XDWI.L vs. QYLD
Compare and contrast key facts about Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) and Global X NASDAQ 100 Covered Call ETF (QYLD).
XDWI.L and QYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWI.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Materials NR USD. It was launched on Mar 14, 2016. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013. Both XDWI.L and QYLD 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: XDWI.L or QYLD.
Key characteristics
| XDWI.L | QYLD | |
|---|---|---|
| YTD Return | 14.35% | 12.41% |
| 1Y Return | 26.86% | 17.69% |
| 3Y Return (Ann) | 7.89% | 4.32% |
| 5Y Return (Ann) | 11.13% | 7.32% |
| Sharpe Ratio | 1.85 | 1.63 |
| Daily Std Dev | 13.84% | 10.79% |
| Max Drawdown | -38.92% | -24.89% |
| Current Drawdown | -0.46% | 0.00% |
Correlation
The correlation between XDWI.L and QYLD is 0.36, 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
XDWI.L vs. QYLD - Performance Comparison
In the year-to-date period, XDWI.L achieves a 14.35% return, which is significantly higher than QYLD's 12.41% 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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XDWI.L vs. QYLD - Expense Ratio Comparison
XDWI.L has a 0.25% expense ratio, which is lower than QYLD's 0.60% expense ratio.
Risk-Adjusted Performance
XDWI.L vs. QYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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
XDWI.L vs. QYLD - Dividend Comparison
XDWI.L has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 10.48%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XDWI.L Xtrackers MSCI World Industrials 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% |
QYLD Global X NASDAQ 100 Covered Call ETF | 10.48% | 11.78% | 13.26% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
Drawdowns
XDWI.L vs. QYLD - Drawdown Comparison
The maximum XDWI.L drawdown since its inception was -38.92%, which is greater than QYLD's maximum drawdown of -24.89%. Use the drawdown chart below to compare losses from any high point for XDWI.L and QYLD. For additional features, visit the drawdowns tool.
Volatility
XDWI.L vs. QYLD - Volatility Comparison
Xtrackers MSCI World Industrials UCITS ETF 1C (XDWI.L) and Global X NASDAQ 100 Covered Call ETF (QYLD) have volatilities of 4.20% and 4.14%, 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.