XZW0.DE vs. TSLX
Compare and contrast key facts about Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Sixth Street Specialty Lending, Inc. (TSLX).
XZW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Low Carbon SRI Leaders. It was launched on Apr 24, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XZW0.DE or TSLX.
Key characteristics
| XZW0.DE | TSLX | |
|---|---|---|
| YTD Return | 18.34% | 5.08% |
| 1Y Return | 24.57% | 14.47% |
| 3Y Return (Ann) | 10.50% | 10.08% |
| 5Y Return (Ann) | 13.25% | 12.52% |
| Sharpe Ratio | 2.25 | 1.00 |
| Daily Std Dev | 12.19% | 14.31% |
| Max Drawdown | -33.22% | -50.27% |
| Current Drawdown | -1.06% | -3.33% |
Correlation
The correlation between XZW0.DE and TSLX is 0.38, 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.
Performance
XZW0.DE vs. TSLX - Performance Comparison
In the year-to-date period, XZW0.DE achieves a 18.34% return, which is significantly higher than TSLX's 5.08% 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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Risk-Adjusted Performance
XZW0.DE vs. TSLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Sixth Street Specialty Lending, Inc. (TSLX). 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
XZW0.DE vs. TSLX - Dividend Comparison
XZW0.DE has not paid dividends to shareholders, while TSLX's dividend yield for the trailing twelve months is around 12.44%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSLX Sixth Street Specialty Lending, Inc. | 12.44% | 9.69% | 10.30% | 15.33% | 11.08% | 8.35% | 9.73% | 10.73% | 8.35% | 9.62% | 9.10% |
Drawdowns
XZW0.DE vs. TSLX - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, smaller than the maximum TSLX drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and TSLX. For additional features, visit the drawdowns tool.
Volatility
XZW0.DE vs. TSLX - Volatility Comparison
Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) has a higher volatility of 4.68% compared to Sixth Street Specialty Lending, Inc. (TSLX) at 2.91%. This indicates that XZW0.DE's price experiences larger fluctuations and is considered to be riskier than TSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.