PortfoliosLab logoPortfoliosLab logo
XRSS.L vs. LCUS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XRSS.L vs. LCUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA ESG Screened UCITS ETF 1C (XRSS.L) and Lyxor Core Morningstar US (DR) UCITS ETF (LCUS.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

XRSS.L vs. LCUS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-1.36%
LCUS.L
Lyxor Core Morningstar US (DR) UCITS ETF
0.00%3.57%27.38%20.34%-12.04%27.36%14.33%24.68%2.77%
Different Trading Currencies

XRSS.L is traded in GBp, while LCUS.L is traded in GBP. To make them comparable, the LCUS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period


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%

LCUS.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XRSS.L vs. LCUS.L - Expense Ratio Comparison

XRSS.L has a 0.07% expense ratio, which is higher than LCUS.L's 0.04% 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

XRSS.L vs. LCUS.L — Risk / Return Rank

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

XRSS.L
XRSS.L Risk / Return Rank: 4949
Overall Rank
XRSS.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XRSS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
XRSS.L Omega Ratio Rank: 4646
Omega Ratio Rank
XRSS.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
XRSS.L Martin Ratio Rank: 5151
Martin Ratio Rank

LCUS.L
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.

XRSS.L vs. LCUS.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 Lyxor Core Morningstar US (DR) UCITS ETF (LCUS.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.LLCUS.LDifference

Sharpe ratio

Return per unit of total volatility

0.90

Sortino ratio

Return per unit of downside risk

1.34

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.66

Martin ratio

Return relative to average drawdown

5.68

XRSS.L vs. LCUS.L - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


XRSS.LLCUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

Correlation

The correlation between XRSS.L and LCUS.L 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

XRSS.L vs. LCUS.L - Dividend Comparison

Neither XRSS.L nor LCUS.L has paid dividends to shareholders.


TTM2025202420232022202120202019
XRSS.L
Xtrackers MSCI USA ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LCUS.L
Lyxor Core Morningstar US (DR) UCITS ETF
0.00%0.00%0.83%0.77%0.69%0.48%0.02%0.01%

Drawdowns

XRSS.L vs. LCUS.L - Drawdown Comparison


Loading graphics...

Drawdown Indicators


XRSS.LLCUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

Max Drawdown (5Y)

Largest decline over 5 years

-22.42%

Max Drawdown (10Y)

Largest decline over 10 years

-33.00%

Current Drawdown

Current decline from peak

-6.39%

Average Drawdown

Average peak-to-trough decline

-4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

Volatility

XRSS.L vs. LCUS.L - Volatility Comparison


Loading graphics...

Volatility by Period


XRSS.LLCUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.78%