XSPX.L vs. FWIFX
Compare and contrast key facts about Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) and Fidelity Advisor Worldwide Fund Class I (FWIFX).
XSPX.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 26, 2010. FWIFX is managed by Fidelity. It was launched on Feb 19, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSPX.L or FWIFX.
Key characteristics
| XSPX.L | FWIFX | |
|---|---|---|
| YTD Return | 24.75% | 31.58% |
| 1Y Return | 31.63% | 42.75% |
| 3Y Return (Ann) | 11.85% | 5.95% |
| 5Y Return (Ann) | 15.68% | 15.05% |
| 10Y Return (Ann) | 15.62% | 12.12% |
| Sharpe Ratio | 2.78 | 2.59 |
| Sortino Ratio | 3.96 | 3.47 |
| Omega Ratio | 1.54 | 1.47 |
| Calmar Ratio | 4.84 | 2.48 |
| Martin Ratio | 19.52 | 15.46 |
| Ulcer Index | 1.59% | 2.74% |
| Daily Std Dev | 11.13% | 16.34% |
| Max Drawdown | -25.50% | -33.71% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XSPX.L and FWIFX is 0.59, 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
XSPX.L vs. FWIFX - Performance Comparison
In the year-to-date period, XSPX.L achieves a 24.75% return, which is significantly lower than FWIFX's 31.58% return. Over the past 10 years, XSPX.L has outperformed FWIFX with an annualized return of 15.62%, while FWIFX has yielded a comparatively lower 12.12% 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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XSPX.L vs. FWIFX - Expense Ratio Comparison
XSPX.L has a 0.15% expense ratio, which is lower than FWIFX's 1.02% expense ratio.
Risk-Adjusted Performance
XSPX.L vs. FWIFX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) and Fidelity Advisor Worldwide Fund Class I (FWIFX). 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
XSPX.L vs. FWIFX - Dividend Comparison
XSPX.L has not paid dividends to shareholders, while FWIFX's dividend yield for the trailing twelve months is around 0.71%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSPX.L Xtrackers S&P 500 Swap 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% | 0.00% |
FWIFX Fidelity Advisor Worldwide Fund Class I | 0.71% | 0.93% | 0.74% | 0.44% | 0.07% | 0.66% | 0.40% | 0.67% | 0.85% | 4.38% | 11.54% | 8.79% |
Drawdowns
XSPX.L vs. FWIFX - Drawdown Comparison
The maximum XSPX.L drawdown since its inception was -25.50%, smaller than the maximum FWIFX drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for XSPX.L and FWIFX. For additional features, visit the drawdowns tool.
Volatility
XSPX.L vs. FWIFX - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) is 3.38%, while Fidelity Advisor Worldwide Fund Class I (FWIFX) has a volatility of 4.27%. This indicates that XSPX.L experiences smaller price fluctuations and is considered to be less risky than FWIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.