XLFQ.L vs. XDWF.DE
Compare and contrast key facts about Invesco US Financials Sector UCITS ETF (XLFQ.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE).
XLFQ.L and XDWF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLFQ.L is a passively managed fund by Invesco that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 16, 2009. XDWF.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Financials. It was launched on Mar 4, 2016. Both XLFQ.L and XDWF.DE 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: XLFQ.L or XDWF.DE.
Key characteristics
| XLFQ.L | XDWF.DE | |
|---|---|---|
| YTD Return | 34.13% | 35.15% |
| 1Y Return | 43.66% | 45.40% |
| 3Y Return (Ann) | 11.37% | 12.48% |
| 5Y Return (Ann) | 13.13% | 12.55% |
| Sharpe Ratio | 3.12 | 3.52 |
| Sortino Ratio | 4.74 | 4.65 |
| Omega Ratio | 1.60 | 1.73 |
| Calmar Ratio | 5.30 | 4.97 |
| Martin Ratio | 23.06 | 25.64 |
| Ulcer Index | 1.87% | 1.74% |
| Daily Std Dev | 13.77% | 12.59% |
| Max Drawdown | -35.39% | -42.06% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XLFQ.L and XDWF.DE is 0.87, 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
XLFQ.L vs. XDWF.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with XLFQ.L having a 34.13% return and XDWF.DE slightly higher at 35.15%. 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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XLFQ.L vs. XDWF.DE - Expense Ratio Comparison
XLFQ.L has a 0.14% expense ratio, which is lower than XDWF.DE's 0.25% 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%.
Risk-Adjusted Performance
XLFQ.L vs. XDWF.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco US Financials Sector UCITS ETF (XLFQ.L) and Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE). 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
XLFQ.L vs. XDWF.DE - Dividend Comparison
Neither XLFQ.L nor XDWF.DE has paid dividends to shareholders.
Drawdowns
XLFQ.L vs. XDWF.DE - Drawdown Comparison
The maximum XLFQ.L drawdown since its inception was -35.39%, smaller than the maximum XDWF.DE drawdown of -42.06%. Use the drawdown chart below to compare losses from any high point for XLFQ.L and XDWF.DE. For additional features, visit the drawdowns tool.
Volatility
XLFQ.L vs. XDWF.DE - Volatility Comparison
Invesco US Financials Sector UCITS ETF (XLFQ.L) has a higher volatility of 5.95% compared to Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) at 4.41%. This indicates that XLFQ.L's price experiences larger fluctuations and is considered to be riskier than XDWF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.