XDWT.DE vs. DE
Compare and contrast key facts about Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and Deere & Company (DE).
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 DE.
Key characteristics
| XDWT.DE | DE | |
|---|---|---|
| YTD Return | 34.78% | 0.89% |
| 1Y Return | 41.19% | 6.96% |
| 3Y Return (Ann) | 13.88% | 4.69% |
| 5Y Return (Ann) | 22.66% | 19.67% |
| Sharpe Ratio | 1.98 | 0.28 |
| Sortino Ratio | 2.59 | 0.54 |
| Omega Ratio | 1.35 | 1.07 |
| Calmar Ratio | 2.54 | 0.29 |
| Martin Ratio | 8.30 | 0.93 |
| Ulcer Index | 4.89% | 6.79% |
| Daily Std Dev | 20.34% | 22.60% |
| Max Drawdown | -31.61% | -73.27% |
| Current Drawdown | -2.31% | -8.96% |
Correlation
The correlation between XDWT.DE and DE is 0.25, 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
XDWT.DE vs. DE - Performance Comparison
In the year-to-date period, XDWT.DE achieves a 34.78% return, which is significantly higher than DE's 0.89% 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. DE - 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 Deere & Company (DE). 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. DE - Dividend Comparison
XDWT.DE has not paid dividends to shareholders, while DE's dividend yield for the trailing twelve months is around 1.47%.
| 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% |
DE Deere & Company | 1.47% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
Drawdowns
XDWT.DE vs. DE - Drawdown Comparison
The maximum XDWT.DE drawdown since its inception was -31.61%, smaller than the maximum DE drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and DE. For additional features, visit the drawdowns tool.
Volatility
XDWT.DE vs. DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) is 5.61%, while Deere & Company (DE) has a volatility of 6.67%. This indicates that XDWT.DE experiences smaller price fluctuations and is considered to be less risky than DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.