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

Performance

XMUS.L vs. FRUE.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 Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L). The values are adjusted to include any dividend payments, if applicable.

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XMUS.L vs. FRUE.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%7.27%
FRUE.L
Franklin LibertyQ U.S. Equity UCITS ETF
-0.03%12.74%12.10%9.54%2.14%28.05%6.28%23.34%2.51%8.51%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, XMUS.L achieves a -3.32% return, which is significantly lower than FRUE.L's -0.03% 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%

FRUE.L

1D
2.62%
1M
-2.10%
YTD
-0.03%
6M
2.49%
1Y
19.12%
3Y*
11.10%
5Y*
11.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XMUS.L has a 0.15% expense ratio, which is lower than FRUE.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XMUS.L vs. FRUE.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

FRUE.L
FRUE.L Risk / Return Rank: 7575
Overall Rank
FRUE.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FRUE.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
FRUE.L Omega Ratio Rank: 7171
Omega Ratio Rank
FRUE.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
FRUE.L Martin Ratio Rank: 8484
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. FRUE.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 Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.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.LFRUE.LDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.17

-0.22

Sortino ratio

Return per unit of downside risk

1.37

1.66

-0.29

Omega ratio

Gain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratio

Return relative to maximum drawdown

1.89

3.15

-1.26

Martin ratio

Return relative to average drawdown

6.31

10.30

-3.99

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

The current XMUS.L Sharpe Ratio is 0.94, which is comparable to the FRUE.L Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of XMUS.L and FRUE.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.LFRUE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.17

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.80

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.77

-0.05

Correlation

The correlation between XMUS.L and FRUE.L is 0.86, 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. FRUE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XMUS.L vs. FRUE.L - Drawdown Comparison

The maximum XMUS.L drawdown since its inception was -34.33%, which is greater than FRUE.L's maximum drawdown of -25.31%. Use the drawdown chart below to compare losses from any high point for XMUS.L and FRUE.L.


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Drawdown Indicators


XMUS.LFRUE.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-33.46%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-12.21%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-19.23%

-2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-25.90%

Current Drawdown

Current decline from peak

-5.30%

-4.81%

-0.49%

Average Drawdown

Average peak-to-trough decline

-4.75%

-3.86%

-0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

2.02%

+0.28%

Volatility

XMUS.L vs. FRUE.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) is 3.80%, while Franklin LibertyQ U.S. Equity UCITS ETF (FRUE.L) has a volatility of 5.45%. This indicates that XMUS.L experiences smaller price fluctuations and is considered to be less risky than FRUE.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.LFRUE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

5.45%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

8.48%

9.77%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

16.38%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.63%

14.12%

+0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

15.77%

-0.03%