^NIFTY500 vs. XNIF.L
Compare and contrast key facts about Nifty 500 (^NIFTY500) and Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L).
XNIF.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI India NR USD. It was launched on Jul 5, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^NIFTY500 or XNIF.L.
Key characteristics
| ^NIFTY500 | XNIF.L | |
|---|---|---|
| YTD Return | 20.87% | 11.10% |
| 1Y Return | 34.45% | 16.23% |
| 3Y Return (Ann) | 14.28% | 8.09% |
| 5Y Return (Ann) | 20.10% | 11.86% |
| 10Y Return (Ann) | 14.41% | 10.53% |
| Sharpe Ratio | 2.73 | 1.21 |
| Sortino Ratio | 3.23 | 1.66 |
| Omega Ratio | 1.59 | 1.24 |
| Calmar Ratio | 5.78 | 2.72 |
| Martin Ratio | 25.13 | 9.65 |
| Ulcer Index | 1.55% | 1.79% |
| Daily Std Dev | 14.40% | 14.25% |
| Max Drawdown | -68.02% | -59.57% |
| Current Drawdown | -4.13% | -2.13% |
Correlation
The correlation between ^NIFTY500 and XNIF.L is 0.72, 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
^NIFTY500 vs. XNIF.L - Performance Comparison
In the year-to-date period, ^NIFTY500 achieves a 20.87% return, which is significantly higher than XNIF.L's 11.10% return. Over the past 10 years, ^NIFTY500 has outperformed XNIF.L with an annualized return of 14.41%, while XNIF.L has yielded a comparatively lower 10.53% annualized 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.
Risk-Adjusted Performance
^NIFTY500 vs. XNIF.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nifty 500 (^NIFTY500) and Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.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.
Drawdowns
^NIFTY500 vs. XNIF.L - Drawdown Comparison
The maximum ^NIFTY500 drawdown since its inception was -68.02%, which is greater than XNIF.L's maximum drawdown of -59.57%. Use the drawdown chart below to compare losses from any high point for ^NIFTY500 and XNIF.L. For additional features, visit the drawdowns tool.
Volatility
^NIFTY500 vs. XNIF.L - Volatility Comparison
Nifty 500 (^NIFTY500) has a higher volatility of 4.00% compared to Xtrackers Nifty 50 Swap UCITS ETF 1C (XNIF.L) at 3.74%. This indicates that ^NIFTY500's price experiences larger fluctuations and is considered to be riskier than XNIF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.