XWD1.DE vs. SSO
Compare and contrast key facts about Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) and ProShares Ultra S&P 500 (SSO).
XWD1.DE and SSO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XWD1.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI ACWI NR USD. It was launched on Mar 3, 2021. SSO is a passively managed fund by ProShares that tracks the performance of the S&P 500 Index (200%). It was launched on Jun 21, 2006. Both XWD1.DE and SSO 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: XWD1.DE or SSO.
Key characteristics
| XWD1.DE | SSO | |
|---|---|---|
| YTD Return | 23.85% | 49.61% |
| 1Y Return | 30.29% | 67.69% |
| 3Y Return (Ann) | 9.00% | 11.48% |
| Sharpe Ratio | 2.75 | 3.04 |
| Sortino Ratio | 3.71 | 3.63 |
| Omega Ratio | 1.56 | 1.51 |
| Calmar Ratio | 3.71 | 3.51 |
| Martin Ratio | 16.77 | 18.74 |
| Ulcer Index | 1.80% | 3.95% |
| Daily Std Dev | 10.89% | 24.37% |
| Max Drawdown | -16.90% | -84.67% |
| Current Drawdown | 0.00% | -0.53% |
Correlation
The correlation between XWD1.DE and SSO is 0.65, 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
XWD1.DE vs. SSO - Performance Comparison
In the year-to-date period, XWD1.DE achieves a 23.85% return, which is significantly lower than SSO's 49.61% 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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XWD1.DE vs. SSO - Expense Ratio Comparison
XWD1.DE has a 0.19% expense ratio, which is lower than SSO's 0.90% expense ratio.
Risk-Adjusted Performance
XWD1.DE vs. SSO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) and ProShares Ultra S&P 500 (SSO). 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
XWD1.DE vs. SSO - Dividend Comparison
XWD1.DE has not paid dividends to shareholders, while SSO's dividend yield for the trailing twelve months is around 0.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XWD1.DE Xtrackers MSCI World Swap UCITS ETF 1D | 0.00% | 0.78% | 0.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSO ProShares Ultra S&P 500 | 0.68% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% | 0.32% | 0.26% |
Drawdowns
XWD1.DE vs. SSO - Drawdown Comparison
The maximum XWD1.DE drawdown since its inception was -16.90%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for XWD1.DE and SSO. For additional features, visit the drawdowns tool.
Volatility
XWD1.DE vs. SSO - Volatility Comparison
The current volatility for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) is 3.05%, while ProShares Ultra S&P 500 (SSO) has a volatility of 7.53%. This indicates that XWD1.DE experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.