XS5E vs. XDPD - ETF Comparison
XS5E - Xtrackers S&P 500 Swap UCITS ETF 5C EUR Hedged
The Xtrackers S&P 500 Swap UCITS ETF 5C EUR Hedged tracks the S&P 500 index, providing exposure to the largest US stocks, with currency hedging to Euro (EUR). This accumulating ETF uses a synthetic replication method with a swap and has a total expense ratio of 0.20% p.a.
XDPD - Xtrackers S&P 500 UCITS ETF 1D EUR Hedged
The Xtrackers S&P 500 UCITS ETF 1D EUR Hedged tracks the S&P 500 index, providing exposure to the largest US stocks, with currency hedging to Euro (EUR). The fund follows a long-only strategy, distributing dividends annually, and has a total expense ratio of 0.20% p.a..
| XS5E | XDPD | |
|---|---|---|
| Fund Name | Xtrackers S&P 500 Swap UCITS ETF 5C EUR Hedged | Xtrackers S&P 500 UCITS ETF 1D EUR Hedged |
| Fund Provider | Deutsche Bank | Deutsche Bank |
| Index | S&P 500 (EUR Hedged) | S&P 500 (EUR Hedged) |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.2% |
| Inception Date | 2021-09-22 | 2018-11-06 |
| Currency | EUR | EUR |
| Currency Hedged | ||
| Distribution Policy | Accumulating | Distributing |
| Region | United States | United States |
| Market Cap | Large-Cap | Large-Cap |
| Leveraged | Non-leveraged | Non-leveraged |
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Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Performance Analysis
The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.
Cumulative Returns
End of Year Returns Table
End of Year Returns
Risk Analysis
The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.
Drawdowns
Drawdowns Table
Monte Carlo Simulation
The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.
IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.