XSDR.L vs. XDEQ.L
Compare and contrast key facts about Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L).
XSDR.L and XDEQ.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSDR.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Health Care NR USD. It was launched on Jun 26, 2007. XDEQ.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 11, 2014. Both XSDR.L and XDEQ.L 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: XSDR.L or XDEQ.L.
Key characteristics
XSDR.L | XDEQ.L | |
---|---|---|
YTD Return | 15.65% | 14.25% |
1Y Return | 13.63% | 21.37% |
3Y Return (Ann) | 9.51% | 10.01% |
5Y Return (Ann) | 9.50% | 12.07% |
Sharpe Ratio | 1.19 | 2.09 |
Daily Std Dev | 13.43% | 11.36% |
Max Drawdown | -19.01% | -23.79% |
Current Drawdown | -4.60% | -1.63% |
Correlation
The correlation between XSDR.L and XDEQ.L is 0.67, 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
XSDR.L vs. XDEQ.L - Performance Comparison
In the year-to-date period, XSDR.L achieves a 15.65% return, which is significantly higher than XDEQ.L's 14.25% 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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XSDR.L vs. XDEQ.L - Expense Ratio Comparison
XSDR.L has a 0.20% expense ratio, which is lower than XDEQ.L'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
XSDR.L vs. XDEQ.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L). 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
XSDR.L vs. XDEQ.L - Dividend Comparison
Neither XSDR.L nor XDEQ.L has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Xtrackers MSCI Europe Health Care 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% | 0.00% |
Xtrackers MSCI World Quality Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.51% |
Drawdowns
XSDR.L vs. XDEQ.L - Drawdown Comparison
The maximum XSDR.L drawdown since its inception was -19.01%, smaller than the maximum XDEQ.L drawdown of -23.79%. Use the drawdown chart below to compare losses from any high point for XSDR.L and XDEQ.L. For additional features, visit the drawdowns tool.
Volatility
XSDR.L vs. XDEQ.L - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) is 3.21%, while Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.L) has a volatility of 4.48%. This indicates that XSDR.L experiences smaller price fluctuations and is considered to be less risky than XDEQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.