CU1.L vs. XDUS.L
Compare and contrast key facts about iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.L).
CU1.L and XDUS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CU1.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Jan 12, 2010. XDUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on May 9, 2014. Both CU1.L and XDUS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CU1.L or XDUS.L.
Key characteristics
| CU1.L | XDUS.L | |
|---|---|---|
| YTD Return | 24.60% | 24.56% |
| 1Y Return | 31.90% | 31.88% |
| 3Y Return (Ann) | 10.97% | 11.00% |
| 5Y Return (Ann) | 15.46% | 15.52% |
| 10Y Return (Ann) | 15.21% | 15.49% |
| Sharpe Ratio | 2.77 | 2.77 |
| Sortino Ratio | 3.93 | 3.93 |
| Omega Ratio | 1.54 | 1.54 |
| Calmar Ratio | 4.84 | 4.80 |
| Martin Ratio | 19.46 | 19.50 |
| Ulcer Index | 1.62% | 1.61% |
| Daily Std Dev | 11.31% | 11.28% |
| Max Drawdown | -25.87% | -25.82% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between CU1.L and XDUS.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CU1.L vs. XDUS.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with CU1.L having a 24.60% return and XDUS.L slightly lower at 24.56%. Both investments have delivered pretty close results over the past 10 years, with CU1.L having a 15.21% annualized return and XDUS.L not far ahead at 15.49%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CU1.L vs. XDUS.L - Expense Ratio Comparison
CU1.L has a 0.33% expense ratio, which is higher than XDUS.L's 0.07% expense ratio.
Risk-Adjusted Performance
CU1.L vs. XDUS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.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.
Dividends
CU1.L vs. XDUS.L - Dividend Comparison
Neither CU1.L nor XDUS.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
CU1.L iShares MSCI USA UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDUS.L Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
Drawdowns
CU1.L vs. XDUS.L - Drawdown Comparison
The maximum CU1.L drawdown since its inception was -25.87%, roughly equal to the maximum XDUS.L drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for CU1.L and XDUS.L. For additional features, visit the drawdowns tool.
Volatility
CU1.L vs. XDUS.L - Volatility Comparison
iShares MSCI USA UCITS ETF USD (Acc) (CU1.L) and Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) have volatilities of 3.34% and 3.31%, 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.