XDWT.DE vs. SDGR
Compare and contrast key facts about Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) and Schrodinger, Inc. (SDGR).
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 SDGR.
Key characteristics
| XDWT.DE | SDGR | |
|---|---|---|
| YTD Return | 34.78% | -48.21% |
| 1Y Return | 41.19% | -39.96% |
| 3Y Return (Ann) | 13.88% | -25.95% |
| Sharpe Ratio | 1.98 | -0.67 |
| Sortino Ratio | 2.59 | -0.80 |
| Omega Ratio | 1.35 | 0.91 |
| Calmar Ratio | 2.54 | -0.47 |
| Martin Ratio | 8.30 | -1.07 |
| Ulcer Index | 4.89% | 37.36% |
| Daily Std Dev | 20.34% | 59.19% |
| Max Drawdown | -31.61% | -85.64% |
| Current Drawdown | -2.31% | -83.61% |
Correlation
The correlation between XDWT.DE and SDGR is 0.30, 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. SDGR - Performance Comparison
In the year-to-date period, XDWT.DE achieves a 34.78% return, which is significantly higher than SDGR's -48.21% 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. SDGR - 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 Schrodinger, Inc. (SDGR). 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. SDGR - Dividend Comparison
Neither XDWT.DE nor SDGR has paid dividends to shareholders.
Drawdowns
XDWT.DE vs. SDGR - Drawdown Comparison
The maximum XDWT.DE drawdown since its inception was -31.61%, smaller than the maximum SDGR drawdown of -85.64%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and SDGR. For additional features, visit the drawdowns tool.
Volatility
XDWT.DE vs. SDGR - Volatility Comparison
The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) is 5.61%, while Schrodinger, Inc. (SDGR) has a volatility of 22.41%. This indicates that XDWT.DE experiences smaller price fluctuations and is considered to be less risky than SDGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.