XESX.L vs. IDWR.L
Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and iShares MSCI World UCITS (IDWR.L).
XESX.L and IDWR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XESX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 4, 2007. IDWR.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 28, 2005. Both XESX.L and IDWR.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: XESX.L or IDWR.L.
Key characteristics
| XESX.L | IDWR.L | |
|---|---|---|
| YTD Return | 3.94% | 20.49% |
| 1Y Return | 11.06% | 32.37% |
| 3Y Return (Ann) | 5.48% | 6.94% |
| 5Y Return (Ann) | 7.88% | 12.29% |
| 10Y Return (Ann) | 8.53% | 9.91% |
| Sharpe Ratio | 0.90 | 2.91 |
| Sortino Ratio | 1.31 | 4.04 |
| Omega Ratio | 1.16 | 1.53 |
| Calmar Ratio | 1.19 | 4.10 |
| Martin Ratio | 3.06 | 19.02 |
| Ulcer Index | 3.80% | 1.74% |
| Daily Std Dev | 12.99% | 11.36% |
| Max Drawdown | -45.28% | -56.74% |
| Current Drawdown | -8.23% | 0.00% |
Correlation
The correlation between XESX.L and IDWR.L is 0.75, 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.
Performance
XESX.L vs. IDWR.L - Performance Comparison
In the year-to-date period, XESX.L achieves a 3.94% return, which is significantly lower than IDWR.L's 20.49% return. Over the past 10 years, XESX.L has underperformed IDWR.L with an annualized return of 8.53%, while IDWR.L has yielded a comparatively higher 9.91% annualized 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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XESX.L vs. IDWR.L - Expense Ratio Comparison
XESX.L has a 0.09% expense ratio, which is lower than IDWR.L's 0.50% expense ratio.
Risk-Adjusted Performance
XESX.L vs. IDWR.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) and iShares MSCI World UCITS (IDWR.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
XESX.L vs. IDWR.L - Dividend Comparison
XESX.L's dividend yield for the trailing twelve months is around 3.29%, more than IDWR.L's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESX.L Xtrackers EURO STOXX 50 UCITS ETF 1D | 3.29% | 2.95% | 4.84% | 1.68% | 2.85% | 2.41% | 2.84% | 2.99% | 2.23% | 0.12% | 3.34% | 2.95% |
IDWR.L iShares MSCI World UCITS | 1.06% | 1.29% | 1.46% | 1.05% | 1.14% | 1.61% | 1.87% | 1.58% | 1.77% | 1.83% | 1.69% | 1.70% |
Drawdowns
XESX.L vs. IDWR.L - Drawdown Comparison
The maximum XESX.L drawdown since its inception was -45.28%, smaller than the maximum IDWR.L drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for XESX.L and IDWR.L. For additional features, visit the drawdowns tool.
Volatility
XESX.L vs. IDWR.L - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) has a higher volatility of 5.54% compared to iShares MSCI World UCITS (IDWR.L) at 3.09%. This indicates that XESX.L's price experiences larger fluctuations and is considered to be riskier than IDWR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.