XUFB.L vs. ^GSPC
Compare and contrast key facts about Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) and S&P 500 (^GSPC).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XUFB.L or ^GSPC.
Key characteristics
| XUFB.L | ^GSPC | |
|---|---|---|
| YTD Return | 36.86% | 25.70% |
| 1Y Return | 60.58% | 37.91% |
| 3Y Return (Ann) | 7.14% | 8.59% |
| 5Y Return (Ann) | 8.33% | 14.18% |
| Sharpe Ratio | 2.78 | 2.97 |
| Sortino Ratio | 3.98 | 3.97 |
| Omega Ratio | 1.54 | 1.56 |
| Calmar Ratio | 2.27 | 3.93 |
| Martin Ratio | 17.29 | 19.39 |
| Ulcer Index | 3.50% | 1.90% |
| Daily Std Dev | 21.79% | 12.38% |
| Max Drawdown | -41.84% | -56.78% |
| Current Drawdown | -1.53% | 0.00% |
Correlation
The correlation between XUFB.L and ^GSPC is 0.38, 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. ^GSPC - Performance Comparison
In the year-to-date period, XUFB.L achieves a 36.86% return, which is significantly higher than ^GSPC's 25.70% 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
XUFB.L vs. ^GSPC - 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 S&P 500 (^GSPC). 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
XUFB.L vs. ^GSPC - Drawdown Comparison
The maximum XUFB.L drawdown since its inception was -41.84%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XUFB.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
XUFB.L vs. ^GSPC - Volatility Comparison
Xtrackers MSCI USA Banks UCITS ETF 1D (XUFB.L) has a higher volatility of 10.59% compared to S&P 500 (^GSPC) at 3.92%. This indicates that XUFB.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.