XSTC.L vs. SWDA.L
Compare and contrast key facts about Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L).
XSTC.L and SWDA.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. SWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Sep 25, 2009. Both XSTC.L and SWDA.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 SWDA.L.
Performance
XSTC.L vs. SWDA.L - Performance Comparison
Returns By Period
In the year-to-date period, XSTC.L achieves a 32.93% return, which is significantly higher than SWDA.L's 19.59% return.
XSTC.L
32.93%
3.07%
14.69%
36.79%
24.46%
N/A
SWDA.L
19.59%
2.41%
8.36%
24.48%
12.67%
12.26%
Key characteristics
| XSTC.L | SWDA.L | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.47 |
| Sortino Ratio | 2.51 | 3.46 |
| Omega Ratio | 1.32 | 1.47 |
| Calmar Ratio | 2.64 | 4.10 |
| Martin Ratio | 7.92 | 18.06 |
| Ulcer Index | 4.78% | 1.38% |
| Daily Std Dev | 20.13% | 10.05% |
| Max Drawdown | -25.32% | -25.58% |
| Current Drawdown | -1.46% | -0.76% |
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XSTC.L vs. SWDA.L - Expense Ratio Comparison
XSTC.L has a 0.12% expense ratio, which is lower than SWDA.L's 0.20% 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 SWDA.L is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
XSTC.L vs. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.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. SWDA.L - Dividend Comparison
XSTC.L's dividend yield for the trailing twelve months is around 0.38%, while SWDA.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% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSTC.L vs. SWDA.L - Drawdown Comparison
The maximum XSTC.L drawdown since its inception was -25.32%, roughly equal to the maximum SWDA.L drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for XSTC.L and SWDA.L. For additional features, visit the drawdowns tool.
Volatility
XSTC.L vs. SWDA.L - Volatility Comparison
Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 5.53% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 3.15%. This indicates that XSTC.L's price experiences larger fluctuations and is considered to be riskier than SWDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.