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XUTD.DE vs. HEWG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XUTD.DE and HEWG is 0.06, 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.


-0.50.00.51.00.1

Performance

XUTD.DE vs. HEWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and iShares Currency Hedged MSCI Germany ETF (HEWG). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.09%
0.15%
XUTD.DE
HEWG

Key characteristics

Returns By Period


XUTD.DE

YTD

6.91%

1M

0.51%

6M

3.62%

1Y

6.81%

5Y*

0.50%

10Y*

N/A

HEWG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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XUTD.DE vs. HEWG - Expense Ratio Comparison

XUTD.DE has a 0.07% expense ratio, which is lower than HEWG's 0.53% expense ratio.


HEWG
iShares Currency Hedged MSCI Germany ETF
Expense ratio chart for HEWG: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
Expense ratio chart for XUTD.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

XUTD.DE vs. HEWG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) and iShares Currency Hedged MSCI Germany ETF (HEWG). 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.


Sharpe ratio
The chart of Sharpe ratio for XUTD.DE, currently valued at 1.21, compared to the broader market0.002.004.001.21
The chart of Sortino ratio for XUTD.DE, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.001.99
The chart of Omega ratio for XUTD.DE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.22
The chart of Calmar ratio for XUTD.DE, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.45
The chart of Martin ratio for XUTD.DE, currently valued at 4.69, compared to the broader market0.0020.0040.0060.0080.00100.004.69
XUTD.DE
HEWG


Chart placeholderNot enough data

Dividends

XUTD.DE vs. HEWG - Dividend Comparison

XUTD.DE's dividend yield for the trailing twelve months is around 3.52%, while HEWG has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
XUTD.DE
Xtrackers II US Treasuries UCITS ETF 1D
3.52%2.45%1.97%3.26%1.18%1.46%1.26%1.51%1.97%0.00%
HEWG
iShares Currency Hedged MSCI Germany ETF
5.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XUTD.DE vs. HEWG - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.93%
0
XUTD.DE
HEWG

Volatility

XUTD.DE vs. HEWG - Volatility Comparison

Xtrackers II US Treasuries UCITS ETF 1D (XUTD.DE) has a higher volatility of 1.80% compared to iShares Currency Hedged MSCI Germany ETF (HEWG) at 0.00%. This indicates that XUTD.DE's price experiences larger fluctuations and is considered to be riskier than HEWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
1.80%
0
XUTD.DE
HEWG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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