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XDWS.DE vs. USMV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XDWS.DEUSMV
YTD Return12.12%17.35%
1Y Return10.07%23.39%
3Y Return (Ann)6.67%7.99%
5Y Return (Ann)6.11%9.11%
Sharpe Ratio1.282.69
Daily Std Dev8.42%8.74%
Max Drawdown-22.95%-33.10%
Current Drawdown-1.43%-1.07%

Correlation

-0.50.00.51.00.5

The correlation between XDWS.DE and USMV is 0.51, 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 12.12% return, which is significantly lower than USMV's 17.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
9.28%
10.19%
XDWS.DE
USMV

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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%.


XDWS.DE
Xtrackers MSCI World Consumer Staples UCITS ETF 1C
Expense ratio chart for XDWS.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for USMV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


XDWS.DE
Sharpe ratio
The chart of Sharpe ratio for XDWS.DE, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for XDWS.DE, currently valued at 3.15, compared to the broader market-2.000.002.004.006.008.0010.0012.003.15
Omega ratio
The chart of Omega ratio for XDWS.DE, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for XDWS.DE, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.51
Martin ratio
The chart of Martin ratio for XDWS.DE, currently valued at 13.35, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.35
USMV
Sharpe ratio
The chart of Sharpe ratio for USMV, currently valued at 3.13, compared to the broader market0.002.004.003.13
Sortino ratio
The chart of Sortino ratio for USMV, currently valued at 4.33, compared to the broader market-2.000.002.004.006.008.0010.0012.004.33
Omega ratio
The chart of Omega ratio for USMV, currently valued at 1.59, compared to the broader market0.501.001.502.002.503.001.59
Calmar ratio
The chart of Calmar ratio for USMV, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Martin ratio
The chart of Martin ratio for USMV, currently valued at 20.06, compared to the broader market0.0020.0040.0060.0080.00100.00120.0020.06

XDWS.DE vs. USMV - Sharpe Ratio Comparison

The current XDWS.DE Sharpe Ratio is 1.28, which is lower than the USMV Sharpe Ratio of 2.69. The chart below compares the 12-month rolling Sharpe Ratio of XDWS.DE and USMV.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.15
3.13
XDWS.DE
USMV

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 1.63%.


TTM20232022202120202019201820172016201520142013
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
1.63%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.86%
-1.07%
XDWS.DE
USMV

Volatility

XDWS.DE vs. USMV - Volatility Comparison

Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 2.57% compared to iShares Edge MSCI Min Vol USA ETF (USMV) at 2.39%. This indicates that XDWS.DE's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%AprilMayJuneJulyAugustSeptember
2.57%
2.39%
XDWS.DE
USMV