XDUS.L vs. EUSA
Compare and contrast key facts about Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and iShares MSCI USA Equal Weighted ETF (EUSA).
XDUS.L and EUSA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on May 9, 2014. EUSA is a passively managed fund by iShares that tracks the performance of the MSCI USA Index. It was launched on May 5, 2010. Both XDUS.L and EUSA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDUS.L or EUSA.
Key characteristics
| XDUS.L | EUSA | |
|---|---|---|
| YTD Return | 25.47% | 20.03% |
| 1Y Return | 32.31% | 36.47% |
| 3Y Return (Ann) | 11.01% | 5.18% |
| 5Y Return (Ann) | 15.75% | 12.07% |
| 10Y Return (Ann) | 15.42% | 10.62% |
| Sharpe Ratio | 2.80 | 3.08 |
| Sortino Ratio | 3.97 | 4.23 |
| Omega Ratio | 1.54 | 1.55 |
| Calmar Ratio | 4.87 | 2.50 |
| Martin Ratio | 19.77 | 17.91 |
| Ulcer Index | 1.61% | 2.13% |
| Daily Std Dev | 11.31% | 12.35% |
| Max Drawdown | -25.82% | -39.16% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XDUS.L and EUSA is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XDUS.L vs. EUSA - Performance Comparison
In the year-to-date period, XDUS.L achieves a 25.47% return, which is significantly higher than EUSA's 20.03% return. Over the past 10 years, XDUS.L has outperformed EUSA with an annualized return of 15.42%, while EUSA has yielded a comparatively lower 10.62% 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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XDUS.L vs. EUSA - Expense Ratio Comparison
XDUS.L has a 0.07% expense ratio, which is lower than EUSA's 0.15% 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%.
Risk-Adjusted Performance
XDUS.L vs. EUSA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and iShares MSCI USA Equal Weighted ETF (EUSA). 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.
Dividends
XDUS.L vs. EUSA - Dividend Comparison
XDUS.L has not paid dividends to shareholders, while EUSA's dividend yield for the trailing twelve months is around 1.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDUS.L Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% | 0.00% |
EUSA iShares MSCI USA Equal Weighted ETF | 1.39% | 1.53% | 1.73% | 1.23% | 1.45% | 1.49% | 2.01% | 1.50% | 1.59% | 2.21% | 1.91% | 1.97% |
Drawdowns
XDUS.L vs. EUSA - Drawdown Comparison
The maximum XDUS.L drawdown since its inception was -25.82%, smaller than the maximum EUSA drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for XDUS.L and EUSA. For additional features, visit the drawdowns tool.
Volatility
XDUS.L vs. EUSA - Volatility Comparison
The current volatility for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) is 3.31%, while iShares MSCI USA Equal Weighted ETF (EUSA) has a volatility of 3.59%. This indicates that XDUS.L experiences smaller price fluctuations and is considered to be less risky than EUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.