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BRIP.L vs. XUIN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRIP.L vs. XUIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L). The values are adjusted to include any dividend payments, if applicable.

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BRIP.L vs. XUIN.L - Yearly Performance Comparison


Different Trading Currencies

BRIP.L is traded in GBP, while XUIN.L is traded in USD. To make them comparable, the XUIN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with BRIP.L having a 8.34% return and XUIN.L slightly lower at 8.00%.


BRIP.L

1D
3.16%
1M
-3.05%
YTD
8.34%
6M
9.67%
1Y
25.53%
3Y*
5Y*
10Y*

XUIN.L

1D
3.36%
1M
-5.77%
YTD
8.00%
6M
9.42%
1Y
23.26%
3Y*
16.93%
5Y*
13.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRIP.L vs. XUIN.L - Expense Ratio Comparison

BRIP.L has a 0.47% expense ratio, which is higher than XUIN.L's 0.12% expense ratio.


Return for Risk

BRIP.L vs. XUIN.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRIP.L
BRIP.L Risk / Return Rank: 7676
Overall Rank
BRIP.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BRIP.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
BRIP.L Omega Ratio Rank: 7878
Omega Ratio Rank
BRIP.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
BRIP.L Martin Ratio Rank: 6868
Martin Ratio Rank

XUIN.L
XUIN.L Risk / Return Rank: 7676
Overall Rank
XUIN.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XUIN.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XUIN.L Omega Ratio Rank: 7373
Omega Ratio Rank
XUIN.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
XUIN.L Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRIP.L vs. XUIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.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.


BRIP.LXUIN.LDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.32

+0.30

Sortino ratio

Return per unit of downside risk

2.13

1.87

+0.26

Omega ratio

Gain probability vs. loss probability

1.32

1.24

+0.07

Calmar ratio

Return relative to maximum drawdown

2.46

2.51

-0.05

Martin ratio

Return relative to average drawdown

8.05

8.28

-0.24

BRIP.L vs. XUIN.L - Sharpe Ratio Comparison

The current BRIP.L Sharpe Ratio is 1.62, which is comparable to the XUIN.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BRIP.L and XUIN.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRIP.LXUIN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.32

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.58

0.89

+0.69

Correlation

The correlation between BRIP.L and XUIN.L 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.


Dividends

BRIP.L vs. XUIN.L - Dividend Comparison

BRIP.L has not paid dividends to shareholders, while XUIN.L's dividend yield for the trailing twelve months is around 0.97%.


TTM2025202420232022
BRIP.L
Global X European Infrastructure Development UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%
XUIN.L
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.97%1.01%1.12%1.17%0.63%

Drawdowns

BRIP.L vs. XUIN.L - Drawdown Comparison

The maximum BRIP.L drawdown since its inception was -10.38%, smaller than the maximum XUIN.L drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for BRIP.L and XUIN.L.


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Drawdown Indicators


BRIP.LXUIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-10.38%

-21.71%

+11.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-12.90%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

Current Drawdown

Current decline from peak

-4.25%

-6.82%

+2.57%

Average Drawdown

Average peak-to-trough decline

-2.32%

-4.64%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.65%

+0.53%

Volatility

BRIP.L vs. XUIN.L - Volatility Comparison

Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) have volatilities of 6.63% and 6.48%, 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.


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Volatility by Period


BRIP.LXUIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

6.48%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

10.62%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.72%

17.63%

-1.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

16.83%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

16.96%

-2.11%