XDUS.L vs. G500.L
XDUS.L (Xtrackers MSCI USA UCITS ETF 1C) and G500.L (Invesco S&P 500 UCITS ETF GBP Hedged (Acc)) are both exchange-traded funds - XDUS.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while G500.L is a US Equities fund tracking the S&P 500 GBP Daily Hedged Index. Both are passively managed. Over the past 5 years, XDUS.L returned 12.87%/yr vs 11.89%/yr for G500.L. A 0.80 correlation means they provide meaningful diversification when combined. XDUS.L charges 0.07%/yr vs 0.05%/yr for G500.L.
Performance
XDUS.L vs. G500.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with XDUS.L having a 8.97% return and G500.L slightly lower at 8.63%.
XDUS.L
- 1D
- -0.98%
- 1M
- -0.78%
- 6M
- 7.41%
- YTD
- 8.97%
- 1Y
- 19.29%
- 3Y*
- 18.30%
- 5Y*
- 12.87%
- 10Y*
- 14.48%
G500.L
- 1D
- -1.25%
- 1M
- -0.62%
- 6M
- 7.69%
- YTD
- 8.63%
- 1Y
- 19.40%
- 3Y*
- 18.98%
- 5Y*
- 11.89%
- 10Y*
- —
XDUS.L vs. G500.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDUS.L Xtrackers MSCI USA UCITS ETF 1C | 8.97% | 9.21% | 27.38% | 20.65% | -10.42% | 28.96% | 12.84% |
G500.L Invesco S&P 500 UCITS ETF GBP Hedged (Acc) | 8.63% | 17.45% | 24.98% | 24.88% | -19.98% | 28.95% | 20.65% |
Correlation
The correlation between XDUS.L and G500.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2020 | 0.80 |
The correlation between XDUS.L and G500.L has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.
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Return for Risk
XDUS.L vs. G500.L — Risk / Return Rank
XDUS.L
G500.L
XDUS.L vs. G500.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (G500.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.
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.
| XDUS.L | G500.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.29 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 2.35 | +0.21 |
| Martin ratioReturn relative to average drawdown | 8.87 | 9.47 | -0.60 |
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Drawdowns
XDUS.L vs. G500.L - Drawdown Comparison
The maximum XDUS.L drawdown since its inception was -25.82%, roughly equal to the maximum G500.L drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for XDUS.L and G500.L.
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Drawdown Indicators
| XDUS.L | G500.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.82% | -25.20% | -0.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -8.21% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -21.51% | -18.22% | -3.29% |
Max Drawdown (5Y)Largest decline over 5 years | -21.51% | -25.20% | +3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -25.82% | — | — |
Current DrawdownCurrent decline from peak | -1.88% | -1.81% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -5.31% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 2.04% | +0.13% |
Volatility
XDUS.L vs. G500.L - Volatility Comparison
Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and Invesco S&P 500 UCITS ETF GBP Hedged (Acc) (G500.L) have volatilities of 3.15% and 3.04%, 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
| XDUS.L | G500.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 3.04% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.01% | 9.37% | -1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 12.11% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 16.00% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 15.87% | -0.25% |
XDUS.L vs. G500.L - Expense Ratio Comparison
XDUS.L has a 0.07% expense ratio, which is higher than G500.L's 0.05% 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
XDUS.L vs. G500.L - Dividend Comparison
Neither XDUS.L nor G500.L has paid dividends to shareholders.
Frequently Asked Questions
XDUS.L and G500.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, G500.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
G500.L is cheaper with a 0.05% expense ratio, compared with 0.07% for XDUS.L.
XDUS.L is categorized as Large Cap Blend Equities, while G500.L is US Equities. XDUS.L tracks Russell 1000 TR USD, while G500.L tracks S&P 500 GBP Daily Hedged Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.07% for XDUS.L and 0.05% for G500.L.
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