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XS3R.L vs. XSCS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XS3R.L vs. XSCS.L

Last updated Jun 4, 2026

XS3R.L (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and XSCS.L (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) are both Consumer Staples Equities funds from Xtrackers tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 5 years, XS3R.L returned -2.69%/yr vs 8.00%/yr for XSCS.L. A 0.51 correlation means they provide meaningful diversification when combined. XS3R.L charges 0.20%/yr vs 0.12%/yr for XSCS.L.

Performance

XS3R.L vs. XSCS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (XS3R.L) and Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XS3R.L achieves a -2.75% return, which is significantly lower than XSCS.L's 6.91% return.

XS3R.L

1D
-0.81%
1M
-0.28%
YTD
-2.75%
6M
-3.06%
1Y
-5.33%
3Y*
-5.22%
5Y*
-2.69%
10Y*
2.78%

XSCS.L

1D
1.58%
1M
-2.82%
YTD
6.91%
6M
5.16%
1Y
3.90%
3Y*
5.86%
5Y*
8.00%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XS3R.L vs. XSCS.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XS3R.L
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C		-2.75%3.47%-13.00%-0.64%-5.40%12.99%-0.56%21.42%2.20%
XSCS.L
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D		6.91%-3.23%16.15%-5.00%11.79%19.16%5.49%22.78%11.73%

Correlation

The correlation between XS3R.L and XSCS.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2018

0.51

The correlation between XS3R.L and XSCS.L shifts across timeframes, from 0.36 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.

XS3R.L vs. XSCS.L - Sectors Allocation Comparison

Sectors
XS3R.L
XSCS.L

Consumer Defensive

97.9%
99.0%

Consumer Cyclical

2.1%
1.0%

Basic Materials

-

-

Communication Services

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

XS3R.L
97.9%
XSCS.L
99.0%

Consumer Cyclical

XS3R.L
2.1%
XSCS.L
1.0%

Basic Materials

XS3R.L

-

XSCS.L

-

Communication Services

XS3R.L

-

XSCS.L

-

Energy

XS3R.L

-

XSCS.L

-

Financial Services

XS3R.L

-

XSCS.L

-

Healthcare

XS3R.L

-

XSCS.L

-

Industrials

XS3R.L

-

XSCS.L

-

Real Estate

XS3R.L

-

XSCS.L

-

Technology

XS3R.L

-

XSCS.L

-

Utilities

XS3R.L

-

XSCS.L

-

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Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C

Xtrackers MSCI USA Consumer Staples UCITS ETF 1D

Often compared with XS3R.L:
XS3R.L vs. TRIP.LXS3R.L vs. XLPP.LXS3R.L vs. XLPS.LXS3R.L vs. XSTC.LXS3R.L vs. EXUS.LXS3R.L vs. ICSU.LXS3R.L vs. XLYS.L
Often compared with XSCS.L:
XSCS.L vs. SMHXSCS.L vs. XDEQ.LXSCS.L vs. XLPS.LXSCS.L vs. ESIS.LXSCS.L vs. XLYS.LXSCS.L vs. CSPE.LXSCS.L vs. ICSU.L

Return for Risk

XS3R.L vs. XSCS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XS3R.L
XS3R.L Risk / Return Rank: 66
Overall Rank
XS3R.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XS3R.L Sortino Ratio Rank: 66
Sortino Ratio Rank
XS3R.L Omega Ratio Rank: 66
Omega Ratio Rank
XS3R.L Calmar Ratio Rank: 66
Calmar Ratio Rank
XS3R.L Martin Ratio Rank: 66
Martin Ratio Rank
XSCS.L
XSCS.L Risk / Return Rank: 1313
Overall Rank
XSCS.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XSCS.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XSCS.L Omega Ratio Rank: 1212
Omega Ratio Rank
XSCS.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XSCS.L Martin Ratio Rank: 1414
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.

XS3R.L vs. XSCS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (XS3R.L) and Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.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.

XS3R.LXSCS.LDifference
Sharpe ratioReturn per unit of total volatility
-0.34
0.27

-0.61

Sortino ratioReturn per unit of downside risk
-0.38
0.50

-0.88

Omega ratioGain probability vs. loss probability

0.95

1.06

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.31

0.43

-0.73

Martin ratioReturn relative to average drawdown

-0.70

1.02

-1.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XS3R.L vs. XSCS.L - Sharpe Ratio Comparison

The current XS3R.L Sharpe Ratio is -0.34, which is lower than the XSCS.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of XS3R.L and XSCS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XS3R.LXSCS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

0.27

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.60

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.71

-0.07

Drawdowns

XS3R.L vs. XSCS.L - Drawdown Comparison

The maximum XS3R.L drawdown since its inception was -30.38%, which is greater than XSCS.L's maximum drawdown of -14.91%. Use the drawdown chart below to compare losses from any high point for XS3R.L and XSCS.L.

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Drawdown Indicators

XS3R.LXSCS.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.38%

-14.91%

-15.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.25%

-9.11%

-8.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.65%

-11.68%

-6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.57%

-12.94%

-11.63%

Max Drawdown (10Y)

Largest decline over 10 years

-30.38%

—

—

Current Drawdown

Current decline from peak

-21.89%

-7.25%

-14.64%

Average Drawdown

Average peak-to-trough decline

-8.11%

-4.12%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.56%

3.75%

+3.81%

Volatility

XS3R.L vs. XSCS.L - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (XS3R.L) is 6.13%, while Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L) has a volatility of 6.51%. This indicates that XS3R.L experiences smaller price fluctuations and is considered to be less risky than XSCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XS3R.LXSCS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

6.51%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

11.78%

+1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

14.24%

+1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.02%

13.38%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

14.41%

+0.28%

XS3R.L vs. XSCS.L - Expense Ratio Comparison

XS3R.L has a 0.20% expense ratio, which is higher than XSCS.L'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%.

Dividends

XS3R.L vs. XSCS.L - Dividend Comparison

XS3R.L has not paid dividends to shareholders, while XSCS.L's dividend yield for the trailing twelve months is around 1.96%.

PositionTTM2025202420232022202120202019
XS3R.L
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSCS.L
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D		1.96%2.11%2.15%2.20%2.96%1.95%2.99%2.41%

Frequently Asked Questions

XS3R.L and XSCS.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSCS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSCS.L is cheaper with a 0.12% expense ratio, compared with 0.20% for XS3R.L.

Both ETFs track Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Their fees differ too: 0.20% for XS3R.L and 0.12% for XSCS.L.

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