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

Performance

XSCS.L vs. XLPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L) and Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
XSCS.L
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
7.76%-3.23%16.15%-5.00%11.79%19.16%5.49%22.78%11.73%
XLPS.L
Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc
8.08%-3.42%16.25%-5.24%11.70%19.17%5.95%22.03%12.10%
Different Trading Currencies

XSCS.L is traded in GBp, while XLPS.L is traded in USD. To make them comparable, the XLPS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XSCS.L having a 7.76% return and XLPS.L slightly higher at 8.08%.


XSCS.L

1D
-0.89%
1M
-6.51%
YTD
7.76%
6M
9.04%
1Y
2.28%
3Y*
5.58%
5Y*
8.82%
10Y*

XLPS.L

1D
-0.30%
1M
-6.04%
YTD
8.08%
6M
9.02%
1Y
2.30%
3Y*
5.34%
5Y*
8.80%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XSCS.L has a 0.12% expense ratio, which is lower than XLPS.L's 0.14% expense ratio. Despite the difference, 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

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

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

XSCS.L
XSCS.L Risk / Return Rank: 1515
Overall Rank
XSCS.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XSCS.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
XSCS.L Omega Ratio Rank: 1414
Omega Ratio Rank
XSCS.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XSCS.L Martin Ratio Rank: 1515
Martin Ratio Rank

XLPS.L
XLPS.L Risk / Return Rank: 2020
Overall Rank
XLPS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XLPS.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
XLPS.L Omega Ratio Rank: 1818
Omega Ratio Rank
XLPS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
XLPS.L Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L) and Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.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.


XSCS.LXLPS.LDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.16

+0.01

Sortino ratio

Return per unit of downside risk

0.34

0.32

+0.02

Omega ratio

Gain probability vs. loss probability

1.04

1.04

0.00

Calmar ratio

Return relative to maximum drawdown

0.31

0.34

-0.03

Martin ratio

Return relative to average drawdown

0.64

0.70

-0.06

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

The current XSCS.L Sharpe Ratio is 0.17, which is comparable to the XLPS.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of XSCS.L and XLPS.L, 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


XSCS.LXLPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.16

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.64

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.82

-0.08

Correlation

The correlation between XSCS.L and XLPS.L is 0.93, 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

XSCS.L vs. XLPS.L - Dividend Comparison

XSCS.L's dividend yield for the trailing twelve months is around 1.94%, while XLPS.L has not paid dividends to shareholders.


TTM2025202420232022202120202019
XSCS.L
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
1.94%2.11%2.15%2.20%2.96%1.95%2.99%2.41%
XLPS.L
Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XSCS.L vs. XLPS.L - Drawdown Comparison

The maximum XSCS.L drawdown since its inception was -14.91%, smaller than the maximum XLPS.L drawdown of -18.63%. Use the drawdown chart below to compare losses from any high point for XSCS.L and XLPS.L.


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Drawdown Indicators


XSCS.LXLPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.91%

-23.98%

+9.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.91%

-8.94%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-12.94%

-17.31%

+4.37%

Max Drawdown (10Y)

Largest decline over 10 years

-23.98%

Current Drawdown

Current decline from peak

-6.51%

-8.13%

+1.62%

Average Drawdown

Average peak-to-trough decline

-4.09%

-3.68%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

3.77%

+0.01%

Volatility

XSCS.L vs. XLPS.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L) is 4.90%, while Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) has a volatility of 5.59%. This indicates that XSCS.L experiences smaller price fluctuations and is considered to be less risky than XLPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSCS.LXLPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.59%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

10.76%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

14.66%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.08%

13.75%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

15.04%

-0.75%