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XDWT.DE vs. TXG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XDWT.DETXG
YTD Return22.64%-60.03%
1Y Return33.65%-54.80%
3Y Return (Ann)14.10%-47.71%
5Y Return (Ann)22.13%-15.63%
Sharpe Ratio1.83-0.90
Daily Std Dev19.99%60.16%
Max Drawdown-31.61%-92.24%
Current Drawdown-8.32%-88.95%

Correlation

-0.50.00.51.00.3

The correlation between XDWT.DE and TXG is 0.32, 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. TXG - Performance Comparison

In the year-to-date period, XDWT.DE achieves a 22.64% return, which is significantly higher than TXG's -60.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%AprilMayJuneJulyAugustSeptember
173.61%
-57.59%
XDWT.DE
TXG

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

XDWT.DE vs. TXG - 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 10x Genomics, Inc. (TXG). 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.


XDWT.DE
Sharpe ratio
The chart of Sharpe ratio for XDWT.DE, currently valued at 2.20, compared to the broader market0.002.004.002.20
Sortino ratio
The chart of Sortino ratio for XDWT.DE, currently valued at 2.88, compared to the broader market-2.000.002.004.006.008.0010.0012.002.88
Omega ratio
The chart of Omega ratio for XDWT.DE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for XDWT.DE, currently valued at 2.93, compared to the broader market0.005.0010.0015.002.93
Martin ratio
The chart of Martin ratio for XDWT.DE, currently valued at 10.26, compared to the broader market0.0020.0040.0060.0080.00100.0010.26
TXG
Sharpe ratio
The chart of Sharpe ratio for TXG, currently valued at -0.78, compared to the broader market0.002.004.00-0.78
Sortino ratio
The chart of Sortino ratio for TXG, currently valued at -1.05, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.05
Omega ratio
The chart of Omega ratio for TXG, currently valued at 0.72, compared to the broader market0.501.001.502.002.503.000.72
Calmar ratio
The chart of Calmar ratio for TXG, currently valued at -0.50, compared to the broader market0.005.0010.0015.00-0.50
Martin ratio
The chart of Martin ratio for TXG, currently valued at -1.06, compared to the broader market0.0020.0040.0060.0080.00100.00-1.06

XDWT.DE vs. TXG - Sharpe Ratio Comparison

The current XDWT.DE Sharpe Ratio is 1.83, which is higher than the TXG Sharpe Ratio of -0.90. The chart below compares the 12-month rolling Sharpe Ratio of XDWT.DE and TXG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.20
-0.78
XDWT.DE
TXG

Dividends

XDWT.DE vs. TXG - Dividend Comparison

Neither XDWT.DE nor TXG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDWT.DE vs. TXG - Drawdown Comparison

The maximum XDWT.DE drawdown since its inception was -31.61%, smaller than the maximum TXG drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for XDWT.DE and TXG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-6.27%
-88.95%
XDWT.DE
TXG

Volatility

XDWT.DE vs. TXG - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) is 7.06%, while 10x Genomics, Inc. (TXG) has a volatility of 12.90%. This indicates that XDWT.DE experiences smaller price fluctuations and is considered to be less risky than TXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%AprilMayJuneJulyAugustSeptember
7.06%
12.90%
XDWT.DE
TXG