XDWS.DE vs. XLY
Compare and contrast key facts about Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) and Consumer Discretionary Select Sector SPDR Fund (XLY).
XDWS.DE and XLY 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. XLY is a passively managed fund by State Street that tracks the performance of the Consumer Discretionary Select Sector Index. It was launched on Dec 16, 1998. Both XDWS.DE and XLY 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 XLY.
Key characteristics
| XDWS.DE | XLY | |
|---|---|---|
| YTD Return | 10.41% | 19.38% |
| 1Y Return | 12.06% | 32.19% |
| 3Y Return (Ann) | 5.01% | 1.46% |
| 5Y Return (Ann) | 5.86% | 12.84% |
| Sharpe Ratio | 1.49 | 1.78 |
| Sortino Ratio | 2.21 | 2.44 |
| Omega Ratio | 1.26 | 1.30 |
| Calmar Ratio | 1.00 | 1.35 |
| Martin Ratio | 9.43 | 8.62 |
| Ulcer Index | 1.27% | 3.69% |
| Daily Std Dev | 7.98% | 17.89% |
| Max Drawdown | -22.95% | -59.05% |
| Current Drawdown | -2.93% | 0.00% |
Correlation
The correlation between XDWS.DE and XLY is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XDWS.DE vs. XLY - Performance Comparison
In the year-to-date period, XDWS.DE achieves a 10.41% return, which is significantly lower than XLY's 19.38% 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. XLY - Expense Ratio Comparison
XDWS.DE has a 0.25% expense ratio, which is higher than XLY'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. XLY - 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 Discretionary Select Sector SPDR Fund (XLY). 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. XLY - Dividend Comparison
XDWS.DE has not paid dividends to shareholders, while XLY's dividend yield for the trailing twelve months is around 0.71%.
| 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% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.71% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
Drawdowns
XDWS.DE vs. XLY - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -22.95%, smaller than the maximum XLY drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and XLY. For additional features, visit the drawdowns tool.
Volatility
XDWS.DE vs. XLY - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) is 2.81%, while Consumer Discretionary Select Sector SPDR Fund (XLY) has a volatility of 5.80%. This indicates that XDWS.DE experiences smaller price fluctuations and is considered to be less risky than XLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.