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XGES.L vs. XXSC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGES.L vs. XXSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L) and Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L). The values are adjusted to include any dividend payments, if applicable.

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XGES.L vs. XXSC.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XGES.L
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C
-3.32%11.22%-1.38%-7.92%-8.46%
XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C
-0.56%22.28%0.76%10.44%0.65%
Different Trading Currencies

XGES.L is traded in GBP, while XXSC.L is traded in GBp. To make them comparable, the XXSC.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGES.L achieves a -3.32% return, which is significantly lower than XXSC.L's -0.56% return.


XGES.L

1D
2.27%
1M
-2.38%
YTD
-3.32%
6M
4.92%
1Y
16.23%
3Y*
0.30%
5Y*
10Y*

XXSC.L

1D
2.29%
1M
-4.95%
YTD
-0.56%
6M
2.66%
1Y
17.85%
3Y*
9.03%
5Y*
4.14%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGES.L vs. XXSC.L - Expense Ratio Comparison

XGES.L has a 0.35% expense ratio, which is higher than XXSC.L's 0.30% expense ratio.


Return for Risk

XGES.L vs. XXSC.L — Risk / Return Rank

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

XGES.L
XGES.L Risk / Return Rank: 3939
Overall Rank
XGES.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XGES.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
XGES.L Omega Ratio Rank: 3535
Omega Ratio Rank
XGES.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
XGES.L Martin Ratio Rank: 3636
Martin Ratio Rank

XXSC.L
XXSC.L Risk / Return Rank: 6363
Overall Rank
XXSC.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XXSC.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
XXSC.L Omega Ratio Rank: 6565
Omega Ratio Rank
XXSC.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XXSC.L Martin Ratio Rank: 5858
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.

XGES.L vs. XXSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L) and Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.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.


XGES.LXXSC.LDifference

Sharpe ratio

Return per unit of total volatility

0.83

1.25

-0.42

Sortino ratio

Return per unit of downside risk

1.24

1.68

-0.44

Omega ratio

Gain probability vs. loss probability

1.15

1.25

-0.10

Calmar ratio

Return relative to maximum drawdown

1.25

1.69

-0.44

Martin ratio

Return relative to average drawdown

3.79

6.19

-2.40

XGES.L vs. XXSC.L - Sharpe Ratio Comparison

The current XGES.L Sharpe Ratio is 0.83, which is lower than the XXSC.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of XGES.L and XXSC.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XGES.LXXSC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

1.25

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.74

-0.90

Correlation

The correlation between XGES.L and XXSC.L is 0.53, 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.


Dividends

XGES.L vs. XXSC.L - Dividend Comparison

Neither XGES.L nor XXSC.L has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XGES.L
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.95%

Drawdowns

XGES.L vs. XXSC.L - Drawdown Comparison

The maximum XGES.L drawdown since its inception was -35.79%, roughly equal to the maximum XXSC.L drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for XGES.L and XXSC.L.


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Drawdown Indicators


XGES.LXXSC.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.79%

-35.12%

-0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-13.81%

-10.79%

-3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-14.80%

-6.76%

-8.04%

Average Drawdown

Average peak-to-trough decline

-18.03%

-7.59%

-10.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.55%

2.94%

+1.61%

Volatility

XGES.L vs. XXSC.L - Volatility Comparison

Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L) and Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) have volatilities of 6.30% and 6.11%, 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


XGES.LXXSC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

6.11%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

9.55%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.58%

14.26%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.12%

15.97%

+2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.12%

16.20%

+1.92%