LCUK.L vs. XASX.L
Compare and contrast key facts about Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) and Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.L).
LCUK.L and XASX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCUK.L is a passively managed fund by Amundi that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 27, 2018. XASX.L is a passively managed fund by Xtrackers that tracks the performance of the FTSE AllSh TR GBP. It was launched on Jun 15, 2007. Both LCUK.L and XASX.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: LCUK.L or XASX.L.
Key characteristics
| LCUK.L | XASX.L | |
|---|---|---|
| YTD Return | 7.11% | 9.18% |
| 1Y Return | 12.28% | 14.35% |
| 3Y Return (Ann) | 5.61% | 4.53% |
| 5Y Return (Ann) | 4.97% | 4.15% |
| Sharpe Ratio | 1.06 | 1.30 |
| Sortino Ratio | 1.54 | 1.90 |
| Omega Ratio | 1.20 | 1.23 |
| Calmar Ratio | 2.30 | 2.23 |
| Martin Ratio | 6.81 | 8.43 |
| Ulcer Index | 1.73% | 1.65% |
| Daily Std Dev | 11.03% | 10.66% |
| Max Drawdown | -35.54% | -45.50% |
| Current Drawdown | -3.91% | -4.55% |
Correlation
The correlation between LCUK.L and XASX.L is 0.95, 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
LCUK.L vs. XASX.L - Performance Comparison
In the year-to-date period, LCUK.L achieves a 7.11% return, which is significantly lower than XASX.L's 9.18% return. 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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LCUK.L vs. XASX.L - Expense Ratio Comparison
LCUK.L has a 0.04% expense ratio, which is lower than XASX.L's 0.18% 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%.
Risk-Adjusted Performance
LCUK.L vs. XASX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) and Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.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
LCUK.L vs. XASX.L - Dividend Comparison
LCUK.L's dividend yield for the trailing twelve months is around 2.84%, less than XASX.L's 5.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCUK.L Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 2.84% | 3.05% | 3.94% | 3.85% | 3.00% | 3.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XASX.L Xtrackers MSCI UK ESG UCITS ETF 1D | 5.27% | 3.39% | 6.09% | 2.50% | 5.94% | 3.73% | 4.36% | 3.72% | 3.77% | 0.39% | 3.04% | 2.98% |
Drawdowns
LCUK.L vs. XASX.L - Drawdown Comparison
The maximum LCUK.L drawdown since its inception was -35.54%, smaller than the maximum XASX.L drawdown of -45.50%. Use the drawdown chart below to compare losses from any high point for LCUK.L and XASX.L. For additional features, visit the drawdowns tool.
Volatility
LCUK.L vs. XASX.L - Volatility Comparison
The current volatility for Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) is 4.14%, while Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.L) has a volatility of 4.66%. This indicates that LCUK.L experiences smaller price fluctuations and is considered to be less risky than XASX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.