XMAW.DE vs. VT
Compare and contrast key facts about Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Vanguard Total World Stock ETF (VT).
XMAW.DE and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMAW.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 10, 2014. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both XMAW.DE and VT 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: XMAW.DE or VT.
Key characteristics
| XMAW.DE | VT | |
|---|---|---|
| YTD Return | 16.09% | 16.48% |
| 1Y Return | 21.25% | 26.34% |
| 3Y Return (Ann) | 8.72% | 7.07% |
| 5Y Return (Ann) | 11.05% | 11.74% |
| 10Y Return (Ann) | 10.53% | 9.18% |
| Sharpe Ratio | 2.09 | 2.13 |
| Daily Std Dev | 11.19% | 12.38% |
| Max Drawdown | -33.49% | -50.27% |
| Current Drawdown | -0.99% | 0.00% |
Correlation
The correlation between XMAW.DE and VT is 0.66, 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
XMAW.DE vs. VT - Performance Comparison
The year-to-date returns for both investments are quite close, with XMAW.DE having a 16.09% return and VT slightly higher at 16.48%. Over the past 10 years, XMAW.DE has outperformed VT with an annualized return of 10.53%, while VT has yielded a comparatively lower 9.18% 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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XMAW.DE vs. VT - Expense Ratio Comparison
XMAW.DE has a 0.25% expense ratio, which is higher than VT's 0.07% expense ratio. However, 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
XMAW.DE vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Vanguard Total World Stock ETF (VT). 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
XMAW.DE vs. VT - Dividend Comparison
XMAW.DE has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.35% | 0.00% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
XMAW.DE vs. VT - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and VT. For additional features, visit the drawdowns tool.
Volatility
XMAW.DE vs. VT - Volatility Comparison
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) has a higher volatility of 4.42% compared to Vanguard Total World Stock ETF (VT) at 4.09%. This indicates that XMAW.DE's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.