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XDDX.L vs. CS1.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDDX.L vs. CS1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L). The values are adjusted to include any dividend payments, if applicable.

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XDDX.L vs. CS1.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDDX.L
Xtrackers DAX ESG Screened UCITS ETF 1D
-5.33%24.81%11.28%17.04%-8.48%7.86%9.39%16.41%-17.15%16.44%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
1.68%62.63%14.12%24.14%4.89%0.59%-7.48%8.06%-11.27%15.93%

Returns By Period

In the year-to-date period, XDDX.L achieves a -5.33% return, which is significantly lower than CS1.L's 1.68% return. Over the past 10 years, XDDX.L has underperformed CS1.L with an annualized return of 8.83%, while CS1.L has yielded a comparatively higher 11.92% annualized return.


XDDX.L

1D
-0.50%
1M
-2.97%
YTD
-5.33%
6M
-3.14%
1Y
6.47%
3Y*
11.60%
5Y*
7.76%
10Y*
8.83%

CS1.L

1D
0.00%
1M
3.35%
YTD
1.68%
6M
14.69%
1Y
41.80%
3Y*
28.05%
5Y*
20.15%
10Y*
11.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDDX.L vs. CS1.L - Expense Ratio Comparison

XDDX.L has a 0.09% expense ratio, which is lower than CS1.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XDDX.L vs. CS1.L — Risk / Return Rank

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

XDDX.L
XDDX.L Risk / Return Rank: 2222
Overall Rank
XDDX.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XDDX.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XDDX.L Omega Ratio Rank: 2020
Omega Ratio Rank
XDDX.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XDDX.L Martin Ratio Rank: 2525
Martin Ratio Rank

CS1.L
CS1.L Risk / Return Rank: 9393
Overall Rank
CS1.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
CS1.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
CS1.L Omega Ratio Rank: 9494
Omega Ratio Rank
CS1.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CS1.L Martin Ratio Rank: 9393
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.

XDDX.L vs. CS1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) and Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.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.


XDDX.LCS1.LDifference

Sharpe ratio

Return per unit of total volatility

0.39

2.40

-2.00

Sortino ratio

Return per unit of downside risk

0.63

2.93

-2.29

Omega ratio

Gain probability vs. loss probability

1.09

1.45

-0.37

Calmar ratio

Return relative to maximum drawdown

0.72

4.07

-3.35

Martin ratio

Return relative to average drawdown

2.52

14.84

-12.32

XDDX.L vs. CS1.L - Sharpe Ratio Comparison

The current XDDX.L Sharpe Ratio is 0.39, which is lower than the CS1.L Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of XDDX.L and CS1.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


XDDX.LCS1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

2.40

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

1.21

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.65

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.47

-0.05

Correlation

The correlation between XDDX.L and CS1.L is 0.75, 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.


Dividends

XDDX.L vs. CS1.L - Dividend Comparison

XDDX.L's dividend yield for the trailing twelve months is around 2.52%, while CS1.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XDDX.L
Xtrackers DAX ESG Screened UCITS ETF 1D
2.52%2.39%2.75%3.30%5.08%2.13%3.09%2.87%2.26%2.08%1.31%1.06%
CS1.L
Amundi ETF MSCI Spain UCITS ETF EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XDDX.L vs. CS1.L - Drawdown Comparison

The maximum XDDX.L drawdown since its inception was -35.15%, smaller than the maximum CS1.L drawdown of -38.87%. Use the drawdown chart below to compare losses from any high point for XDDX.L and CS1.L.


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Drawdown Indicators


XDDX.LCS1.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.15%

-38.87%

+3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-13.08%

-10.34%

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.84%

-18.82%

-5.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

-38.87%

+3.72%

Current Drawdown

Current decline from peak

-9.93%

-5.21%

-4.72%

Average Drawdown

Average peak-to-trough decline

-6.65%

-10.44%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

2.84%

+0.91%

Volatility

XDDX.L vs. CS1.L - Volatility Comparison

The current volatility for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.L) is 6.08%, while Amundi ETF MSCI Spain UCITS ETF EUR (C) (CS1.L) has a volatility of 6.78%. This indicates that XDDX.L experiences smaller price fluctuations and is considered to be less risky than CS1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDDX.LCS1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

6.78%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

11.37%

12.53%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.37%

17.37%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

16.60%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

18.47%

-0.51%