XDWT.L vs. EXAS
Compare and contrast key facts about Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and Exact Sciences Corporation (EXAS).
XDWT.L 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.L or EXAS.
Performance
XDWT.L vs. EXAS - Performance Comparison
Returns By Period
In the year-to-date period, XDWT.L achieves a 28.75% return, which is significantly higher than EXAS's -33.32% return.
XDWT.L
28.75%
0.85%
13.48%
37.34%
21.86%
N/A
EXAS
-33.32%
-30.15%
-2.08%
-19.36%
-9.69%
8.04%
Key characteristics
| XDWT.L | EXAS | |
|---|---|---|
| Sharpe Ratio | 1.77 | -0.38 |
| Sortino Ratio | 2.36 | -0.20 |
| Omega Ratio | 1.31 | 0.97 |
| Calmar Ratio | 2.37 | -0.30 |
| Martin Ratio | 8.38 | -0.94 |
| Ulcer Index | 4.39% | 23.34% |
| Daily Std Dev | 20.77% | 58.10% |
| Max Drawdown | -35.99% | -98.01% |
| Current Drawdown | -2.47% | -68.18% |
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Correlation
The correlation between XDWT.L and EXAS is 0.28, 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.
Risk-Adjusted Performance
XDWT.L vs. EXAS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) and Exact Sciences Corporation (EXAS). 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.L vs. EXAS - Dividend Comparison
Neither XDWT.L nor EXAS has paid dividends to shareholders.
Drawdowns
XDWT.L vs. EXAS - Drawdown Comparison
The maximum XDWT.L drawdown since its inception was -35.99%, smaller than the maximum EXAS drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for XDWT.L and EXAS. For additional features, visit the drawdowns tool.
Volatility
XDWT.L vs. EXAS - Volatility Comparison
The current volatility for Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.L) is 5.89%, while Exact Sciences Corporation (EXAS) has a volatility of 27.90%. This indicates that XDWT.L experiences smaller price fluctuations and is considered to be less risky than EXAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.