XAUS.L vs. ^GSPC
Compare and contrast key facts about Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and S&P 500 (^GSPC).
XAUS.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI Australia NR USD. It was launched on Jan 17, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XAUS.L or ^GSPC.
Key characteristics
XAUS.L | ^GSPC | |
---|---|---|
YTD Return | 5.13% | 17.79% |
1Y Return | 14.09% | 26.42% |
3Y Return (Ann) | 6.30% | 8.24% |
5Y Return (Ann) | 6.91% | 13.48% |
10Y Return (Ann) | 10.04% | 10.85% |
Sharpe Ratio | 1.21 | 2.06 |
Daily Std Dev | 15.48% | 12.69% |
Max Drawdown | -51.15% | -56.78% |
Current Drawdown | -0.81% | -0.86% |
Correlation
The correlation between XAUS.L and ^GSPC is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XAUS.L vs. ^GSPC - Performance Comparison
In the year-to-date period, XAUS.L achieves a 5.13% return, which is significantly lower than ^GSPC's 17.79% return. Over the past 10 years, XAUS.L has underperformed ^GSPC with an annualized return of 10.04%, while ^GSPC has yielded a comparatively higher 10.85% annualized 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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Risk-Adjusted Performance
XAUS.L vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) and S&P 500 (^GSPC). 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.
Drawdowns
XAUS.L vs. ^GSPC - Drawdown Comparison
The maximum XAUS.L drawdown since its inception was -51.15%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XAUS.L and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
XAUS.L vs. ^GSPC - Volatility Comparison
Xtrackers S&P/ASX 200 UCITS ETF 1D (XAUS.L) has a higher volatility of 4.84% compared to S&P 500 (^GSPC) at 3.98%. This indicates that XAUS.L's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.