GOOGL vs. XXSC.L

Last updated Jun 13, 2026

GOOGL (Alphabet Inc. Class A) is a stock, while XXSC.L (Xtrackers MSCI Europe Small Cap UCITS ETF 1C) is Europe Equities fund tracking the MSCI Europe Small Cap NR EUR. Over the past 10 years, GOOGL returned 25.76%/yr vs 8.42%/yr for XXSC.L. At a 0.33 correlation, their price movements are largely independent.

Performance

GOOGL vs. XXSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alphabet Inc. Class A (GOOGL) and Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

GOOGL is traded in USD, while XXSC.L is traded in GBp. To make them comparable, the XXSC.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GOOGL achieves a 15.06% return, which is significantly higher than XXSC.L's 5.69% return. Over the past 10 years, GOOGL has outperformed XXSC.L with an annualized return of 25.76%, while XXSC.L has yielded a comparatively lower 8.42% annualized return.

GOOGL

• 1D: 0.53%
• 1M: -9.30%
• YTD: 15.06%
• 6M: 16.44%
• 1Y: 106.51%
• 3Y*: 43.10%
• 5Y*: 24.46%
• 10Y*: 25.76%

XXSC.L

• 1D: 1.55%
• 1M: 1.98%
• YTD: 5.69%
• 6M: 8.71%
• 1Y: 13.62%
• 3Y*: 13.60%
• 5Y*: 3.07%
• 10Y*: 8.42%

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

GOOGL vs. XXSC.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GOOGL Alphabet Inc. Class A	15.06%	65.99%	36.01%	58.32%	-39.09%	65.30%	30.85%	28.18%	-0.80%	32.93%
XXSC.L Xtrackers MSCI Europe Small Cap UCITS ETF 1C	5.69%	31.50%	-0.92%	16.26%	-26.32%	14.35%	13.94%	29.36%	-19.40%	35.09%

Correlation

The correlation between GOOGL and XXSC.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.33
Correlation (All Time) Calculated using the full available price history since Jan 17, 2008	0.33

The correlation between GOOGL and XXSC.L shifts across timeframes, from 0.24 (3 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

GOOGL vs. XXSC.L — Risk / Return Rank

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

GOOGL

GOOGL Risk / Return Rank: 96
GOOGL Sharpe Ratio Rank: 97
GOOGL Sortino Ratio Rank: 98
GOOGL Omega Ratio Rank: 96
GOOGL Calmar Ratio Rank: 93
GOOGL Martin Ratio Rank: 95

XXSC.L

XXSC.L Risk / Return Rank: 32
XXSC.L Sharpe Ratio Rank: 33
XXSC.L Sortino Ratio Rank: 32
XXSC.L Omega Ratio Rank: 33
XXSC.L Calmar Ratio Rank: 29
XXSC.L Martin Ratio Rank: 32

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.

GOOGL vs. XXSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc. Class A (GOOGL) and Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.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.

	GOOGL	XXSC.L	Difference
Sharpe ratio: Return per unit of total volatility	3.62	0.77	+2.84
Sortino ratio: Return per unit of downside risk	4.92	1.19	+3.73
Omega ratio: Gain probability vs. loss probability	1.59	1.14	+0.45
Calmar ratio: Return relative to maximum drawdown	5.20	0.94	+4.26
Martin ratio: Return relative to average drawdown	18.48	3.28	+15.21

GOOGL vs. XXSC.L - Sharpe Ratio Comparison

The current GOOGL Sharpe Ratio is 3.62, which is higher than the XXSC.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of GOOGL and XXSC.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.

Drawdowns

GOOGL vs. XXSC.L - Drawdown Comparison

The maximum GOOGL drawdown since its inception was -65.29%, smaller than the maximum XXSC.L drawdown of -81.53%. Use the drawdown chart below to compare losses from any high point for GOOGL and XXSC.L.

Drawdown Indicators

	GOOGL	XXSC.L	Difference
Max Drawdown Largest peak-to-trough decline	-65.29%	-81.53%	+16.24%
Max Drawdown (1Y) Largest decline over 1 year	-20.37%	-12.42%	-7.95%
Max Drawdown (3Y) Largest decline over 3 years	-29.81%	-18.29%	-11.52%
Max Drawdown (5Y) Largest decline over 5 years	-44.32%	-44.46%	+0.14%
Max Drawdown (10Y) Largest decline over 10 years	-44.32%	-44.61%	+0.29%
Current Drawdown Current decline from peak	-10.61%	-2.08%	-8.53%
Average Drawdown Average peak-to-trough decline	-13.01%	-30.66%	+17.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.72%	3.57%	+2.15%

Volatility

GOOGL vs. XXSC.L - Volatility Comparison

Alphabet Inc. Class A (GOOGL) has a higher volatility of 7.24% compared to Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) at 4.44%. This indicates that GOOGL's price experiences larger fluctuations and is considered to be riskier than XXSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GOOGL	XXSC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.24%	4.44%	+2.80%
Volatility (6M) Calculated over the trailing 6-month period	20.82%	12.33%	+8.49%
Volatility (1Y) Calculated over the trailing 1-year period	29.31%	15.07%	+14.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.33%	23.59%	+7.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.13%	21.38%	+7.75%

Dividends

GOOGL vs. XXSC.L - Dividend Comparison

GOOGL's dividend yield for the trailing twelve months is around 0.24%, while XXSC.L has not paid dividends to shareholders.

Position	TTM	2025	2024
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%
XXSC.L Xtrackers MSCI Europe Small Cap UCITS ETF 1C	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GOOGL and XXSC.L in my portfolio?

GOOGL and XXSC.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.