XDWT.DE vs. FGTIX
Compare and contrast key facts about Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and Franklin Growth Allocation Fund (FGTIX).
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. FGTIX is managed by Franklin Templeton. It was launched on Dec 30, 1996.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDWT.DE or FGTIX.
Key characteristics
| XDWT.DE | FGTIX | |
|---|---|---|
| YTD Return | 34.78% | 15.71% |
| 1Y Return | 41.19% | 22.85% |
| 3Y Return (Ann) | 13.88% | -1.13% |
| 5Y Return (Ann) | 22.66% | 2.74% |
| Sharpe Ratio | 1.98 | 2.28 |
| Sortino Ratio | 2.59 | 3.20 |
| Omega Ratio | 1.35 | 1.42 |
| Calmar Ratio | 2.54 | 1.06 |
| Martin Ratio | 8.30 | 14.23 |
| Ulcer Index | 4.89% | 1.61% |
| Daily Std Dev | 20.34% | 10.00% |
| Max Drawdown | -31.61% | -46.97% |
| Current Drawdown | -2.31% | -3.61% |
Correlation
The correlation between XDWT.DE and FGTIX is 0.59, 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. FGTIX - Performance Comparison
In the year-to-date period, XDWT.DE achieves a 34.78% return, which is significantly higher than FGTIX's 15.71% 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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XDWT.DE vs. FGTIX - Expense Ratio Comparison
XDWT.DE has a 0.25% expense ratio, which is lower than FGTIX's 0.66% expense ratio.
Risk-Adjusted Performance
XDWT.DE vs. FGTIX - 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 Franklin Growth Allocation Fund (FGTIX). 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. FGTIX - Dividend Comparison
XDWT.DE has not paid dividends to shareholders, while FGTIX's dividend yield for the trailing twelve months is around 1.28%.
| 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% |
FGTIX Franklin Growth Allocation Fund | 1.28% | 1.25% | 1.15% | 2.40% | 1.11% | 1.40% | 1.82% | 1.68% | 0.80% | 1.25% | 1.56% | 1.34% |
Drawdowns
XDWT.DE vs. FGTIX - Drawdown Comparison
The maximum XDWT.DE drawdown since its inception was -31.61%, smaller than the maximum FGTIX drawdown of -46.97%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and FGTIX. For additional features, visit the drawdowns tool.
Volatility
XDWT.DE vs. FGTIX - Volatility Comparison
Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a higher volatility of 5.61% compared to Franklin Growth Allocation Fund (FGTIX) at 2.83%. This indicates that XDWT.DE's price experiences larger fluctuations and is considered to be riskier than FGTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.