XDUS.L vs. VIA

Last updated Jun 5, 2026

XDUS.L (Xtrackers MSCI USA UCITS ETF 1C) is Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while VIA (Via Renewables, Inc.) is a stock. At a 0.26 correlation, their price movements are largely independent.

Performance

XDUS.L vs. VIA - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and Via Renewables, Inc. (VIA). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XDUS.L is traded in GBp, while VIA is traded in USD. To make them comparable, the VIA values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDUS.L achieves a 10.50% return, which is significantly higher than VIA's -47.11% return.

XDUS.L

• 1D: 0.05%
• 1M: 5.63%
• YTD: 10.50%
• 6M: 10.29%
• 1Y: 28.78%
• 3Y*: 19.16%
• 5Y*: 14.56%
• 10Y*: 16.05%

VIA

• 1D: 1.13%
• 1M: -6.94%
• YTD: -47.11%
• 6M: -54.18%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDUS.L vs. VIA - Yearly Performance Comparison

	2026 (YTD)	2025
XDUS.L Xtrackers MSCI USA UCITS ETF 1C	10.50%	5.41%
VIA Via Renewables, Inc.	-47.11%	-41.00%

Correlation

The correlation between XDUS.L and VIA is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025	0.26

Return for Risk

XDUS.L vs. VIA — Risk / Return Rank

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

XDUS.L

XDUS.L Risk / Return Rank: 79
XDUS.L Sharpe Ratio Rank: 83
XDUS.L Sortino Ratio Rank: 81
XDUS.L Omega Ratio Rank: 84
XDUS.L Calmar Ratio Rank: 76
XDUS.L Martin Ratio Rank: 73

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.

XDUS.L vs. VIA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XDUS.L) and Via Renewables, Inc. (VIA). 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.

	XDUS.L	VIA	Difference
Sharpe ratio: Return per unit of total volatility	2.68	—	—
Sortino ratio: Return per unit of downside risk	3.59	—	—
Omega ratio: Gain probability vs. loss probability	1.50	—	—
Calmar ratio: Return relative to maximum drawdown	3.82	—	—
Martin ratio: Return relative to average drawdown	13.55	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XDUS.L	VIA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.00	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.08	-1.11	+2.19

Drawdowns

XDUS.L vs. VIA - Drawdown Comparison

The maximum XDUS.L drawdown since its inception was -25.82%, smaller than the maximum VIA drawdown of -76.02%. Use the drawdown chart below to compare losses from any high point for XDUS.L and VIA.

Drawdown Indicators

	XDUS.L	VIA	Difference
Max Drawdown Largest peak-to-trough decline	-25.82%	-76.02%	+50.20%
Max Drawdown (1Y) Largest decline over 1 year	-7.50%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-21.51%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.51%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-25.82%	—	—
Current Drawdown Current decline from peak	-0.16%	-72.26%	+72.10%
Average Drawdown Average peak-to-trough decline	-3.60%	-47.26%	+43.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	—	—

Volatility

Volatility by Period

	XDUS.L	VIA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.60%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.70%	72.20%	-61.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	72.20%	-57.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	72.20%	-55.95%

Dividends

XDUS.L vs. VIA - Dividend Comparison

Neither XDUS.L nor VIA has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDUS.L and VIA in my portfolio?

XDUS.L and VIA have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.