XDWS.L vs. VWRA.L
Compare and contrast key facts about Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L).
XDWS.L and VWRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWS.L 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. VWRA.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both XDWS.L and VWRA.L 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.L or VWRA.L.
Key characteristics
| XDWS.L | VWRA.L | |
|---|---|---|
| YTD Return | 7.10% | 18.68% |
| 1Y Return | 10.78% | 26.77% |
| 3Y Return (Ann) | 2.19% | 5.90% |
| 5Y Return (Ann) | 5.27% | 11.14% |
| Sharpe Ratio | 1.24 | 2.37 |
| Sortino Ratio | 1.82 | 3.35 |
| Omega Ratio | 1.21 | 1.43 |
| Calmar Ratio | 1.15 | 3.46 |
| Martin Ratio | 5.64 | 15.30 |
| Ulcer Index | 1.86% | 1.71% |
| Daily Std Dev | 8.58% | 11.19% |
| Max Drawdown | -23.72% | -33.62% |
| Current Drawdown | -5.84% | -0.94% |
Correlation
The correlation between XDWS.L and VWRA.L is 0.66, 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.L vs. VWRA.L - Performance Comparison
In the year-to-date period, XDWS.L achieves a 7.10% return, which is significantly lower than VWRA.L's 18.68% 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.L vs. VWRA.L - Expense Ratio Comparison
XDWS.L has a 0.25% expense ratio, which is higher than VWRA.L's 0.22% 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.L vs. VWRA.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). 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.L vs. VWRA.L - Dividend Comparison
Neither XDWS.L nor VWRA.L has paid dividends to shareholders.
Drawdowns
XDWS.L vs. VWRA.L - Drawdown Comparison
The maximum XDWS.L drawdown since its inception was -23.72%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for XDWS.L and VWRA.L. For additional features, visit the drawdowns tool.
Volatility
XDWS.L vs. VWRA.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) is 2.45%, while Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) has a volatility of 3.10%. This indicates that XDWS.L experiences smaller price fluctuations and is considered to be less risky than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.