XZEW.DE vs. IUQD.L
Compare and contrast key facts about Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L).
XZEW.DE and IUQD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZEW.DE is a passively managed fund by Xtrackers that tracks the performance of the S&P 500 Equal Weight ESG. It was launched on Dec 6, 2022. IUQD.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Feb 21, 2018. Both XZEW.DE and IUQD.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: XZEW.DE or IUQD.L.
Key characteristics
| XZEW.DE | IUQD.L | |
|---|---|---|
| YTD Return | 21.68% | 25.49% |
| 1Y Return | 33.05% | 34.93% |
| Sharpe Ratio | 2.83 | 2.76 |
| Sortino Ratio | 3.96 | 3.94 |
| Omega Ratio | 1.56 | 1.51 |
| Calmar Ratio | 4.85 | 4.78 |
| Martin Ratio | 16.45 | 16.37 |
| Ulcer Index | 1.91% | 1.99% |
| Daily Std Dev | 11.12% | 11.87% |
| Max Drawdown | -10.11% | -33.83% |
| Current Drawdown | -0.56% | -0.20% |
Correlation
The correlation between XZEW.DE and IUQD.L is 0.74, 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
XZEW.DE vs. IUQD.L - Performance Comparison
In the year-to-date period, XZEW.DE achieves a 21.68% return, which is significantly lower than IUQD.L's 25.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XZEW.DE vs. IUQD.L - Expense Ratio Comparison
XZEW.DE has a 0.17% expense ratio, which is lower than IUQD.L's 0.20% expense ratio. Despite the difference, 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
XZEW.DE vs. IUQD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.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
XZEW.DE vs. IUQD.L - Dividend Comparison
XZEW.DE has not paid dividends to shareholders, while IUQD.L's dividend yield for the trailing twelve months is around 0.83%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUQD.L iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) | 0.83% | 1.05% | 1.34% | 0.95% | 1.21% | 1.32% | 1.44% |
Drawdowns
XZEW.DE vs. IUQD.L - Drawdown Comparison
The maximum XZEW.DE drawdown since its inception was -10.11%, smaller than the maximum IUQD.L drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for XZEW.DE and IUQD.L. For additional features, visit the drawdowns tool.
Volatility
XZEW.DE vs. IUQD.L - Volatility Comparison
Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) and iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) (IUQD.L) have volatilities of 3.24% and 3.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.