XDWS.DE vs. XLP
Compare and contrast key facts about Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Consumer Staples Select Sector SPDR Fund (XLP).
XDWS.DE and XLP 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. XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998. Both XDWS.DE and XLP 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 XLP.
Key characteristics
| XDWS.DE | XLP | |
|---|---|---|
| YTD Return | 11.44% | 14.49% |
| 1Y Return | 13.10% | 21.34% |
| 3Y Return (Ann) | 5.20% | 6.38% |
| 5Y Return (Ann) | 6.05% | 8.73% |
| Sharpe Ratio | 1.62 | 2.04 |
| Sortino Ratio | 2.39 | 2.90 |
| Omega Ratio | 1.28 | 1.35 |
| Calmar Ratio | 1.09 | 1.80 |
| Martin Ratio | 10.22 | 13.25 |
| Ulcer Index | 1.27% | 1.57% |
| Daily Std Dev | 8.01% | 10.22% |
| Max Drawdown | -22.95% | -35.89% |
| Current Drawdown | -2.03% | -3.57% |
Correlation
The correlation between XDWS.DE and XLP is 0.58, 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. XLP - Performance Comparison
In the year-to-date period, XDWS.DE achieves a 11.44% return, which is significantly lower than XLP's 14.49% 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. XLP - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is higher than XLP's 0.13% 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. XLP - 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 Consumer Staples Select Sector SPDR Fund (XLP). 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. XLP - Dividend Comparison
XDWS.DE has not paid dividends to shareholders, while XLP's dividend yield for the trailing twelve months is around 2.61%.
| 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% |
XLP Consumer Staples Select Sector SPDR Fund | 2.61% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Drawdowns
XDWS.DE vs. XLP - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum XLP drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and XLP. For additional features, visit the drawdowns tool.
Volatility
XDWS.DE vs. XLP - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) is 2.82%, while Consumer Staples Select Sector SPDR Fund (XLP) has a volatility of 3.03%. This indicates that XDWS.DE experiences smaller price fluctuations and is considered to be less risky than XLP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.