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CSCA.L vs. XGSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSCA.L vs. XGSD.L

Last updated Jul 22, 2026
Documentation

CSCA.L (iShares MSCI Canada UCITS ETF (USD Accumulating)) and XGSD.L (Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D) are both exchange-traded funds - CSCA.L is a Canada Equities fund tracking the MSCI Canada Index, while XGSD.L is a Global Equity Income fund tracking the STOXX Global Select Dividend 100. Both are passively managed. Over the past 10 years, CSCA.L returned 10.67%/yr vs 9.09%/yr for XGSD.L. A 0.73 correlation means they provide meaningful diversification when combined. CSCA.L charges 0.48%/yr vs 0.50%/yr for XGSD.L.

Performance

CSCA.L vs. XGSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) and Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSCA.L achieves a 9.75% return, which is significantly lower than XGSD.L's 15.90% return. Over the past 10 years, CSCA.L has outperformed XGSD.L with an annualized return of 10.67%, while XGSD.L has yielded a comparatively lower 9.09% annualized return.

CSCA.L

1D
0.06%
1M
0.95%
6M
7.73%
YTD
9.75%
1Y
28.15%
3Y*
18.57%
5Y*
12.63%
10Y*
10.67%
ALL TIME*
5.02%

XGSD.L

1D
0.43%
1M
1.97%
6M
13.84%
YTD
15.90%
1Y
30.50%
3Y*
19.42%
5Y*
11.99%
10Y*
9.09%
ALL TIME*
7.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCA.L vs. XGSD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CSCA.L
iShares MSCI Canada UCITS ETF (USD Accumulating)		9.75%27.37%14.01%7.76%-1.83%25.85%2.37%21.81%-12.31%5.15%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D		15.90%25.51%9.10%2.83%4.27%14.85%-3.40%16.23%-5.61%7.01%

Correlation

The correlation between CSCA.L and XGSD.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2010

0.73

The correlation between CSCA.L and XGSD.L shifts across timeframes, from 0.58 (1 year) to 0.76 (10 years), reflecting how their relationship changes across market environments.

CSCA.L vs. XGSD.L - Sectors Allocation Comparison

Sectors
CSCA.L
XGSD.L

Financial Services

41.7%
43.7%

Energy

17.8%
7.3%

Basic Materials

13.0%
5.5%

Industrials

9.2%
8.4%

Technology

8.2%
1.9%

Consumer Cyclical

3.6%
8.3%

Consumer Defensive

3.1%
7.0%

Utilities

2.3%
6.7%

Communication Services

0.8%
2.9%

Real Estate

0.2%
6.6%

Healthcare

-

1.8%

Financial Services

CSCA.L
41.7%
XGSD.L
43.7%

Energy

CSCA.L
17.8%
XGSD.L
7.3%

Basic Materials

CSCA.L
13.0%
XGSD.L
5.5%

Industrials

CSCA.L
9.2%
XGSD.L
8.4%

Technology

CSCA.L
8.2%
XGSD.L
1.9%

Consumer Cyclical

CSCA.L
3.6%
XGSD.L
8.3%

Consumer Defensive

CSCA.L
3.1%
XGSD.L
7.0%

Utilities

CSCA.L
2.3%
XGSD.L
6.7%

Communication Services

CSCA.L
0.8%
XGSD.L
2.9%

Real Estate

CSCA.L
0.2%
XGSD.L
6.6%

Healthcare

CSCA.L

-

XGSD.L
1.8%

Compare stocks, funds, or ETFs

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iShares MSCI Canada UCITS ETF (USD Accumulating)

Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D

Often compared with CSCA.L:
CSCA.L vs. ISAC.LCSCA.L vs. EIMI.LCSCA.L vs. TDGB.LCSCA.L vs. CSP1.LCSCA.L vs. IJPE.LCSCA.L vs. IWDA.LCSCA.L vs. SWDA.L
Often compared with XGSD.L:
XGSD.L vs. GBDV.LXGSD.L vs. VTXGSD.L vs. VGWL.DEXGSD.L vs. XCX5.LXGSD.L vs. XMME.LXGSD.L vs. EXUS.LXGSD.L vs. TDIV.AS

Return for Risk

CSCA.L vs. XGSD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CSCA.L
CSCA.L Risk / Return Rank: 9191
Overall Rank
CSCA.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CSCA.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
CSCA.L Omega Ratio Rank: 9191
Omega Ratio Rank
CSCA.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
CSCA.L Martin Ratio Rank: 9191
Martin Ratio Rank
XGSD.L
XGSD.L Risk / Return Rank: 9696
Overall Rank
XGSD.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9696
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9696
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.

CSCA.L vs. XGSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) and Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

CSCA.LXGSD.LDifference
Sharpe ratioReturn per unit of total volatility
2.47
3.59

-1.11

Sortino ratioReturn per unit of downside risk
3.45
4.98

-1.53

Omega ratioGain probability vs. loss probability

1.46

1.67

-0.21

Calmar ratioReturn relative to maximum drawdown

4.00

6.37

-2.38

Martin ratioReturn relative to average drawdown

15.87

23.47

-7.61

CSCA.L vs. XGSD.L - Sharpe Ratio Comparison

The current CSCA.L Sharpe Ratio is 2.47, which is lower than the XGSD.L Sharpe Ratio of 3.59. The chart below compares the historical Sharpe Ratios of CSCA.L and XGSD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CSCA.L vs. XGSD.L - Drawdown Comparison

The maximum CSCA.L drawdown since its inception was -51.79%, smaller than the maximum XGSD.L drawdown of -63.91%. Use the drawdown chart below to compare losses from any high point for CSCA.L and XGSD.L.

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Drawdown Indicators

CSCA.LXGSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.79%

-63.91%

+12.12%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-4.76%

-2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-20.19%

-11.54%

-8.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.19%

-15.37%

-4.82%

Max Drawdown (10Y)

Largest decline over 10 years

-33.68%

-31.91%

-1.77%

Current Drawdown

Current decline from peak

-0.53%

0.00%

-0.53%

Average Drawdown

Average peak-to-trough decline

-19.06%

-12.14%

-6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.30%

+0.47%

Volatility

CSCA.L vs. XGSD.L - Volatility Comparison

iShares MSCI Canada UCITS ETF (USD Accumulating) (CSCA.L) has a higher volatility of 3.10% compared to Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) at 2.10%. This indicates that CSCA.L's price experiences larger fluctuations and is considered to be riskier than XGSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSCA.LXGSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.10%

2.10%

+1.00%

Volatility (6M)

Calculated over the trailing 6-month period

8.12%

6.49%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

11.34%

8.47%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

11.34%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.63%

13.92%

+4.71%

CSCA.L vs. XGSD.L - Expense Ratio Comparison

CSCA.L has a 0.48% expense ratio, which is lower than XGSD.L's 0.50% expense ratio.

Dividends

CSCA.L vs. XGSD.L - Dividend Comparison

CSCA.L has not paid dividends to shareholders, while XGSD.L's dividend yield for the trailing twelve months is around 4.04%.

PositionTTM20252024202320222021202020192018201720162015
CSCA.L
iShares MSCI Canada UCITS ETF (USD Accumulating)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D		4.04%4.60%6.38%7.52%8.71%4.76%5.34%4.30%4.68%3.56%2.74%2.11%

Frequently Asked Questions

CSCA.L and XGSD.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSCA.L is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSCA.L is cheaper with a 0.48% expense ratio, compared with 0.50% for XGSD.L.

CSCA.L is categorized as Canada Equities, while XGSD.L is Global Equity Income. CSCA.L tracks MSCI Canada Index, while XGSD.L tracks STOXX Global Select Dividend 100. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.48% for CSCA.L and 0.50% for XGSD.L.

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