XDWT.DE vs. AMZN
Compare and contrast key facts about Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and Amazon.com, Inc. (AMZN).
XDWT.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Mar 9, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDWT.DE or AMZN.
Key characteristics
| XDWT.DE | AMZN | |
|---|---|---|
| YTD Return | 34.78% | 33.35% |
| 1Y Return | 41.19% | 41.85% |
| 3Y Return (Ann) | 13.88% | 4.61% |
| 5Y Return (Ann) | 22.66% | 18.46% |
| Sharpe Ratio | 1.98 | 1.53 |
| Sortino Ratio | 2.59 | 2.14 |
| Omega Ratio | 1.35 | 1.28 |
| Calmar Ratio | 2.54 | 1.77 |
| Martin Ratio | 8.30 | 7.05 |
| Ulcer Index | 4.89% | 5.88% |
| Daily Std Dev | 20.34% | 27.21% |
| Max Drawdown | -31.61% | -94.40% |
| Current Drawdown | -2.31% | -5.37% |
Correlation
The correlation between XDWT.DE and AMZN is 0.45, 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
XDWT.DE vs. AMZN - Performance Comparison
The year-to-date returns for both stocks are quite close, with XDWT.DE having a 34.78% return and AMZN slightly lower at 33.35%. 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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Risk-Adjusted Performance
XDWT.DE vs. AMZN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and Amazon.com, Inc. (AMZN). 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
XDWT.DE vs. AMZN - Dividend Comparison
Neither XDWT.DE nor AMZN has paid dividends to shareholders.
Drawdowns
XDWT.DE vs. AMZN - Drawdown Comparison
The maximum XDWT.DE drawdown since its inception was -31.61%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and AMZN. For additional features, visit the drawdowns tool.
Volatility
XDWT.DE vs. AMZN - Volatility Comparison
The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) is 5.61%, while Amazon.com, Inc. (AMZN) has a volatility of 10.50%. This indicates that XDWT.DE experiences smaller price fluctuations and is considered to be less risky than AMZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.