XDWT.DE vs. QDVE.DE
Compare and contrast key facts about Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
XDWT.DE and QDVE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both XDWT.DE and QDVE.DE 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: XDWT.DE or QDVE.DE.
Key characteristics
| XDWT.DE | QDVE.DE | |
|---|---|---|
| YTD Return | 34.78% | 39.03% |
| 1Y Return | 41.19% | 44.23% |
| 3Y Return (Ann) | 13.88% | 18.12% |
| 5Y Return (Ann) | 22.66% | 25.53% |
| Sharpe Ratio | 1.98 | 2.10 |
| Sortino Ratio | 2.59 | 2.73 |
| Omega Ratio | 1.35 | 1.36 |
| Calmar Ratio | 2.54 | 2.80 |
| Martin Ratio | 8.30 | 8.94 |
| Ulcer Index | 4.89% | 4.90% |
| Daily Std Dev | 20.34% | 20.71% |
| Max Drawdown | -31.61% | -31.45% |
| Current Drawdown | -2.31% | -2.25% |
Correlation
The correlation between XDWT.DE and QDVE.DE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XDWT.DE vs. QDVE.DE - Performance Comparison
In the year-to-date period, XDWT.DE achieves a 34.78% return, which is significantly lower than QDVE.DE's 39.03% 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. QDVE.DE - Expense Ratio Comparison
XDWT.DE has a 0.25% expense ratio, which is higher than QDVE.DE's 0.15% 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
XDWT.DE vs. QDVE.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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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. QDVE.DE - Dividend Comparison
Neither XDWT.DE nor QDVE.DE has paid dividends to shareholders.
Drawdowns
XDWT.DE vs. QDVE.DE - Drawdown Comparison
The maximum XDWT.DE drawdown since its inception was -31.61%, roughly equal to the maximum QDVE.DE drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
XDWT.DE vs. QDVE.DE - Volatility Comparison
Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) have volatilities of 5.61% and 5.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.