XESC.L vs. XDWE.L
Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L).
XESC.L and XDWE.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. XDWE.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 10, 2014. Both XESC.L and XDWE.L 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.L or XDWE.L.
Performance
XESC.L vs. XDWE.L - Performance Comparison
Returns By Period
In the year-to-date period, XESC.L achieves a 4.44% return, which is significantly lower than XDWE.L's 16.38% return. Over the past 10 years, XESC.L has underperformed XDWE.L with an annualized return of 7.99%, while XDWE.L has yielded a comparatively higher 12.53% annualized return.
XESC.L
4.44%
-2.47%
-6.94%
9.40%
7.64%
7.99%
XDWE.L
16.38%
2.74%
9.27%
24.84%
12.05%
12.53%
Key characteristics
| XESC.L | XDWE.L | |
|---|---|---|
| Sharpe Ratio | 0.63 | 2.37 |
| Sortino Ratio | 0.95 | 3.48 |
| Omega Ratio | 1.11 | 1.45 |
| Calmar Ratio | 0.84 | 3.06 |
| Martin Ratio | 2.07 | 12.33 |
| Ulcer Index | 3.98% | 1.98% |
| Daily Std Dev | 13.16% | 10.30% |
| Max Drawdown | -34.48% | -31.08% |
| Current Drawdown | -7.80% | -1.08% |
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XESC.L vs. XDWE.L - Expense Ratio Comparison
XESC.L has a 0.09% expense ratio, which is lower than XDWE.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between XESC.L and XDWE.L is 0.74, 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.
Risk-Adjusted Performance
XESC.L vs. XDWE.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) and Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L). 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.L vs. XDWE.L - Dividend Comparison
Neither XESC.L nor XDWE.L has paid dividends to shareholders.
Drawdowns
XESC.L vs. XDWE.L - Drawdown Comparison
The maximum XESC.L drawdown since its inception was -34.48%, which is greater than XDWE.L's maximum drawdown of -31.08%. Use the drawdown chart below to compare losses from any high point for XESC.L and XDWE.L. For additional features, visit the drawdowns tool.
Volatility
XESC.L vs. XDWE.L - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) has a higher volatility of 5.95% compared to Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) at 3.31%. This indicates that XESC.L's price experiences larger fluctuations and is considered to be riskier than XDWE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.