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XD9E.DE vs. USCP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XD9E.DE vs. USCP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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, XD9E.DE achieves a 7.69% return, which is significantly higher than USCP.DE's 5.34% return.


XD9E.DE

1D
0.17%
1M
-0.94%
6M
8.68%
YTD
7.69%
1Y
17.37%
3Y*
17.80%
5Y*
9.77%
10Y*

USCP.DE

1D
0.23%
1M
5.49%
6M
6.30%
YTD
5.34%
1Y
9.18%
3Y*
9.98%
5Y*
9.71%
10Y*
13.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XD9E.DE vs. USCP.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XD9E.DE
Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc)
7.69%14.99%22.93%24.29%-23.21%26.83%18.09%27.42%-7.23%
USCP.DE
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)
5.34%-3.26%22.70%25.56%-10.80%38.73%7.54%33.98%3.19%

Correlation

The correlation between XD9E.DE and USCP.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.61

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

0.74

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2018

0.78

Over the past year, the correlation between XD9E.DE and USCP.DE has dropped to 0.48 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

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Return for Risk

XD9E.DE vs. USCP.DE — Risk / Return Rank

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

XD9E.DE
XD9E.DE Risk / Return Rank: 5050
Overall Rank
XD9E.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XD9E.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XD9E.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XD9E.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
XD9E.DE Martin Ratio Rank: 5454
Martin Ratio Rank

USCP.DE
USCP.DE Risk / Return Rank: 2828
Overall Rank
USCP.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USCP.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
USCP.DE Omega Ratio Rank: 2525
Omega Ratio Rank
USCP.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
USCP.DE Martin Ratio Rank: 3131
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.

XD9E.DE vs. USCP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) and Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XD9E.DEUSCP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.26

1.16

+0.10

Calmar ratioReturn relative to maximum drawdown

1.96

1.30

+0.66

Martin ratioReturn relative to average drawdown

7.74

3.85

+3.89

XD9E.DE vs. USCP.DE - Sharpe Ratio Comparison

The current XD9E.DE Sharpe Ratio is 1.42, which is higher than the USCP.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of XD9E.DE and USCP.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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Drawdowns

XD9E.DE vs. USCP.DE - Drawdown Comparison

The maximum XD9E.DE drawdown since its inception was -34.71%, roughly equal to the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for XD9E.DE and USCP.DE.


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Drawdown Indicators


XD9E.DEUSCP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.71%

-34.80%

+0.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-7.04%

-1.78%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-19.22%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.10%

-19.22%

-7.88%

Max Drawdown (10Y)

Largest decline over 10 years

-34.80%

Current Drawdown

Current decline from peak

-1.50%

-3.57%

+2.07%

Average Drawdown

Average peak-to-trough decline

-6.09%

-4.88%

-1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.38%

-0.14%

Volatility

XD9E.DE vs. USCP.DE - Volatility Comparison

Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) has a higher volatility of 4.08% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 2.85%. This indicates that XD9E.DE's price experiences larger fluctuations and is considered to be riskier than USCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XD9E.DEUSCP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

2.85%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

7.48%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

10.18%

+2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.29%

14.48%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.46%

16.10%

+1.36%

XD9E.DE vs. USCP.DE - Expense Ratio Comparison

XD9E.DE has a 0.12% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.


Dividends

XD9E.DE vs. USCP.DE - Dividend Comparison

Neither XD9E.DE nor USCP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XD9E.DE and USCP.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XD9E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XD9E.DE is cheaper with a 0.12% expense ratio, compared with 0.65% for USCP.DE.

XD9E.DE tracks MSCI USA Index (EUR Hedged), while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: Xtrackers and Natixis. Their fees differ too: 0.12% for XD9E.DE and 0.65% for USCP.DE.

Portfolio Optimizer

Find the right allocation for XD9E.DE and USCP.DE

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