XRSS.L vs. CAPU.L
Compare and contrast key facts about Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L).
XRSS.L and CAPU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XRSS.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 6, 2015. CAPU.L is a passively managed fund by Natixis that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 22, 2015. Both XRSS.L and CAPU.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XRSS.L vs. CAPU.L - Performance Comparison
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XRSS.L vs. CAPU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRSS.L Xtrackers MSCI USA ESG Screened UCITS ETF 1C | -4.48% | 9.60% | 28.26% | 22.69% | -11.96% | 29.11% | 12.54% | 25.48% | -5.60% | 7.52% |
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, XRSS.L achieves a -4.48% return, which is significantly lower than CAPU.L's -1.73% return. Over the past 10 years, XRSS.L has underperformed CAPU.L with an annualized return of 13.19%, while CAPU.L has yielded a comparatively higher 14.01% annualized return.
XRSS.L
- 1D
- 1.88%
- 1M
- -3.22%
- YTD
- -4.48%
- 6M
- -1.08%
- 1Y
- 15.09%
- 3Y*
- 16.11%
- 5Y*
- 11.71%
- 10Y*
- 13.19%
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%
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XRSS.L vs. CAPU.L - Expense Ratio Comparison
XRSS.L has a 0.07% expense ratio, which is lower than CAPU.L's 0.65% expense ratio.
Return for Risk
XRSS.L vs. CAPU.L — Risk / Return Rank
XRSS.L
CAPU.L
XRSS.L vs. CAPU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.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.
| XRSS.L | CAPU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.19 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.34 | 0.33 | +1.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.04 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 0.33 | +1.32 |
Martin ratioReturn relative to average drawdown | 5.68 | 1.24 | +4.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRSS.L | CAPU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.19 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.75 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.90 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 0.90 | -0.20 |
Correlation
The correlation between XRSS.L and CAPU.L is 0.88, 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
XRSS.L vs. CAPU.L - Dividend Comparison
Neither XRSS.L nor CAPU.L has paid dividends to shareholders.
Drawdowns
XRSS.L vs. CAPU.L - Drawdown Comparison
The maximum XRSS.L drawdown since its inception was -33.00%, 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 XRSS.L and CAPU.L.
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Drawdown Indicators
| XRSS.L | CAPU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.00% | -26.39% | -6.61% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -8.35% | -2.46% |
Max Drawdown (5Y)Largest decline over 5 years | -22.42% | -15.35% | -7.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.00% | -26.39% | -6.61% |
Current DrawdownCurrent decline from peak | -6.39% | -5.97% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -4.70% | -3.55% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.08% | +0.55% |
Volatility
XRSS.L vs. CAPU.L - Volatility Comparison
Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) has a higher volatility of 4.12% compared to Ossiam Lux - Ossiam Shiller Barclays CAPE US Sector Value Trust (CAPU.L) at 3.53%. This indicates that XRSS.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
| XRSS.L | CAPU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 3.53% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 6.81% | +2.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.77% | 12.37% | +4.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 13.63% | +1.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.78% | 15.63% | +1.15% |