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CA vs. PSWD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CA vs. PSWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers California Municipal Bond ETF (CA) and Xtrackers Cybersecurity Select Equity ETF (PSWD). The values are adjusted to include any dividend payments, if applicable.

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CA vs. PSWD - Yearly Performance Comparison


2026 (YTD)202520242023
CA
Xtrackers California Municipal Bond ETF
-0.08%3.05%1.51%0.79%
PSWD
Xtrackers Cybersecurity Select Equity ETF
-9.13%1.69%9.46%1.82%

Returns By Period

In the year-to-date period, CA achieves a -0.08% return, which is significantly higher than PSWD's -9.13% return.


CA

1D
0.38%
1M
-2.00%
YTD
-0.08%
6M
1.22%
1Y
3.88%
3Y*
5Y*
10Y*

PSWD

1D
2.92%
1M
-0.66%
YTD
-9.13%
6M
-18.67%
1Y
-6.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CA vs. PSWD - Expense Ratio Comparison

CA has a 0.07% expense ratio, which is lower than PSWD's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

CA vs. PSWD — Risk / Return Rank

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

CA
CA Risk / Return Rank: 4545
Overall Rank
CA Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CA Sortino Ratio Rank: 4141
Sortino Ratio Rank
CA Omega Ratio Rank: 5656
Omega Ratio Rank
CA Calmar Ratio Rank: 4444
Calmar Ratio Rank
CA Martin Ratio Rank: 3636
Martin Ratio Rank

PSWD
PSWD Risk / Return Rank: 66
Overall Rank
PSWD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
PSWD Sortino Ratio Rank: 77
Sortino Ratio Rank
PSWD Omega Ratio Rank: 77
Omega Ratio Rank
PSWD Calmar Ratio Rank: 66
Calmar Ratio Rank
PSWD Martin Ratio Rank: 44
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.

CA vs. PSWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers California Municipal Bond ETF (CA) and Xtrackers Cybersecurity Select Equity ETF (PSWD). 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.


CAPSWDDifference

Sharpe ratio

Return per unit of total volatility

0.89

-0.27

+1.16

Sortino ratio

Return per unit of downside risk

1.17

-0.21

+1.38

Omega ratio

Gain probability vs. loss probability

1.21

0.97

+0.24

Calmar ratio

Return relative to maximum drawdown

1.17

-0.37

+1.54

Martin ratio

Return relative to average drawdown

3.35

-0.93

+4.28

CA vs. PSWD - Sharpe Ratio Comparison

The current CA Sharpe Ratio is 0.89, which is higher than the PSWD Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of CA and PSWD, 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


CAPSWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

-0.27

+1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.31

+0.26

Correlation

The correlation between CA and PSWD is 0.08, 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

CA vs. PSWD - Dividend Comparison

CA's dividend yield for the trailing twelve months is around 3.20%, more than PSWD's 0.97% yield.


TTM202520242023
CA
Xtrackers California Municipal Bond ETF
3.20%3.14%3.03%0.00%
PSWD
Xtrackers Cybersecurity Select Equity ETF
0.97%0.88%1.49%0.55%

Drawdowns

CA vs. PSWD - Drawdown Comparison

The maximum CA drawdown since its inception was -5.24%, smaller than the maximum PSWD drawdown of -22.86%. Use the drawdown chart below to compare losses from any high point for CA and PSWD.


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Drawdown Indicators


CAPSWDDifference

Max Drawdown

Largest peak-to-trough decline

-5.24%

-22.86%

+17.62%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-22.86%

+19.19%

Current Drawdown

Current decline from peak

-2.00%

-20.21%

+18.21%

Average Drawdown

Average peak-to-trough decline

-1.30%

-6.20%

+4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

9.04%

-7.76%

Volatility

CA vs. PSWD - Volatility Comparison

The current volatility for Xtrackers California Municipal Bond ETF (CA) is 1.31%, while Xtrackers Cybersecurity Select Equity ETF (PSWD) has a volatility of 7.87%. This indicates that CA experiences smaller price fluctuations and is considered to be less risky than PSWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAPSWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

7.87%

-6.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.78%

17.26%

-15.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.40%

25.71%

-21.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.09%

22.59%

-18.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.09%

22.59%

-18.50%