XMUS.L vs. XD9U.DE
Compare and contrast key facts about Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) and Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE).
XMUS.L and XD9U.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMUS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Jan 8, 2007. XD9U.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI USA. It was launched on May 9, 2014. Both XMUS.L and XD9U.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XMUS.L or XD9U.DE.
Key characteristics
| XMUS.L | XD9U.DE | |
|---|---|---|
| YTD Return | 23.52% | 28.79% |
| 1Y Return | 31.14% | 37.30% |
| 3Y Return (Ann) | 10.66% | 11.37% |
| 5Y Return (Ann) | 15.43% | 15.92% |
| 10Y Return (Ann) | 15.40% | 14.73% |
| Sharpe Ratio | 2.72 | 2.99 |
| Sortino Ratio | 3.87 | 4.06 |
| Omega Ratio | 1.53 | 1.62 |
| Calmar Ratio | 4.66 | 4.32 |
| Martin Ratio | 19.06 | 19.16 |
| Ulcer Index | 1.61% | 1.88% |
| Daily Std Dev | 11.27% | 11.99% |
| Max Drawdown | -34.33% | -34.11% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between XMUS.L and XD9U.DE is 0.90, 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.
Performance
XMUS.L vs. XD9U.DE - Performance Comparison
In the year-to-date period, XMUS.L achieves a 23.52% return, which is significantly lower than XD9U.DE's 28.79% return. Both investments have delivered pretty close results over the past 10 years, with XMUS.L having a 15.40% annualized return and XD9U.DE not far behind at 14.73%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XMUS.L vs. XD9U.DE - Expense Ratio Comparison
XMUS.L has a 0.15% expense ratio, which is higher than XD9U.DE's 0.07% 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%.
Risk-Adjusted Performance
XMUS.L vs. XD9U.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) and Xtrackers MSCI USA UCITS ETF 1C (XD9U.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.
Dividends
XMUS.L vs. XD9U.DE - Dividend Comparison
Neither XMUS.L nor XD9U.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XMUS.L Xtrackers MSCI USA Swap 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% |
XD9U.DE Xtrackers MSCI USA UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.23% |
Drawdowns
XMUS.L vs. XD9U.DE - Drawdown Comparison
The maximum XMUS.L drawdown since its inception was -34.33%, roughly equal to the maximum XD9U.DE drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for XMUS.L and XD9U.DE. For additional features, visit the drawdowns tool.
Volatility
XMUS.L vs. XD9U.DE - Volatility Comparison
The current volatility for Xtrackers MSCI USA Swap UCITS ETF 1C (XMUS.L) is 3.32%, while Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) has a volatility of 3.54%. This indicates that XMUS.L experiences smaller price fluctuations and is considered to be less risky than XD9U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.