XXSC.L vs. AYEW.DE
Compare and contrast key facts about Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE).
XXSC.L and AYEW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XXSC.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI Europe Small Cap NR EUR. It was launched on Jan 17, 2008. AYEW.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Information Technology ESG Reduced Carbon Select 20 35 Capped. It was launched on Oct 16, 2019. Both XXSC.L and AYEW.DE 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: XXSC.L or AYEW.DE.
Key characteristics
| XXSC.L | AYEW.DE | |
|---|---|---|
| YTD Return | 1.42% | 24.99% |
| 1Y Return | 13.58% | 38.47% |
| 3Y Return (Ann) | -3.44% | 12.76% |
| 5Y Return (Ann) | 4.52% | 22.01% |
| Sharpe Ratio | 1.17 | 1.69 |
| Sortino Ratio | 1.72 | 2.21 |
| Omega Ratio | 1.21 | 1.30 |
| Calmar Ratio | 0.66 | 2.06 |
| Martin Ratio | 5.77 | 6.64 |
| Ulcer Index | 2.55% | 5.34% |
| Daily Std Dev | 12.63% | 21.01% |
| Max Drawdown | -35.12% | -31.36% |
| Current Drawdown | -10.81% | -5.10% |
Correlation
The correlation between XXSC.L and AYEW.DE 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
XXSC.L vs. AYEW.DE - Performance Comparison
In the year-to-date period, XXSC.L achieves a 1.42% return, which is significantly lower than AYEW.DE's 24.99% 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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XXSC.L vs. AYEW.DE - Expense Ratio Comparison
XXSC.L has a 0.30% expense ratio, which is higher than AYEW.DE's 0.18% expense ratio.
Risk-Adjusted Performance
XXSC.L vs. AYEW.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE). 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
XXSC.L vs. AYEW.DE - Dividend Comparison
XXSC.L has not paid dividends to shareholders, while AYEW.DE's dividend yield for the trailing twelve months is around 0.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
XXSC.L Xtrackers MSCI Europe Small Cap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AYEW.DE iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) | 0.39% | 0.46% | 0.82% | 0.40% | 0.65% | 0.12% |
Drawdowns
XXSC.L vs. AYEW.DE - Drawdown Comparison
The maximum XXSC.L drawdown since its inception was -35.12%, which is greater than AYEW.DE's maximum drawdown of -31.36%. Use the drawdown chart below to compare losses from any high point for XXSC.L and AYEW.DE. For additional features, visit the drawdowns tool.
Volatility
XXSC.L vs. AYEW.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) is 2.76%, while iShares MSCI World Information Technology Sector ESG UCITS ETF USD (Dist) (AYEW.DE) has a volatility of 5.19%. This indicates that XXSC.L experiences smaller price fluctuations and is considered to be less risky than AYEW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.