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LEER.DE vs. XGSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEER.DE vs. XGSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) 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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Different Trading Currencies

LEER.DE is traded in EUR, while XGSD.L is traded in GBp. To make them comparable, the XGSD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LEER.DE achieves a 19.93% return, which is significantly higher than XGSD.L's 15.18% return. Over the past 10 years, LEER.DE has outperformed XGSD.L with an annualized return of 11.69%, while XGSD.L has yielded a comparatively lower 9.46% annualized return.


LEER.DE

1D
3.17%
1M
5.04%
YTD
19.93%
6M
24.39%
1Y
46.18%
3Y*
31.60%
5Y*
17.19%
10Y*
11.69%

XGSD.L

1D
1.25%
1M
2.78%
YTD
15.18%
6M
16.79%
1Y
31.08%
3Y*
19.16%
5Y*
11.13%
10Y*
9.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEER.DE vs. XGSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
19.93%53.95%4.13%41.71%-21.18%20.41%-18.42%1.30%-8.37%30.59%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
15.18%18.96%14.36%5.00%-1.10%22.32%-8.65%23.62%-6.77%2.79%

Correlation

The correlation between LEER.DE and XGSD.L is 0.56, 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

0.56

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

0.53

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

0.54

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

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.48

The correlation between LEER.DE and XGSD.L has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

LEER.DE vs. XGSD.L — Risk / Return Rank

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

LEER.DE
LEER.DE Risk / Return Rank: 7777
Overall Rank
LEER.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 7070
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 7575
Martin Ratio Rank

XGSD.L
XGSD.L Risk / Return Rank: 9696
Overall Rank
XGSD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9696
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9595
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.

LEER.DE vs. XGSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) 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.


LEER.DEXGSD.LDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.37

1.64

-0.27

Calmar ratioReturn relative to maximum drawdown

4.63

8.13

-3.50

Martin ratioReturn relative to average drawdown

12.70

29.12

-16.42

LEER.DE vs. XGSD.L - Sharpe Ratio Comparison

The current LEER.DE Sharpe Ratio is 2.16, which is lower than the XGSD.L Sharpe Ratio of 3.46. The chart below compares the historical Sharpe Ratios of LEER.DE 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

LEER.DE vs. XGSD.L - Drawdown Comparison

The maximum LEER.DE drawdown since its inception was -69.75%, roughly equal to the maximum XGSD.L drawdown of -70.20%. Use the drawdown chart below to compare losses from any high point for LEER.DE and XGSD.L.


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Drawdown Indicators


LEER.DEXGSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-69.75%

-70.20%

+0.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-3.80%

-6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.85%

-13.74%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-43.51%

-13.74%

-29.77%

Max Drawdown (10Y)

Largest decline over 10 years

-48.74%

-38.13%

-10.61%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-30.47%

-15.56%

-14.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

1.06%

+2.57%

Volatility

LEER.DE vs. XGSD.L - Volatility Comparison

Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) has a higher volatility of 6.57% compared to Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) at 2.29%. This indicates that LEER.DE'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


LEER.DEXGSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.57%

2.29%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

17.34%

6.60%

+10.74%

Volatility (1Y)

Calculated over the trailing 1-year period

21.36%

8.97%

+12.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.08%

12.02%

+11.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

14.74%

+7.11%

LEER.DE vs. XGSD.L - Expense Ratio Comparison

Both LEER.DE and XGSD.L have an expense ratio of 0.50%.


Dividends

LEER.DE vs. XGSD.L - Dividend Comparison

LEER.DE has not paid dividends to shareholders, while XGSD.L's dividend yield for the trailing twelve months is around 4.11%.


PositionTTM20252024202320222021202020192018201720162015
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
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
4.11%4.60%6.38%7.51%8.71%4.76%5.34%4.30%4.68%3.56%2.74%2.11%

Frequently Asked Questions


LEER.DE and XGSD.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LEER.DE and XGSD.L have the same expense ratio: 0.50% per year.

LEER.DE is categorized as Emerging Markets Equities, while XGSD.L is Global Equity Income. LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index, while XGSD.L tracks STOXX Global Select Dividend 100. They also come from different issuers: Amundi and Xtrackers.

Portfolio Optimizer

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