CRTC vs. USCA

Last updated Jun 4, 2026

CRTC (Xtrackers US National Critical Technologies ETF) and USCA (Xtrackers MSCI USA Climate Action Equity ETF) are both exchange-traded funds - CRTC is a Technology Equities fund tracking the Solactive Whitney U.S. Critical Technologies Index, while USCA is a Large Cap Blend Equities fund tracking the MSCI USA Climate Action Index - Benchmark TR Gross. Both are passively managed. Over the past year, CRTC returned 23.78% vs 20.94% for USCA. Their correlation of 0.94 suggests significant overlap in exposure. CRTC charges 0.35%/yr vs 0.07%/yr for USCA.

Performance

CRTC vs. USCA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers US National Critical Technologies ETF (CRTC) and Xtrackers MSCI USA Climate Action Equity ETF (USCA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRTC achieves a 8.59% return, which is significantly higher than USCA's 7.05% return.

CRTC

• 1D: -1.08%
• 1M: 4.98%
• YTD: 8.59%
• 6M: 8.79%
• 1Y: 23.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

USCA

• 1D: -0.81%
• 1M: 4.36%
• YTD: 7.05%
• 6M: 7.01%
• 1Y: 20.94%
• 3Y*: 20.69%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRTC vs. USCA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CRTC Xtrackers US National Critical Technologies ETF	8.59%	18.69%	18.05%	7.18%
USCA Xtrackers MSCI USA Climate Action Equity ETF	7.05%	14.24%	27.24%	6.08%

Correlation

The correlation between CRTC and USCA is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (All Time) Calculated using the full available price history since Nov 17, 2023	0.94

The correlation between CRTC and USCA has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

CRTC vs. USCA - Sectors Allocation Comparison

Sectors	CRTC	USCA
Technology	33.5%	29.4%
Communication Services	16.0%	12.7%
Healthcare	14.1%	10.7%
Industrials	14.1%	7.0%
Energy	7.1%	3.5%
Consumer Cyclical	6.3%	11.9%
Utilities	6.0%	2.4%
Basic Materials	2.6%	1.9%
Financial Services	0.2%	13.6%
Real Estate	0.1%	2.3%
Consumer Defensive	0.0%	4.7%

Return for Risk

CRTC vs. USCA — Risk / Return Rank

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

CRTC

CRTC Risk / Return Rank: 55
CRTC Sharpe Ratio Rank: 55
CRTC Sortino Ratio Rank: 54
CRTC Omega Ratio Rank: 53
CRTC Calmar Ratio Rank: 54
CRTC Martin Ratio Rank: 57

USCA

USCA Risk / Return Rank: 48
USCA Sharpe Ratio Rank: 50
USCA Sortino Ratio Rank: 49
USCA Omega Ratio Rank: 50
USCA Calmar Ratio Rank: 41
USCA Martin Ratio Rank: 49

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.

CRTC vs. USCA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers US National Critical Technologies ETF (CRTC) and Xtrackers MSCI USA Climate Action Equity ETF (USCA). 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.

	CRTC	USCA	Difference
Sharpe ratio: Return per unit of total volatility	1.87	1.74	+0.13
Sortino ratio: Return per unit of downside risk	2.56	2.42	+0.13
Omega ratio: Gain probability vs. loss probability	1.32	1.31	+0.01
Calmar ratio: Return relative to maximum drawdown	2.64	2.05	+0.59
Martin ratio: Return relative to average drawdown	9.88	8.13	+1.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRTC vs. USCA - Sharpe Ratio Comparison

The current CRTC Sharpe Ratio is 1.87, which is comparable to the USCA Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of CRTC and USCA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRTC	USCA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	1.74	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	1.36	1.49	-0.13

Drawdowns

CRTC vs. USCA - Drawdown Comparison

The maximum CRTC drawdown since its inception was -19.07%, roughly equal to the maximum USCA drawdown of -19.14%. Use the drawdown chart below to compare losses from any high point for CRTC and USCA.

Drawdown Indicators

	CRTC	USCA	Difference
Max Drawdown Largest peak-to-trough decline	-19.07%	-19.14%	+0.07%
Max Drawdown (1Y) Largest decline over 1 year	-9.05%	-10.25%	+1.20%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.14%	—
Current Drawdown Current decline from peak	-1.27%	-0.81%	-0.46%
Average Drawdown Average peak-to-trough decline	-2.13%	-2.16%	+0.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	2.58%	-0.17%

Volatility

CRTC vs. USCA - Volatility Comparison

Xtrackers US National Critical Technologies ETF (CRTC) has a higher volatility of 3.20% compared to Xtrackers MSCI USA Climate Action Equity ETF (USCA) at 2.85%. This indicates that CRTC's price experiences larger fluctuations and is considered to be riskier than USCA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRTC	USCA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	2.85%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	9.08%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.76%	12.08%	+0.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.73%	14.76%	+0.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.73%	14.76%	+0.97%

CRTC vs. USCA - Expense Ratio Comparison

CRTC has a 0.35% expense ratio, which is higher than USCA's 0.07% expense ratio.

Dividends

CRTC vs. USCA - Dividend Comparison

CRTC's dividend yield for the trailing twelve months is around 1.00%, less than USCA's 1.08% yield.

Position	TTM	2025	2024	2023
CRTC Xtrackers US National Critical Technologies ETF	1.00%	1.03%	1.13%	0.16%
USCA Xtrackers MSCI USA Climate Action Equity ETF	1.08%	1.14%	1.22%	1.15%

Frequently Asked Questions

Can I hold both CRTC and USCA in my portfolio?

With a correlation of 0.93, CRTC and USCA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, CRTC or USCA?

CRTC has higher volatility (3.20%) compared to USCA (2.85%). In terms of maximum drawdown, CRTC dropped -19.07% vs USCA's -19.14%.

Which ETF is better, CRTC or USCA?

On 1-year performance, CRTC leads with 23.78% vs 20.94% for USCA. On fees, USCA is cheaper at 0.07% per year. On volatility, USCA has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CRTC or USCA?

Over the 1-year period, CRTC has performed better with a 23.78% return vs 20.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CRTC or USCA?

USCA is cheaper with a 0.07% expense ratio, compared with 0.35% for CRTC.

Which ETF pays a higher dividend yield, CRTC or USCA?

USCA has the higher dividend yield at 1.08%, compared with 1.00% for CRTC.

What is the main difference between CRTC and USCA?

CRTC is categorized as Technology Equities, while USCA is Large Cap Blend Equities. CRTC tracks Solactive Whitney U.S. Critical Technologies Index, while USCA tracks MSCI USA Climate Action Index - Benchmark TR Gross. Their fees differ too: 0.35% for CRTC and 0.07% for USCA.

Which has better risk-adjusted returns?

CRTC currently has the higher Sharpe Ratio (1.87 vs 1.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.