XASX.L vs. LCUK.L
Compare and contrast key facts about Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L).
XASX.L and LCUK.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both XASX.L and LCUK.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: XASX.L or LCUK.L.
Key characteristics
| XASX.L | LCUK.L | |
|---|---|---|
| YTD Return | 9.31% | 7.03% |
| 1Y Return | 15.30% | 12.86% |
| 3Y Return (Ann) | 4.57% | 5.59% |
| 5Y Return (Ann) | 4.19% | 4.97% |
| Sharpe Ratio | 1.32 | 1.10 |
| Sortino Ratio | 1.92 | 1.59 |
| Omega Ratio | 1.23 | 1.21 |
| Calmar Ratio | 2.25 | 2.39 |
| Martin Ratio | 8.52 | 7.14 |
| Ulcer Index | 1.65% | 1.71% |
| Daily Std Dev | 10.65% | 11.06% |
| Max Drawdown | -45.50% | -35.54% |
| Current Drawdown | -4.43% | -3.98% |
Correlation
The correlation between XASX.L and LCUK.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
XASX.L vs. LCUK.L - Performance Comparison
In the year-to-date period, XASX.L achieves a 9.31% return, which is significantly higher than LCUK.L's 7.03% 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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XASX.L vs. LCUK.L - Expense Ratio Comparison
XASX.L has a 0.18% expense ratio, which is higher than LCUK.L's 0.04% expense ratio. However, 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
XASX.L vs. LCUK.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.L) and Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.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
XASX.L vs. LCUK.L - Dividend Comparison
XASX.L's dividend yield for the trailing twelve months is around 5.22%, more than LCUK.L's 2.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XASX.L Xtrackers MSCI UK ESG UCITS ETF 1D | 5.22% | 3.39% | 6.09% | 2.50% | 5.94% | 3.73% | 4.36% | 3.72% | 3.77% | 0.39% | 3.04% | 2.98% |
LCUK.L Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist | 2.85% | 3.05% | 3.94% | 3.85% | 3.00% | 3.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XASX.L vs. LCUK.L - Drawdown Comparison
The maximum XASX.L drawdown since its inception was -45.50%, which is greater than LCUK.L's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for XASX.L and LCUK.L. For additional features, visit the drawdowns tool.
Volatility
XASX.L vs. LCUK.L - Volatility Comparison
Xtrackers MSCI UK ESG UCITS ETF 1D (XASX.L) has a higher volatility of 4.66% compared to Lyxor Core UK Equity All Cap (DR) UCITS ETF - Dist (LCUK.L) at 4.14%. This indicates that XASX.L's price experiences larger fluctuations and is considered to be riskier than LCUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.