XLFQ.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: XDWF.DE or XLFQ.L.
Key characteristics
| XDWF.DE | XLFQ.L | |
|---|---|---|
| YTD Return | 35.15% | 34.13% |
| 1Y Return | 45.40% | 43.66% |
| 3Y Return (Ann) | 12.48% | 11.37% |
| 5Y Return (Ann) | 12.55% | 13.13% |
| Sharpe Ratio | 3.52 | 3.12 |
| Sortino Ratio | 4.65 | 4.74 |
| Omega Ratio | 1.73 | 1.60 |
| Calmar Ratio | 4.97 | 5.30 |
| Martin Ratio | 25.64 | 23.06 |
| Ulcer Index | 1.74% | 1.87% |
| Daily Std Dev | 12.59% | 13.77% |
| Max Drawdown | -42.06% | -35.39% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDWF.DE and XLFQ.L is 0.87, 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.
Performance
XDWF.DE vs. XLFQ.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with XDWF.DE having a 35.15% return and XLFQ.L slightly lower at 34.13%. 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. XLFQ.L - Expense Ratio Comparison
XDWF.DE has a 0.25% expense ratio, which is higher than XLFQ.L's 0.14% 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
XDWF.DE vs. XLFQ.L - 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 US Financials Sector UCITS ETF (XLFQ.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
XDWF.DE vs. XLFQ.L - Dividend Comparison
Neither XDWF.DE nor XLFQ.L has paid dividends to shareholders.
Drawdowns
XDWF.DE vs. XLFQ.L - Drawdown Comparison
The maximum XDWF.DE drawdown since its inception was -42.06%, which is greater than XLFQ.L's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and XLFQ.L. For additional features, visit the drawdowns tool.
Volatility
XDWF.DE vs. XLFQ.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) is 4.41%, while Invesco US Financials Sector UCITS ETF (XLFQ.L) has a volatility of 5.95%. This indicates that XDWF.DE experiences smaller price fluctuations and is considered to be less risky than XLFQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.