XZW0.DE vs. VTI
Compare and contrast key facts about Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Vanguard Total Stock Market ETF (VTI).
XZW0.DE and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both XZW0.DE and VTI 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: XZW0.DE or VTI.
Key characteristics
| XZW0.DE | VTI | |
|---|---|---|
| YTD Return | 18.34% | 19.74% |
| 1Y Return | 24.57% | 31.01% |
| 3Y Return (Ann) | 10.50% | 9.49% |
| 5Y Return (Ann) | 13.25% | 14.91% |
| Sharpe Ratio | 2.25 | 2.28 |
| Daily Std Dev | 12.19% | 13.09% |
| Max Drawdown | -33.22% | -55.45% |
| Current Drawdown | -1.06% | 0.00% |
Correlation
The correlation between XZW0.DE and VTI is 0.62, 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
XZW0.DE vs. VTI - Performance Comparison
In the year-to-date period, XZW0.DE achieves a 18.34% return, which is significantly lower than VTI's 19.74% 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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XZW0.DE vs. VTI - Expense Ratio Comparison
XZW0.DE has a 0.20% expense ratio, which is higher than VTI's 0.03% 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
XZW0.DE vs. VTI - 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 Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
XZW0.DE has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.30%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XZW0.DE vs. VTI - Drawdown Comparison
The maximum XZW0.DE drawdown since its inception was -33.22%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and VTI. For additional features, visit the drawdowns tool.
Volatility
XZW0.DE vs. VTI - Volatility Comparison
Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) has a higher volatility of 4.68% compared to Vanguard Total Stock Market ETF (VTI) at 4.29%. This indicates that XZW0.DE's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.