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XGSD.L vs. LEER.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGSD.L vs. LEER.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGSD.L is traded in GBp, while LEER.DE is traded in EUR. To make them comparable, the LEER.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGSD.L achieves a 13.95% return, which is significantly lower than LEER.DE's 18.65% return. Over the past 10 years, XGSD.L has underperformed LEER.DE with an annualized return of 10.39%, while LEER.DE has yielded a comparatively higher 12.62% annualized return.


XGSD.L

1D
1.33%
1M
2.47%
YTD
13.95%
6M
14.83%
1Y
32.98%
3Y*
19.53%
5Y*
11.28%
10Y*
10.39%

LEER.DE

1D
3.15%
1M
4.63%
YTD
18.65%
6M
22.25%
1Y
48.33%
3Y*
31.96%
5Y*
17.32%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSD.L vs. LEER.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
13.95%25.51%9.10%2.82%4.27%14.85%-3.40%16.23%-5.61%7.01%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
18.65%61.96%-0.41%38.88%-16.86%11.92%-13.81%-3.97%-7.08%36.17%

Correlation

The correlation between XGSD.L and LEER.DE is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.56

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.53

The correlation between XGSD.L and LEER.DE has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

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Return for Risk

XGSD.L vs. LEER.DE — Risk / Return Rank

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

XGSD.L
XGSD.L Risk / Return Rank: 9696
Overall Rank
XGSD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9696
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9595
Martin Ratio Rank

LEER.DE
LEER.DE Risk / Return Rank: 7777
Overall Rank
LEER.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 7070
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 7575
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.

XGSD.L vs. LEER.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE). 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.


XGSD.LLEER.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.71

1.39

+0.32

Calmar ratioReturn relative to maximum drawdown

6.89

5.10

+1.79

Martin ratioReturn relative to average drawdown

25.72

13.52

+12.20

XGSD.L vs. LEER.DE - Sharpe Ratio Comparison

The current XGSD.L Sharpe Ratio is 3.81, which is higher than the LEER.DE Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of XGSD.L and LEER.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XGSD.L vs. LEER.DE - Drawdown Comparison

The maximum XGSD.L drawdown since its inception was -63.91%, roughly equal to the maximum LEER.DE drawdown of -65.08%. Use the drawdown chart below to compare losses from any high point for XGSD.L and LEER.DE.


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Drawdown Indicators


XGSD.LLEER.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.91%

-65.08%

+1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-9.43%

+4.67%

Max Drawdown (3Y)

Largest decline over 3 years

-11.54%

-13.65%

+2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-41.90%

+26.53%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-48.43%

+16.52%

Current Drawdown

Current decline from peak

0.00%

-0.10%

+0.10%

Average Drawdown

Average peak-to-trough decline

-12.21%

-24.06%

+11.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

3.56%

-2.28%

Volatility

XGSD.L vs. LEER.DE - Volatility Comparison

The current volatility for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) is 2.48%, while Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) has a volatility of 6.44%. This indicates that XGSD.L experiences smaller price fluctuations and is considered to be less risky than LEER.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSD.LLEER.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

6.44%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

17.43%

-10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

8.62%

21.28%

-12.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

23.49%

-12.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

22.10%

-8.11%

XGSD.L vs. LEER.DE - Expense Ratio Comparison

Both XGSD.L and LEER.DE have an expense ratio of 0.50%.


Dividends

XGSD.L vs. LEER.DE - Dividend Comparison

XGSD.L's dividend yield for the trailing twelve months is around 4.11%, while LEER.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
4.11%4.60%6.38%7.51%8.71%4.76%5.34%4.30%4.68%3.56%2.74%2.11%

Frequently Asked Questions


XGSD.L and LEER.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XGSD.L and LEER.DE have the same expense ratio: 0.50% per year.

XGSD.L is categorized as Global Equity Income, while LEER.DE is Emerging Markets Equities. XGSD.L tracks STOXX Global Select Dividend 100, while LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index. They also come from different issuers: Xtrackers and Amundi.

Portfolio Optimizer

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