XSTC.L vs. FLXD.L
Compare and contrast key facts about Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and Franklin European Quality Dividend UCITS ETF (FLXD.L).
XSTC.L and FLXD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FLXD.L is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Europe High Div Yld NR EUR. It was launched on Sep 6, 2017. Both XSTC.L and FLXD.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: XSTC.L or FLXD.L.
Performance
XSTC.L vs. FLXD.L - Performance Comparison
Returns By Period
In the year-to-date period, XSTC.L achieves a 32.97% return, which is significantly higher than FLXD.L's 4.85% return.
XSTC.L
32.97%
3.10%
15.01%
37.50%
24.25%
N/A
FLXD.L
4.85%
-1.60%
-1.25%
8.81%
5.87%
N/A
Key characteristics
| XSTC.L | FLXD.L | |
|---|---|---|
| Sharpe Ratio | 1.82 | 0.36 |
| Sortino Ratio | 2.45 | 0.73 |
| Omega Ratio | 1.31 | 1.18 |
| Calmar Ratio | 2.57 | 0.48 |
| Martin Ratio | 7.71 | 0.74 |
| Ulcer Index | 4.78% | 11.89% |
| Daily Std Dev | 20.17% | 23.96% |
| Max Drawdown | -25.32% | -32.03% |
| Current Drawdown | -1.43% | -10.66% |
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XSTC.L vs. FLXD.L - Expense Ratio Comparison
XSTC.L has a 0.12% expense ratio, which is lower than FLXD.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%.
Correlation
The correlation between XSTC.L and FLXD.L is 0.48, 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. FLXD.L - 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 Franklin European Quality Dividend UCITS ETF (FLXD.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
XSTC.L vs. FLXD.L - Dividend Comparison
XSTC.L's dividend yield for the trailing twelve months is around 0.38%, less than FLXD.L's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.38% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% | 0.00% |
FLXD.L Franklin European Quality Dividend UCITS ETF | 0.80% | 5.73% | 5.89% | 5.49% | 3.90% | 1.53% | 1.09% |
Drawdowns
XSTC.L vs. FLXD.L - Drawdown Comparison
The maximum XSTC.L drawdown since its inception was -25.32%, smaller than the maximum FLXD.L drawdown of -32.03%. Use the drawdown chart below to compare losses from any high point for XSTC.L and FLXD.L. For additional features, visit the drawdowns tool.
Volatility
XSTC.L vs. FLXD.L - Volatility Comparison
Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 5.54% compared to Franklin European Quality Dividend UCITS ETF (FLXD.L) at 4.23%. This indicates that XSTC.L's price experiences larger fluctuations and is considered to be riskier than FLXD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.