XESC.DE vs. QGRW
Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and WisdomTree U.S. Quality Growth Fund (QGRW).
XESC.DE and QGRW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESC.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. Both XESC.DE and QGRW 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: XESC.DE or QGRW.
Key characteristics
| XESC.DE | QGRW | |
|---|---|---|
| YTD Return | 8.92% | 33.68% |
| 1Y Return | 16.71% | 48.01% |
| Sharpe Ratio | 1.15 | 2.46 |
| Sortino Ratio | 1.65 | 3.16 |
| Omega Ratio | 1.20 | 1.44 |
| Calmar Ratio | 1.53 | 3.21 |
| Martin Ratio | 5.30 | 11.98 |
| Ulcer Index | 2.81% | 3.90% |
| Daily Std Dev | 13.08% | 18.97% |
| Max Drawdown | -44.71% | -14.54% |
| Current Drawdown | -5.23% | 0.00% |
Correlation
The correlation between XESC.DE and QGRW is 0.40, 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
XESC.DE vs. QGRW - Performance Comparison
In the year-to-date period, XESC.DE achieves a 8.92% return, which is significantly lower than QGRW's 33.68% 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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XESC.DE vs. QGRW - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than QGRW's 0.28% expense ratio.
Risk-Adjusted Performance
XESC.DE vs. QGRW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and WisdomTree U.S. Quality Growth Fund (QGRW). 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
XESC.DE vs. QGRW - Dividend Comparison
XESC.DE has not paid dividends to shareholders, while QGRW's dividend yield for the trailing twelve months is around 0.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XESC.DE vs. QGRW - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -44.71%, which is greater than QGRW's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for XESC.DE and QGRW. For additional features, visit the drawdowns tool.
Volatility
XESC.DE vs. QGRW - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and WisdomTree U.S. Quality Growth Fund (QGRW) have volatilities of 5.56% and 5.67%, 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.