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XMUS.L vs. SXR8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMUS.L vs. SXR8.DE - 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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

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XMUS.L vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMUS.L
Xtrackers MSCI USA Swap UCITS ETF 1C
-2.91%9.35%27.51%20.67%-10.46%29.34%16.78%26.80%0.08%10.99%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
-2.79%10.18%26.55%20.03%-9.61%30.81%12.83%27.49%0.35%11.23%
Different Trading Currencies

XMUS.L is traded in GBp, while SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE 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 -2.91% return, which is significantly lower than SXR8.DE's -2.76% return. Both investments have delivered pretty close results over the past 10 years, with XMUS.L having a 14.86% annualized return and SXR8.DE not far behind at 14.69%.


XMUS.L

1D
0.42%
1M
-2.15%
YTD
-2.91%
6M
-0.47%
1Y
14.99%
3Y*
15.93%
5Y*
12.37%
10Y*
14.86%

SXR8.DE

1D
0.00%
1M
-2.18%
YTD
-2.76%
6M
-0.04%
1Y
15.50%
3Y*
15.80%
5Y*
12.70%
10Y*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMUS.L vs. SXR8.DE - Expense Ratio Comparison

XMUS.L has a 0.15% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio. However, 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. SXR8.DE — 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: 6161
Overall Rank
XMUS.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XMUS.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
XMUS.L Omega Ratio Rank: 5050
Omega Ratio Rank
XMUS.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
XMUS.L Martin Ratio Rank: 7474
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 4646
Overall Rank
SXR8.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 6868
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. SXR8.DE - 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 iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.


XMUS.LSXR8.DEDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.95

+0.01

Sortino ratio

Return per unit of downside risk

1.40

1.38

+0.02

Omega ratio

Gain probability vs. loss probability

1.20

1.20

0.00

Calmar ratio

Return relative to maximum drawdown

2.75

2.96

-0.21

Martin ratio

Return relative to average drawdown

9.47

10.35

-0.87

XMUS.L vs. SXR8.DE - Sharpe Ratio Comparison

The current XMUS.L Sharpe Ratio is 0.96, which is comparable to the SXR8.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of XMUS.L and SXR8.DE, 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.LSXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.95

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.85

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

0.91

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.77

-0.05

Correlation

The correlation between XMUS.L and SXR8.DE is 0.87, 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. SXR8.DE - Dividend Comparison

Neither XMUS.L nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMUS.L vs. SXR8.DE - Drawdown Comparison

The maximum XMUS.L drawdown since its inception was -34.33%, which is greater than SXR8.DE's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for XMUS.L and SXR8.DE.


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Drawdown Indicators


XMUS.LSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-33.78%

-0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.68%

-8.40%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

-23.32%

+1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-25.90%

-33.78%

+7.88%

Current Drawdown

Current decline from peak

-4.91%

-5.01%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.75%

-5.22%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

2.10%

+0.13%

Volatility

XMUS.L vs. SXR8.DE - Volatility Comparison

Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.64% and 3.66%, 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


XMUS.LSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

3.66%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

8.57%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

16.26%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

14.80%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

16.01%

-0.27%