XNIF.L vs. ^NIFTY500
Compare and contrast key facts about Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L) and Nifty 500 (^NIFTY500).
XNIF.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI India NR USD. It was launched on Jul 5, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XNIF.L or ^NIFTY500.
Key characteristics
| XNIF.L | ^NIFTY500 | |
|---|---|---|
| YTD Return | 8.19% | 16.41% |
| 1Y Return | 15.17% | 30.28% |
| 3Y Return (Ann) | 6.52% | 13.33% |
| 5Y Return (Ann) | 11.16% | 18.77% |
| 10Y Return (Ann) | 9.24% | 13.03% |
| Sharpe Ratio | 1.11 | 1.95 |
| Sortino Ratio | 1.54 | 2.40 |
| Omega Ratio | 1.22 | 1.41 |
| Calmar Ratio | 2.49 | 3.50 |
| Martin Ratio | 7.93 | 11.68 |
| Ulcer Index | 1.99% | 2.44% |
| Daily Std Dev | 14.28% | 14.54% |
| Max Drawdown | -59.57% | -68.02% |
| Current Drawdown | -4.70% | -7.67% |
Correlation
The correlation between XNIF.L and ^NIFTY500 is 0.72, 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
XNIF.L vs. ^NIFTY500 - Performance Comparison
In the year-to-date period, XNIF.L achieves a 8.19% return, which is significantly lower than ^NIFTY500's 16.41% return. Over the past 10 years, XNIF.L has underperformed ^NIFTY500 with an annualized return of 9.24%, while ^NIFTY500 has yielded a comparatively higher 13.03% 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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Risk-Adjusted Performance
XNIF.L vs. ^NIFTY500 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L) and Nifty 500 (^NIFTY500). 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.
Drawdowns
XNIF.L vs. ^NIFTY500 - Drawdown Comparison
The maximum XNIF.L drawdown since its inception was -59.57%, smaller than the maximum ^NIFTY500 drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for XNIF.L and ^NIFTY500. For additional features, visit the drawdowns tool.
Volatility
XNIF.L vs. ^NIFTY500 - Volatility Comparison
The current volatility for Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L) is 2.87%, while Nifty 500 (^NIFTY500) has a volatility of 3.88%. This indicates that XNIF.L experiences smaller price fluctuations and is considered to be less risky than ^NIFTY500 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.