XUFB.L vs. XSTC.L
Compare and contrast key facts about Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L).
XUFB.L and XSTC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUFB.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI World/Financials NR USD. It was launched on Dec 3, 2018. 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. Both XUFB.L and XSTC.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: XUFB.L or XSTC.L.
Key characteristics
| XUFB.L | XSTC.L | |
|---|---|---|
| YTD Return | 36.86% | 33.16% |
| 1Y Return | 60.58% | 40.61% |
| 3Y Return (Ann) | 7.14% | 16.58% |
| 5Y Return (Ann) | 8.33% | 24.63% |
| Sharpe Ratio | 2.78 | 1.94 |
| Sortino Ratio | 3.98 | 2.58 |
| Omega Ratio | 1.54 | 1.33 |
| Calmar Ratio | 2.27 | 2.73 |
| Martin Ratio | 17.29 | 8.18 |
| Ulcer Index | 3.50% | 4.78% |
| Daily Std Dev | 21.79% | 20.06% |
| Max Drawdown | -41.84% | -25.32% |
| Current Drawdown | -1.53% | 0.00% |
Correlation
The correlation between XUFB.L and XSTC.L is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XUFB.L vs. XSTC.L - Performance Comparison
In the year-to-date period, XUFB.L achieves a 36.86% return, which is significantly higher than XSTC.L's 33.16% 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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XUFB.L vs. XSTC.L - Expense Ratio Comparison
Both XUFB.L and XSTC.L have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XUFB.L vs. XSTC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.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
XUFB.L vs. XSTC.L - Dividend Comparison
XUFB.L's dividend yield for the trailing twelve months is around 1.96%, more than XSTC.L's 0.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XUFB.L Xtrackers MSCI USA Banks UCITS ETF 1D | 1.96% | 2.54% | 3.43% | 1.76% | 0.00% | 0.00% |
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D | 0.38% | 0.53% | 1.08% | 0.53% | 0.63% | 0.60% |
Drawdowns
XUFB.L vs. XSTC.L - Drawdown Comparison
The maximum XUFB.L drawdown since its inception was -41.84%, which is greater than XSTC.L's maximum drawdown of -25.32%. Use the drawdown chart below to compare losses from any high point for XUFB.L and XSTC.L. For additional features, visit the drawdowns tool.
Volatility
XUFB.L vs. XSTC.L - Volatility Comparison
Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) has a higher volatility of 10.59% compared to Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) at 5.44%. This indicates that XUFB.L's price experiences larger fluctuations and is considered to be riskier than XSTC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.