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XMUS.L vs. CAPU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMUS.L vs. CAPU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L). The values are adjusted to include any dividend payments, if applicable.

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XMUS.L vs. CAPU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMUS.L
Xtrackers MSCI USA Swap UCITS ETF 1C
-3.32%9.35%27.51%20.67%-10.46%29.34%16.78%26.80%0.08%10.99%
CAPU.L
Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust
-1.73%1.73%17.90%21.81%-5.24%29.62%14.24%26.06%1.32%9.38%

Returns By Period

In the year-to-date period, XMUS.L achieves a -3.32% return, which is significantly lower than CAPU.L's -1.73% return. Over the past 10 years, XMUS.L has outperformed CAPU.L with an annualized return of 14.77%, while CAPU.L has yielded a comparatively lower 14.01% annualized return.


XMUS.L

1D
1.63%
1M
-3.19%
YTD
-3.32%
6M
-0.22%
1Y
14.71%
3Y*
15.91%
5Y*
12.28%
10Y*
14.77%

CAPU.L

1D
0.76%
1M
-5.97%
YTD
-1.73%
6M
-0.30%
1Y
2.29%
3Y*
10.33%
5Y*
10.28%
10Y*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMUS.L vs. CAPU.L - Expense Ratio Comparison

XMUS.L has a 0.15% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.


Return for Risk

XMUS.L vs. CAPU.L — Risk / Return Rank

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

XMUS.L
XMUS.L Risk / Return Rank: 5454
Overall Rank
XMUS.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XMUS.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
XMUS.L Omega Ratio Rank: 4949
Omega Ratio Rank
XMUS.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
XMUS.L Martin Ratio Rank: 5757
Martin Ratio Rank

CAPU.L
CAPU.L Risk / Return Rank: 1717
Overall Rank
CAPU.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CAPU.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
CAPU.L Omega Ratio Rank: 1515
Omega Ratio Rank
CAPU.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
CAPU.L Martin Ratio Rank: 2020
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.

XMUS.L vs. CAPU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.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.


XMUS.LCAPU.LDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.19

+0.76

Sortino ratio

Return per unit of downside risk

1.37

0.33

+1.04

Omega ratio

Gain probability vs. loss probability

1.20

1.04

+0.15

Calmar ratio

Return relative to maximum drawdown

1.89

0.33

+1.56

Martin ratio

Return relative to average drawdown

6.31

1.24

+5.07

XMUS.L vs. CAPU.L - Sharpe Ratio Comparison

The current XMUS.L Sharpe Ratio is 0.94, which is higher than the CAPU.L Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of XMUS.L and CAPU.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


XMUS.LCAPU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.19

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.75

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.90

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.90

-0.19

Correlation

The correlation between XMUS.L and CAPU.L is 0.91, 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.


Dividends

XMUS.L vs. CAPU.L - Dividend Comparison

Neither XMUS.L nor CAPU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMUS.L vs. CAPU.L - Drawdown Comparison

The maximum XMUS.L drawdown since its inception was -34.33%, which is greater than CAPU.L's maximum drawdown of -26.39%. Use the drawdown chart below to compare losses from any high point for XMUS.L and CAPU.L.


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Drawdown Indicators


XMUS.LCAPU.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-26.39%

-7.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-8.35%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-15.35%

-6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-25.90%

-26.39%

+0.49%

Current Drawdown

Current decline from peak

-5.30%

-5.97%

+0.67%

Average Drawdown

Average peak-to-trough decline

-4.75%

-3.55%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.08%

+0.22%

Volatility

XMUS.L vs. CAPU.L - Volatility Comparison

Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) has a higher volatility of 3.80% compared to Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) at 3.53%. This indicates that XMUS.L's price experiences larger fluctuations and is considered to be riskier than CAPU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMUS.LCAPU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

3.53%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

6.81%

+1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

12.37%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

13.63%

+1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

15.63%

+0.11%