XDWL.DE vs. XDEQ.L
Compare and contrast key facts about Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
XDWL.DE and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWL.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World. It was launched on Feb 23, 2015. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both XDWL.DE and XDEQ.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: XDWL.DE or XDEQ.L.
Key characteristics
XDWL.DE | XDEQ.L | |
---|---|---|
YTD Return | 13.44% | 13.12% |
1Y Return | 18.38% | 20.86% |
3Y Return (Ann) | 8.09% | 9.26% |
5Y Return (Ann) | 11.51% | 11.86% |
Sharpe Ratio | 1.84 | 1.78 |
Daily Std Dev | 10.88% | 11.35% |
Max Drawdown | -33.65% | -23.79% |
Current Drawdown | -2.31% | -2.60% |
Correlation
The correlation between XDWL.DE and XDEQ.L is 0.89, 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
XDWL.DE vs. XDEQ.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with XDWL.DE having a 13.44% return and XDEQ.L slightly lower at 13.12%. 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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XDWL.DE vs. XDEQ.L - Expense Ratio Comparison
XDWL.DE has a 0.12% expense ratio, which is lower than XDEQ.L's 0.25% expense ratio. Despite the difference, 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
XDWL.DE vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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
XDWL.DE vs. XDEQ.L - Dividend Comparison
Neither XDWL.DE nor XDEQ.L has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Xtrackers MSCI World UCITS ETF 1D | 0.00% | 0.30% | 1.87% | 2.46% | 2.11% | 2.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
XDWL.DE vs. XDEQ.L - Drawdown Comparison
The maximum XDWL.DE drawdown since its inception was -33.65%, which is greater than XDEQ.L's maximum drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
XDWL.DE vs. XDEQ.L - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) is 3.98%, while Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) has a volatility of 4.30%. This indicates that XDWL.DE experiences smaller price fluctuations and is considered to be less risky than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.