XUCM.DE vs. ^NDX
Compare and contrast key facts about Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) and NASDAQ 100 (^NDX).
XUCM.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Comm Services NR USD. It was launched on Jan 21, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XUCM.DE or ^NDX.
Key characteristics
| XUCM.DE | ^NDX | |
|---|---|---|
| YTD Return | 39.49% | 25.02% |
| 1Y Return | 44.18% | 33.04% |
| 3Y Return (Ann) | 8.12% | 9.12% |
| Sharpe Ratio | 2.77 | 2.05 |
| Sortino Ratio | 3.76 | 2.71 |
| Omega Ratio | 1.52 | 1.37 |
| Calmar Ratio | 3.20 | 2.64 |
| Martin Ratio | 12.88 | 9.55 |
| Ulcer Index | 3.42% | 3.76% |
| Daily Std Dev | 15.80% | 17.53% |
| Max Drawdown | -40.85% | -82.90% |
| Current Drawdown | 0.00% | -0.38% |
Correlation
The correlation between XUCM.DE and ^NDX is 0.55, 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
XUCM.DE vs. ^NDX - Performance Comparison
In the year-to-date period, XUCM.DE achieves a 39.49% return, which is significantly higher than ^NDX's 25.02% 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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Risk-Adjusted Performance
XUCM.DE vs. ^NDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) and NASDAQ 100 (^NDX). 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.
Drawdowns
XUCM.DE vs. ^NDX - Drawdown Comparison
The maximum XUCM.DE drawdown since its inception was -40.85%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for XUCM.DE and ^NDX. For additional features, visit the drawdowns tool.
Volatility
XUCM.DE vs. ^NDX - Volatility Comparison
The current volatility for Xtrackers MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) is 4.64%, while NASDAQ 100 (^NDX) has a volatility of 4.91%. This indicates that XUCM.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.