XSTC.L vs. AAPL
Compare and contrast key facts about Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and Apple Inc (AAPL).
XSTC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Sep 12, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSTC.L or AAPL.
Performance
XSTC.L vs. AAPL - Performance Comparison
Returns By Period
In the year-to-date period, XSTC.L achieves a 32.97% return, which is significantly higher than AAPL's 19.01% return.
XSTC.L
32.97%
3.10%
15.01%
37.50%
24.25%
N/A
AAPL
19.01%
-2.86%
19.63%
20.80%
29.12%
24.36%
Key characteristics
| XSTC.L | AAPL | |
|---|---|---|
| Sharpe Ratio | 1.82 | 0.92 |
| Sortino Ratio | 2.45 | 1.46 |
| Omega Ratio | 1.31 | 1.18 |
| Calmar Ratio | 2.57 | 1.25 |
| Martin Ratio | 7.71 | 2.94 |
| Ulcer Index | 4.78% | 7.08% |
| Daily Std Dev | 20.17% | 22.57% |
| Max Drawdown | -25.32% | -81.80% |
| Current Drawdown | -1.43% | -3.47% |
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Correlation
The correlation between XSTC.L and AAPL is 0.54, 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
XSTC.L vs. AAPL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and Apple Inc (AAPL). 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
XSTC.L vs. AAPL - Dividend Comparison
XSTC.L's dividend yield for the trailing twelve months is around 0.38%, less than AAPL's 0.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.38% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
XSTC.L vs. AAPL - Drawdown Comparison
The maximum XSTC.L drawdown since its inception was -25.32%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for XSTC.L and AAPL. For additional features, visit the drawdowns tool.
Volatility
XSTC.L vs. AAPL - Volatility Comparison
Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 5.54% compared to Apple Inc (AAPL) at 5.20%. This indicates that XSTC.L's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.