XDUS.L vs. GPSA.L
Compare and contrast key facts about Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L).
XDUS.L and GPSA.L 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. GPSA.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 19, 2018. Both XDUS.L and GPSA.L 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 GPSA.L.
Key characteristics
| XDUS.L | GPSA.L | |
|---|---|---|
| YTD Return | 18.93% | 19.67% |
| 1Y Return | 27.70% | 29.28% |
| 3Y Return (Ann) | 9.05% | 9.56% |
| 5Y Return (Ann) | 14.46% | 9.68% |
| Sharpe Ratio | 2.42 | 0.83 |
| Sortino Ratio | 3.35 | 1.42 |
| Omega Ratio | 1.46 | 1.40 |
| Calmar Ratio | 4.01 | 1.37 |
| Martin Ratio | 16.28 | 2.86 |
| Ulcer Index | 1.61% | 9.64% |
| Daily Std Dev | 10.83% | 33.05% |
| Max Drawdown | -25.82% | -34.83% |
| Current Drawdown | -1.45% | -1.37% |
Correlation
The correlation between XDUS.L and GPSA.L is 0.92, 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.
Performance
XDUS.L vs. GPSA.L - Performance Comparison
The year-to-date returns for both investments are quite close, with XDUS.L having a 18.93% return and GPSA.L slightly higher at 19.67%. 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. GPSA.L - Expense Ratio Comparison
Both XDUS.L and GPSA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XDUS.L vs. GPSA.L - 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 ESG Screened UCITS ETF USD (Acc) (GPSA.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.
Dividends
XDUS.L vs. GPSA.L - Dividend Comparison
Neither XDUS.L nor GPSA.L has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GPSA.L iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XDUS.L vs. GPSA.L - Drawdown Comparison
The maximum XDUS.L drawdown since its inception was -25.82%, smaller than the maximum GPSA.L drawdown of -34.83%. Use the drawdown chart below to compare losses from any high point for XDUS.L and GPSA.L. For additional features, visit the drawdowns tool.
Volatility
XDUS.L vs. GPSA.L - Volatility Comparison
The current volatility for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) is 2.44%, while iShares MSCI USA ESG Screened UCITS ETF USD (Acc) (GPSA.L) has a volatility of 2.68%. This indicates that XDUS.L experiences smaller price fluctuations and is considered to be less risky than GPSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.