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USPY.DE vs. XMOV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USPY.DE vs. XMOV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Cyber Security UCITS ETF (USPY.DE) and Xtrackers Future Mobility UCITS ETF (XMOV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USPY.DE achieves a 39.75% return, which is significantly higher than XMOV.DE's 27.31% return.


USPY.DE

1D
-2.26%
1M
27.75%
YTD
39.75%
6M
33.58%
1Y
33.48%
3Y*
25.52%
5Y*
12.91%
10Y*
16.69%

XMOV.DE

1D
-2.17%
1M
9.88%
YTD
27.31%
6M
25.74%
1Y
51.46%
3Y*
24.46%
5Y*
13.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USPY.DE vs. XMOV.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
USPY.DE
L&G Cyber Security UCITS ETF
39.75%-3.37%24.35%37.43%-28.72%17.01%28.64%13.96%
XMOV.DE
Xtrackers Future Mobility UCITS ETF
27.31%14.79%20.92%46.97%-25.82%22.52%13.89%9.99%

Correlation

The correlation between USPY.DE and XMOV.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

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

0.52

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

0.57

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2019

0.56

Over the past year, the correlation between USPY.DE and XMOV.DE has dropped to 0.35 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

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Return for Risk

USPY.DE vs. XMOV.DE — Risk / Return Rank

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

USPY.DE
USPY.DE Risk / Return Rank: 3535
Overall Rank
USPY.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USPY.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
USPY.DE Omega Ratio Rank: 3838
Omega Ratio Rank
USPY.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
USPY.DE Martin Ratio Rank: 3131
Martin Ratio Rank

XMOV.DE
XMOV.DE Risk / Return Rank: 8181
Overall Rank
XMOV.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
XMOV.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
XMOV.DE Omega Ratio Rank: 7777
Omega Ratio Rank
XMOV.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
XMOV.DE Martin Ratio Rank: 8585
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.

USPY.DE vs. XMOV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Cyber Security UCITS ETF (USPY.DE) and Xtrackers Future Mobility UCITS ETF (XMOV.DE). 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.


USPY.DEXMOV.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.25

1.45

-0.20

Calmar ratioReturn relative to maximum drawdown

1.70

4.71

-3.01

Martin ratioReturn relative to average drawdown

4.56

17.12

-12.56

USPY.DE vs. XMOV.DE - Sharpe Ratio Comparison

The current USPY.DE Sharpe Ratio is 1.26, which is lower than the XMOV.DE Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of USPY.DE and XMOV.DE, 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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Sharpe Ratios by Period


USPY.DEXMOV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.57

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.72

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.76

-0.13

Drawdowns

USPY.DE vs. XMOV.DE - Drawdown Comparison

The maximum USPY.DE drawdown since its inception was -34.32%, roughly equal to the maximum XMOV.DE drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for USPY.DE and XMOV.DE.


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Drawdown Indicators


USPY.DEXMOV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.32%

-34.78%

+0.46%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-10.87%

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-30.52%

-24.70%

-5.82%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-30.32%

-3.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

Current Drawdown

Current decline from peak

-2.26%

-2.17%

-0.09%

Average Drawdown

Average peak-to-trough decline

-9.91%

-7.53%

-2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

3.00%

+4.32%

Volatility

USPY.DE vs. XMOV.DE - Volatility Comparison

L&G Cyber Security UCITS ETF (USPY.DE) has a higher volatility of 10.03% compared to Xtrackers Future Mobility UCITS ETF (XMOV.DE) at 8.84%. This indicates that USPY.DE's price experiences larger fluctuations and is considered to be riskier than XMOV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USPY.DEXMOV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.03%

8.84%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

15.94%

+6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

26.36%

19.94%

+6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

19.34%

+5.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.91%

20.77%

+2.14%

USPY.DE vs. XMOV.DE - Expense Ratio Comparison

USPY.DE has a 0.69% expense ratio, which is higher than XMOV.DE's 0.35% expense ratio.


Dividends

USPY.DE vs. XMOV.DE - Dividend Comparison

Neither USPY.DE nor XMOV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USPY.DE and XMOV.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMOV.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMOV.DE is cheaper with a 0.35% expense ratio, compared with 0.69% for USPY.DE.

USPY.DE tracks ISE Cyber Security UCITS, while XMOV.DE tracks Nasdaq Global Future Mobility. They also come from different issuers: Legal & General and Xtrackers. Their fees differ too: 0.69% for USPY.DE and 0.35% for XMOV.DE.

Portfolio Optimizer

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