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XDUK.L vs. CUKX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDUK.L vs. CUKX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF 1C (XDUK.L) and iShares FTSE 100 UCITS ETF (CUKX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XDUK.L having a 5.82% return and CUKX.L slightly higher at 5.86%. Both investments have delivered pretty close results over the past 10 years, with XDUK.L having a 9.01% annualized return and CUKX.L not far ahead at 9.06%.


XDUK.L

1D
0.13%
1M
1.76%
YTD
5.82%
6M
8.12%
1Y
20.73%
3Y*
14.75%
5Y*
11.68%
10Y*
9.01%

CUKX.L

1D
0.28%
1M
1.51%
YTD
5.86%
6M
8.05%
1Y
21.53%
3Y*
14.63%
5Y*
11.72%
10Y*
9.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDUK.L vs. CUKX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDUK.L
Xtrackers FTSE 100 UCITS ETF 1C
5.82%25.82%9.40%7.51%4.63%17.70%-11.21%17.28%-9.34%12.34%
CUKX.L
iShares FTSE 100 UCITS ETF
5.86%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.05%12.45%

Correlation

The correlation between XDUK.L and CUKX.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 7, 2013

0.96

The correlation between XDUK.L and CUKX.L has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

XDUK.L vs. CUKX.L — Risk / Return Rank

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

XDUK.L
XDUK.L Risk / Return Rank: 5353
Overall Rank
XDUK.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XDUK.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
XDUK.L Omega Ratio Rank: 5959
Omega Ratio Rank
XDUK.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
XDUK.L Martin Ratio Rank: 4747
Martin Ratio Rank

CUKX.L
CUKX.L Risk / Return Rank: 5656
Overall Rank
CUKX.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 6262
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5050
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.

XDUK.L vs. CUKX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF 1C (XDUK.L) and iShares FTSE 100 UCITS ETF (CUKX.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.


XDUK.LCUKX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.24

2.41

-0.17

Martin ratioReturn relative to average drawdown

7.78

8.21

-0.42

XDUK.L vs. CUKX.L - Sharpe Ratio Comparison

The current XDUK.L Sharpe Ratio is 1.87, which is comparable to the CUKX.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of XDUK.L and CUKX.L, 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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Sharpe Ratios by Period


XDUK.LCUKX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.97

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.92

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.53

0.00

Drawdowns

XDUK.L vs. CUKX.L - Drawdown Comparison

The maximum XDUK.L drawdown since its inception was -34.28%, roughly equal to the maximum CUKX.L drawdown of -34.50%. Use the drawdown chart below to compare losses from any high point for XDUK.L and CUKX.L.


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Drawdown Indicators


XDUK.LCUKX.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.28%

-34.50%

+0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-8.89%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-12.88%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-12.84%

-12.88%

+0.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.28%

-34.50%

+0.22%

Current Drawdown

Current decline from peak

-4.10%

-4.15%

+0.05%

Average Drawdown

Average peak-to-trough decline

-4.51%

-4.40%

-0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

2.62%

+0.04%

Volatility

XDUK.L vs. CUKX.L - Volatility Comparison

Xtrackers FTSE 100 UCITS ETF 1C (XDUK.L) and iShares FTSE 100 UCITS ETF (CUKX.L) have volatilities of 4.04% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDUK.LCUKX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.08%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

9.48%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

11.01%

10.87%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

12.71%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

15.08%

+0.03%

XDUK.L vs. CUKX.L - Expense Ratio Comparison

XDUK.L has a 0.09% expense ratio, which is higher than CUKX.L's 0.07% 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%.


Dividends

XDUK.L vs. CUKX.L - Dividend Comparison

Neither XDUK.L nor CUKX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, XDUK.L and CUKX.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.09% for XDUK.L.

XDUK.L tracks FTSE AllSh TR GBP, while CUKX.L tracks FTSE 100 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XDUK.L and 0.07% for CUKX.L.

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