XDWS.DE vs. USMV
Compare and contrast key facts about Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and iShares Edge MSCI Min Vol USA ETF (USMV).
XDWS.DE and USMV 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. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011. Both XDWS.DE and USMV 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 USMV.
Key characteristics
| XDWS.DE | USMV | |
|---|---|---|
| YTD Return | 12.09% | 21.12% |
| 1Y Return | 14.16% | 28.56% |
| 3Y Return (Ann) | 4.84% | 7.96% |
| 5Y Return (Ann) | 6.03% | 9.87% |
| Sharpe Ratio | 1.69 | 3.53 |
| Sortino Ratio | 2.50 | 4.99 |
| Omega Ratio | 1.30 | 1.67 |
| Calmar Ratio | 1.14 | 4.93 |
| Martin Ratio | 10.75 | 23.09 |
| Ulcer Index | 1.27% | 1.28% |
| Daily Std Dev | 8.04% | 8.39% |
| Max Drawdown | -22.95% | -33.10% |
| Current Drawdown | -1.45% | -0.14% |
Correlation
The correlation between XDWS.DE and USMV is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDWS.DE vs. USMV - Performance Comparison
In the year-to-date period, XDWS.DE achieves a 12.09% return, which is significantly lower than USMV's 21.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XDWS.DE vs. USMV - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is higher than USMV's 0.15% 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
XDWS.DE vs. USMV - 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 Min Vol USA ETF (USMV). 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. USMV - Dividend Comparison
XDWS.DE has not paid dividends to shareholders, while USMV's dividend yield for the trailing twelve months is around 1.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples 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% |
USMV iShares Edge MSCI Min Vol USA ETF | 1.61% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
Drawdowns
XDWS.DE vs. USMV - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and USMV. For additional features, visit the drawdowns tool.
Volatility
XDWS.DE vs. USMV - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and iShares Edge MSCI Min Vol USA ETF (USMV) have volatilities of 2.82% and 2.83%, 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.