XMAW.DE vs. XZEU.DE
Compare and contrast key facts about Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE).
XMAW.DE and XZEU.DE 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. XZEU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 27, 2018. Both XMAW.DE and XZEU.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: XMAW.DE or XZEU.DE.
Key characteristics
| XMAW.DE | XZEU.DE | |
|---|---|---|
| YTD Return | 16.09% | 15.83% |
| 1Y Return | 21.25% | 21.65% |
| 3Y Return (Ann) | 8.72% | 8.03% |
| 5Y Return (Ann) | 11.05% | 9.74% |
| Sharpe Ratio | 2.09 | 2.27 |
| Daily Std Dev | 11.19% | 10.87% |
| Max Drawdown | -33.49% | -33.18% |
| Current Drawdown | -0.99% | 0.00% |
Correlation
The correlation between XMAW.DE and XZEU.DE is 0.78, 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
XMAW.DE vs. XZEU.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with XMAW.DE having a 16.09% return and XZEU.DE slightly lower at 15.83%. 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. XZEU.DE - Expense Ratio Comparison
XMAW.DE has a 0.25% expense ratio, which is higher than XZEU.DE's 0.20% 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. XZEU.DE - 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 Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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
XMAW.DE vs. XZEU.DE - Dividend Comparison
Neither XMAW.DE nor XZEU.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XZEU.DE Xtrackers MSCI Europe ESG 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% |
Drawdowns
XMAW.DE vs. XZEU.DE - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.49%, roughly equal to the maximum XZEU.DE drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and XZEU.DE. For additional features, visit the drawdowns tool.
Volatility
XMAW.DE vs. XZEU.DE - Volatility Comparison
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) has a higher volatility of 4.43% compared to Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) at 3.45%. This indicates that XMAW.DE's price experiences larger fluctuations and is considered to be riskier than XZEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.