XDWT.DE vs. BLK
Compare and contrast key facts about Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and BlackRock, Inc. (BLK).
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 BLK.
Key characteristics
| XDWT.DE | BLK | |
|---|---|---|
| YTD Return | 34.78% | 31.45% |
| 1Y Return | 41.19% | 50.26% |
| 3Y Return (Ann) | 13.88% | 6.14% |
| 5Y Return (Ann) | 22.66% | 19.38% |
| Sharpe Ratio | 1.98 | 2.84 |
| Sortino Ratio | 2.59 | 3.72 |
| Omega Ratio | 1.35 | 1.47 |
| Calmar Ratio | 2.54 | 2.31 |
| Martin Ratio | 8.30 | 11.98 |
| Ulcer Index | 4.89% | 4.30% |
| Daily Std Dev | 20.34% | 18.17% |
| Max Drawdown | -31.61% | -60.36% |
| Current Drawdown | -2.31% | -0.61% |
Correlation
The correlation between XDWT.DE and BLK is 0.42, 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. BLK - Performance Comparison
In the year-to-date period, XDWT.DE achieves a 34.78% return, which is significantly higher than BLK's 31.45% 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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Risk-Adjusted Performance
XDWT.DE vs. BLK - 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 BlackRock, Inc. (BLK). 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. BLK - Dividend Comparison
XDWT.DE has not paid dividends to shareholders, while BLK's dividend yield for the trailing twelve months is around 1.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWT.DE Xtrackers MSCI World Information Technology 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% |
BLK BlackRock, Inc. | 1.94% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.06% | 1.95% | 2.41% | 2.56% | 2.16% | 2.12% |
Drawdowns
XDWT.DE vs. BLK - Drawdown Comparison
The maximum XDWT.DE drawdown since its inception was -31.61%, smaller than the maximum BLK drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and BLK. For additional features, visit the drawdowns tool.
Volatility
XDWT.DE vs. BLK - Volatility Comparison
Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a higher volatility of 5.61% compared to BlackRock, Inc. (BLK) at 4.61%. This indicates that XDWT.DE's price experiences larger fluctuations and is considered to be riskier than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.