XDWS.DE vs. IQQ0.DE
Compare and contrast key facts about Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE).
XDWS.DE and IQQ0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWS.DE is a passively managed fund by Xtrackers that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Mar 9, 2016. IQQ0.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Minimum Volatility. It was launched on Nov 30, 2012. Both XDWS.DE and IQQ0.DE 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: XDWS.DE or IQQ0.DE.
Key characteristics
| XDWS.DE | IQQ0.DE | |
|---|---|---|
| YTD Return | 12.09% | 20.19% |
| 1Y Return | 14.16% | 23.18% |
| 3Y Return (Ann) | 4.84% | 7.15% |
| 5Y Return (Ann) | 6.03% | 6.84% |
| Sharpe Ratio | 1.69 | 2.95 |
| Sortino Ratio | 2.50 | 4.32 |
| Omega Ratio | 1.30 | 1.57 |
| Calmar Ratio | 1.14 | 3.01 |
| Martin Ratio | 10.75 | 18.33 |
| Ulcer Index | 1.27% | 1.27% |
| Daily Std Dev | 8.04% | 7.85% |
| Max Drawdown | -22.95% | -28.65% |
| Current Drawdown | -1.45% | 0.00% |
Correlation
The correlation between XDWS.DE and IQQ0.DE is 0.83, 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
XDWS.DE vs. IQQ0.DE - Performance Comparison
In the year-to-date period, XDWS.DE achieves a 12.09% return, which is significantly lower than IQQ0.DE's 20.19% 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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XDWS.DE vs. IQQ0.DE - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.
Risk-Adjusted Performance
XDWS.DE vs. IQQ0.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE). 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
XDWS.DE vs. IQQ0.DE - Dividend Comparison
Neither XDWS.DE nor IQQ0.DE has paid dividends to shareholders.
Drawdowns
XDWS.DE vs. IQQ0.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and IQQ0.DE. For additional features, visit the drawdowns tool.
Volatility
XDWS.DE vs. IQQ0.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 2.82% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) at 2.29%. This indicates that XDWS.DE's price experiences larger fluctuations and is considered to be riskier than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.