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XCX6.L vs. XUIN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCX6.L vs. XUIN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI China UCITS ETF 1C (XCX6.L) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L). The values are adjusted to include any dividend payments, if applicable.

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XCX6.L vs. XUIN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XCX6.L
Xtrackers MSCI China UCITS ETF 1C
-6.07%22.42%20.57%-17.10%-13.36%-26.93%
XUIN.L
Xtrackers MSCI USA Industrials UCITS ETF 1D
8.00%9.77%19.17%14.89%4.22%22.62%
Different Trading Currencies

XCX6.L is traded in GBp, while XUIN.L is traded in USD. To make them comparable, the XUIN.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCX6.L achieves a -6.07% return, which is significantly lower than XUIN.L's 8.00% return.


XCX6.L

1D
0.88%
1M
-3.05%
YTD
-6.07%
6M
-13.00%
1Y
1.50%
3Y*
4.12%
5Y*
-4.79%
10Y*
5.47%

XUIN.L

1D
3.36%
1M
-5.77%
YTD
8.00%
6M
9.42%
1Y
23.26%
3Y*
16.93%
5Y*
13.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCX6.L vs. XUIN.L - Expense Ratio Comparison

XCX6.L has a 0.65% expense ratio, which is higher than XUIN.L's 0.12% expense ratio.


Return for Risk

XCX6.L vs. XUIN.L — Risk / Return Rank

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

XCX6.L
XCX6.L Risk / Return Rank: 1414
Overall Rank
XCX6.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XCX6.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XCX6.L Omega Ratio Rank: 1313
Omega Ratio Rank
XCX6.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
XCX6.L Martin Ratio Rank: 1515
Martin Ratio Rank

XUIN.L
XUIN.L Risk / Return Rank: 7676
Overall Rank
XUIN.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
XUIN.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
XUIN.L Omega Ratio Rank: 7373
Omega Ratio Rank
XUIN.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
XUIN.L Martin Ratio Rank: 7979
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.

XCX6.L vs. XUIN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI China UCITS ETF 1C (XCX6.L) and Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.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.


XCX6.LXUIN.LDifference

Sharpe ratio

Return per unit of total volatility

0.07

1.32

-1.24

Sortino ratio

Return per unit of downside risk

0.24

1.87

-1.63

Omega ratio

Gain probability vs. loss probability

1.03

1.24

-0.21

Calmar ratio

Return relative to maximum drawdown

0.17

2.51

-2.34

Martin ratio

Return relative to average drawdown

0.44

8.28

-7.85

XCX6.L vs. XUIN.L - Sharpe Ratio Comparison

The current XCX6.L Sharpe Ratio is 0.07, which is lower than the XUIN.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XCX6.L and XUIN.L, 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


XCX6.LXUIN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.32

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.79

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.89

-0.74

Correlation

The correlation between XCX6.L and XUIN.L is 0.20, 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.


Dividends

XCX6.L vs. XUIN.L - Dividend Comparison

XCX6.L has not paid dividends to shareholders, while XUIN.L's dividend yield for the trailing twelve months is around 0.97%.


TTM2025202420232022
XCX6.L
Xtrackers MSCI China UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%
XUIN.L
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.97%1.01%1.12%1.17%0.63%

Drawdowns

XCX6.L vs. XUIN.L - Drawdown Comparison

The maximum XCX6.L drawdown since its inception was -57.08%, which is greater than XUIN.L's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for XCX6.L and XUIN.L.


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Drawdown Indicators


XCX6.LXUIN.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.08%

-21.71%

-35.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.43%

-12.90%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-50.24%

-21.71%

-28.53%

Max Drawdown (10Y)

Largest decline over 10 years

-57.08%

Current Drawdown

Current decline from peak

-33.06%

-6.82%

-26.24%

Average Drawdown

Average peak-to-trough decline

-20.78%

-4.64%

-16.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.48%

2.65%

+3.83%

Volatility

XCX6.L vs. XUIN.L - Volatility Comparison

The current volatility for Xtrackers MSCI China UCITS ETF 1C (XCX6.L) is 5.87%, while Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) has a volatility of 6.48%. This indicates that XCX6.L experiences smaller price fluctuations and is considered to be less risky than XUIN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCX6.LXUIN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

6.48%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.26%

10.62%

+2.64%

Volatility (1Y)

Calculated over the trailing 1-year period

20.59%

17.63%

+2.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.72%

16.83%

+10.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.24%

16.96%

+8.28%