XIN.TO vs. XDW0.L
Compare and contrast key facts about iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L).
XIN.TO and XDW0.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XIN.TO is a passively managed fund by iShares that tracks the performance of the MSCI EAFE 100% Hedged to CAD Index. It was launched on Sep 6, 2001. XDW0.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Energy NR USD. It was launched on Mar 9, 2016. Both XIN.TO and XDW0.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: XIN.TO or XDW0.L.
Key characteristics
| XIN.TO | XDW0.L | |
|---|---|---|
| YTD Return | 11.64% | 6.89% |
| 1Y Return | 17.43% | 5.37% |
| 3Y Return (Ann) | 7.26% | 15.75% |
| 5Y Return (Ann) | 8.33% | 9.93% |
| Sharpe Ratio | 1.66 | 0.34 |
| Sortino Ratio | 2.24 | 0.55 |
| Omega Ratio | 1.30 | 1.07 |
| Calmar Ratio | 1.92 | 0.47 |
| Martin Ratio | 8.67 | 1.17 |
| Ulcer Index | 2.03% | 4.75% |
| Daily Std Dev | 10.63% | 16.55% |
| Max Drawdown | -58.56% | -63.72% |
| Current Drawdown | -2.87% | -6.54% |
Correlation
The correlation between XIN.TO and XDW0.L is 0.45, 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
XIN.TO vs. XDW0.L - Performance Comparison
In the year-to-date period, XIN.TO achieves a 11.64% return, which is significantly higher than XDW0.L's 6.89% 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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XIN.TO vs. XDW0.L - Expense Ratio Comparison
XIN.TO has a 0.52% expense ratio, which is higher than XDW0.L's 0.25% expense ratio.
Risk-Adjusted Performance
XIN.TO vs. XDW0.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO) and Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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
XIN.TO vs. XDW0.L - Dividend Comparison
XIN.TO's dividend yield for the trailing twelve months is around 2.44%, while XDW0.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XIN.TO iShares MSCI EAFE Index ETF (CAD-Hedged) | 2.44% | 2.51% | 2.18% | 2.65% | 1.81% | 2.58% | 2.85% | 2.16% | 2.41% | 2.32% | 2.83% | 2.17% |
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XIN.TO vs. XDW0.L - Drawdown Comparison
The maximum XIN.TO drawdown since its inception was -58.56%, smaller than the maximum XDW0.L drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for XIN.TO and XDW0.L. For additional features, visit the drawdowns tool.
Volatility
XIN.TO vs. XDW0.L - Volatility Comparison
The current volatility for iShares MSCI EAFE Index ETF (CAD-Hedged) (XIN.TO) is 2.68%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) has a volatility of 4.54%. This indicates that XIN.TO experiences smaller price fluctuations and is considered to be less risky than XDW0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.