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USCA vs. USCL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USCA vs. USCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Climate Action Equity ETF (USCA) and Ishares Climate Conscious & Transition MSCI USA ETF (USCL). The values are adjusted to include any dividend payments, if applicable.

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USCA vs. USCL - Yearly Performance Comparison


2026 (YTD)202520242023
USCA
Xtrackers MSCI USA Climate Action Equity ETF
-6.46%14.24%27.24%12.74%
USCL
Ishares Climate Conscious & Transition MSCI USA ETF
-6.39%14.26%27.04%12.71%

Returns By Period

The year-to-date returns for both investments are quite close, with USCA having a -6.46% return and USCL slightly higher at -6.39%.


USCA

1D
2.68%
1M
-4.55%
YTD
-6.46%
6M
-4.63%
1Y
11.68%
3Y*
5Y*
10Y*

USCL

1D
2.77%
1M
-4.54%
YTD
-6.39%
6M
-4.62%
1Y
11.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USCA vs. USCL - Expense Ratio Comparison

USCA has a 0.07% expense ratio, which is lower than USCL's 0.08% 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%.


Return for Risk

USCA vs. USCL — Risk / Return Rank

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

USCA
USCA Risk / Return Rank: 3939
Overall Rank
USCA Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
USCA Sortino Ratio Rank: 3737
Sortino Ratio Rank
USCA Omega Ratio Rank: 3939
Omega Ratio Rank
USCA Calmar Ratio Rank: 3939
Calmar Ratio Rank
USCA Martin Ratio Rank: 4343
Martin Ratio Rank

USCL
USCL Risk / Return Rank: 4141
Overall Rank
USCL Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
USCL Sortino Ratio Rank: 3939
Sortino Ratio Rank
USCL Omega Ratio Rank: 4141
Omega Ratio Rank
USCL Calmar Ratio Rank: 4343
Calmar Ratio Rank
USCL Martin Ratio Rank: 4545
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.

USCA vs. USCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Climate Action Equity ETF (USCA) and Ishares Climate Conscious & Transition MSCI USA ETF (USCL). 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.


USCAUSCLDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.65

0.00

Sortino ratio

Return per unit of downside risk

1.05

1.05

0.00

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

1.01

1.03

-0.02

Martin ratio

Return relative to average drawdown

4.11

4.13

-0.02

USCA vs. USCL - Sharpe Ratio Comparison

The current USCA Sharpe Ratio is 0.65, which is comparable to the USCL Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of USCA and USCL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USCAUSCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

0.65

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

1.20

1.10

+0.10

Correlation

The correlation between USCA and USCL 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.


Dividends

USCA vs. USCL - Dividend Comparison

USCA's dividend yield for the trailing twelve months is around 1.24%, which matches USCL's 1.23% yield.


Drawdowns

USCA vs. USCL - Drawdown Comparison

The maximum USCA drawdown since its inception was -19.14%, roughly equal to the maximum USCL drawdown of -19.00%. Use the drawdown chart below to compare losses from any high point for USCA and USCL.


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Drawdown Indicators


USCAUSCLDifference

Max Drawdown

Largest peak-to-trough decline

-19.14%

-19.00%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-12.18%

-11.94%

-0.24%

Current Drawdown

Current decline from peak

-7.79%

-7.75%

-0.04%

Average Drawdown

Average peak-to-trough decline

-2.21%

-2.33%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.98%

0.00%

Volatility

USCA vs. USCL - Volatility Comparison

Xtrackers MSCI USA Climate Action Equity ETF (USCA) and Ishares Climate Conscious & Transition MSCI USA ETF (USCL) have volatilities of 5.16% and 5.19%, 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.


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Volatility by Period


USCAUSCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

5.19%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

9.68%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.16%

18.07%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

15.04%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

15.04%

-0.10%