XNNS.L vs. ARKK
Compare and contrast key facts about Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) and ARK Innovation ETF (ARKK).
XNNS.L and ARKK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XNNS.L is a passively managed fund by DWS that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jul 12, 2022. ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XNNS.L or ARKK.
Performance
XNNS.L vs. ARKK - Performance Comparison
Returns By Period
In the year-to-date period, XNNS.L achieves a 21.14% return, which is significantly higher than ARKK's 5.23% return.
XNNS.L
21.14%
4.72%
10.44%
28.40%
N/A
N/A
ARKK
5.23%
14.74%
20.86%
26.11%
3.37%
11.68%
Key characteristics
| XNNS.L | ARKK | |
|---|---|---|
| Sharpe Ratio | 0.74 | 0.85 |
| Sortino Ratio | 1.32 | 1.36 |
| Omega Ratio | 1.35 | 1.16 |
| Calmar Ratio | 1.26 | 0.41 |
| Martin Ratio | 2.12 | 2.13 |
| Ulcer Index | 13.14% | 14.38% |
| Daily Std Dev | 37.57% | 35.72% |
| Max Drawdown | -26.44% | -80.91% |
| Current Drawdown | -4.21% | -64.22% |
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XNNS.L vs. ARKK - Expense Ratio Comparison
XNNS.L has a 0.35% expense ratio, which is lower than ARKK's 0.75% expense ratio.
Correlation
The correlation between XNNS.L and ARKK is 0.62, 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.
Risk-Adjusted Performance
XNNS.L vs. ARKK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) and ARK Innovation ETF (ARKK). 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
XNNS.L vs. ARKK - Dividend Comparison
Neither XNNS.L nor ARKK has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
XNNS.L Xtrackers MSCI Innovation UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
Drawdowns
XNNS.L vs. ARKK - Drawdown Comparison
The maximum XNNS.L drawdown since its inception was -26.44%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for XNNS.L and ARKK. For additional features, visit the drawdowns tool.
Volatility
XNNS.L vs. ARKK - Volatility Comparison
The current volatility for Xtrackers MSCI Innovation UCITS ETF 1C (XNNS.L) is 4.83%, while ARK Innovation ETF (ARKK) has a volatility of 14.46%. This indicates that XNNS.L experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.