XSTC.L vs. IJPH.L
Compare and contrast key facts about Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L).
XSTC.L and IJPH.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. IJPH.L is a passively managed fund by iShares that tracks the performance of the MSCI Japan 100% Hedged to GBP Index. It was launched on Jul 31, 2012. Both XSTC.L and IJPH.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 IJPH.L.
Performance
XSTC.L vs. IJPH.L - Performance Comparison
Returns By Period
In the year-to-date period, XSTC.L achieves a 32.97% return, which is significantly higher than IJPH.L's 21.25% return.
XSTC.L
32.97%
3.10%
15.01%
37.50%
24.25%
N/A
IJPH.L
21.25%
1.22%
0.37%
20.82%
13.82%
8.67%
Key characteristics
| XSTC.L | IJPH.L | |
|---|---|---|
| Sharpe Ratio | 1.82 | 1.06 |
| Sortino Ratio | 2.45 | 1.47 |
| Omega Ratio | 1.31 | 1.22 |
| Calmar Ratio | 2.57 | 1.01 |
| Martin Ratio | 7.71 | 3.56 |
| Ulcer Index | 4.78% | 6.24% |
| Daily Std Dev | 20.17% | 20.85% |
| Max Drawdown | -25.32% | -34.54% |
| Current Drawdown | -1.43% | -6.67% |
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XSTC.L vs. IJPH.L - Expense Ratio Comparison
XSTC.L has a 0.12% expense ratio, which is lower than IJPH.L's 0.64% expense ratio.
Correlation
The correlation between XSTC.L and IJPH.L is 0.58, 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. IJPH.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 iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.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. IJPH.L - Dividend Comparison
XSTC.L's dividend yield for the trailing twelve months is around 0.38%, while IJPH.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.38% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% |
IJPH.L iShares MSCI Japan GBP Hedged UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSTC.L vs. IJPH.L - Drawdown Comparison
The maximum XSTC.L drawdown since its inception was -25.32%, smaller than the maximum IJPH.L drawdown of -34.54%. Use the drawdown chart below to compare losses from any high point for XSTC.L and IJPH.L. For additional features, visit the drawdowns tool.
Volatility
XSTC.L vs. IJPH.L - Volatility Comparison
The current volatility for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) is 5.54%, while iShares MSCI Japan GBP Hedged UCITS ETF (IJPH.L) has a volatility of 6.13%. This indicates that XSTC.L experiences smaller price fluctuations and is considered to be less risky than IJPH.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.