XWD1.DE vs. XDUS.L
Compare and contrast key facts about Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.L).
XWD1.DE and XDUS.L 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. XDUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on May 9, 2014. Both XWD1.DE and XDUS.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: XWD1.DE or XDUS.L.
Key characteristics
| XWD1.DE | XDUS.L | |
|---|---|---|
| YTD Return | 20.83% | 22.91% |
| 1Y Return | 28.64% | 30.40% |
| 3Y Return (Ann) | 8.30% | 10.24% |
| Sharpe Ratio | 2.64 | 2.71 |
| Sortino Ratio | 3.57 | 3.84 |
| Omega Ratio | 1.54 | 1.53 |
| Calmar Ratio | 3.56 | 4.68 |
| Martin Ratio | 16.06 | 19.00 |
| Ulcer Index | 1.80% | 1.61% |
| Daily Std Dev | 10.86% | 11.30% |
| Max Drawdown | -16.90% | -25.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XWD1.DE and XDUS.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XWD1.DE vs. XDUS.L - Performance Comparison
In the year-to-date period, XWD1.DE achieves a 20.83% return, which is significantly lower than XDUS.L's 22.91% 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. XDUS.L - Expense Ratio Comparison
XWD1.DE has a 0.19% expense ratio, which is higher than XDUS.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XWD1.DE vs. XDUS.L - 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 Xtrackers MSCI USA UCITS ETF 1C (XDUS.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
XWD1.DE vs. XDUS.L - Dividend Comparison
Neither XWD1.DE nor XDUS.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDUS.L Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
Drawdowns
XWD1.DE vs. XDUS.L - Drawdown Comparison
The maximum XWD1.DE drawdown since its inception was -16.90%, smaller than the maximum XDUS.L drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for XWD1.DE and XDUS.L. For additional features, visit the drawdowns tool.
Volatility
XWD1.DE vs. XDUS.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Swap UCITS ETF 1D (XWD1.DE) is 2.74%, while Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) has a volatility of 3.15%. This indicates that XWD1.DE experiences smaller price fluctuations and is considered to be less risky than XDUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.