XSCS.L vs. XS3R.L
XSCS.L (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) and XS3R.L (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) 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, XSCS.L returned 8.04%/yr vs -2.72%/yr for XS3R.L. A 0.51 correlation means they provide meaningful diversification when combined. XSCS.L charges 0.12%/yr vs 0.20%/yr for XS3R.L.
Performance
XSCS.L vs. XS3R.L - Performance Comparison
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Returns By Period
In the year-to-date period, XSCS.L achieves a 7.09% return, which is significantly higher than XS3R.L's -2.91% return.
XSCS.L
- 1D
- 0.17%
- 1M
- -1.75%
- YTD
- 7.09%
- 6M
- 6.80%
- 1Y
- 3.86%
- 3Y*
- 5.68%
- 5Y*
- 8.04%
- 10Y*
- —
XS3R.L
- 1D
- -0.16%
- 1M
- -0.32%
- YTD
- -2.91%
- 6M
- -2.78%
- 1Y
- -6.99%
- 3Y*
- -5.12%
- 5Y*
- -2.72%
- 10Y*
- 2.67%
XSCS.L vs. XS3R.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSCS.L Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 7.09% | -3.23% | 16.15% | -5.00% | 11.79% | 19.16% | 5.49% | 22.78% | 11.73% |
XS3R.L Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | -2.91% | 3.47% | -13.00% | -0.64% | -5.40% | 12.99% | -0.56% | 21.42% | 2.20% |
Correlation
The correlation between XSCS.L and XS3R.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 | 0.37 |
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 XSCS.L and XS3R.L shifts across timeframes, from 0.37 (3 years) to 0.51 (all time), reflecting how their relationship changes across market environments.
XSCS.L vs. XS3R.L - Sectors Allocation Comparison
Sectors
XSCS.L
XS3R.L
Consumer Defensive
Consumer Cyclical
Basic Materials
-
-
Communication Services
-
-
Energy
-
-
Financial Services
-
-
Healthcare
-
-
Industrials
-
-
Real Estate
-
-
Technology
-
-
Utilities
-
-
Consumer Defensive
XSCS.L
XS3R.L
Consumer Cyclical
XSCS.L
XS3R.L
Basic Materials
XSCS.L
-
XS3R.L
-
Communication Services
XSCS.L
-
XS3R.L
-
Energy
XSCS.L
-
XS3R.L
-
Financial Services
XSCS.L
-
XS3R.L
-
Healthcare
XSCS.L
-
XS3R.L
-
Industrials
XSCS.L
-
XS3R.L
-
Real Estate
XSCS.L
-
XS3R.L
-
Technology
XSCS.L
-
XS3R.L
-
Utilities
XSCS.L
-
XS3R.L
-
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Return for Risk
XSCS.L vs. XS3R.L — Risk / Return Rank
XSCS.L
XS3R.L
XSCS.L vs. XS3R.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 Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (XS3R.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.L | XS3R.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.94 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | -0.40 | +0.83 |
| Martin ratioReturn relative to average drawdown | 1.02 | -0.92 | +1.94 |
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
| XSCS.L | XS3R.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | -0.45 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.19 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.18 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.63 | +0.08 |
Drawdowns
XSCS.L vs. XS3R.L - Drawdown Comparison
The maximum XSCS.L drawdown since its inception was -14.91%, smaller than the maximum XS3R.L drawdown of -30.38%. Use the drawdown chart below to compare losses from any high point for XSCS.L and XS3R.L.
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Drawdown Indicators
| XSCS.L | XS3R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.91% | -30.38% | +15.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -17.25% | +8.14% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -18.65% | +6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -12.94% | -24.57% | +11.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.38% | — |
Current DrawdownCurrent decline from peak | -7.09% | -22.02% | +14.93% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -8.11% | +3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 7.61% | -3.83% |
Volatility
XSCS.L vs. XS3R.L - Volatility Comparison
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L) has a higher volatility of 6.46% compared to Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (XS3R.L) at 6.13%. This indicates that XSCS.L's price experiences larger fluctuations and is considered to be riskier than XS3R.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.L | XS3R.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 6.13% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 12.89% | -1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 15.65% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 14.02% | -0.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.40% | 14.69% | -0.29% |
XSCS.L vs. XS3R.L - Expense Ratio Comparison
XSCS.L has a 0.12% expense ratio, which is lower than XS3R.L's 0.20% 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%.
Dividends
XSCS.L vs. XS3R.L - Dividend Comparison
XSCS.L's dividend yield for the trailing twelve months is around 1.95%, while XS3R.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
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 | 1.95% | 2.11% | 2.15% | 2.20% | 2.96% | 1.95% | 2.99% | 2.41% |
Frequently Asked Questions
XSCS.L and XS3R.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: 0.12% for XSCS.L and 0.20% for XS3R.L.
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