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XSDR.L vs. BIGT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XSDR.L vs. BIGT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) and L&G Pharma Breakthrough UCITS ETF (BIGT.L). The values are adjusted to include any dividend payments, if applicable.

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XSDR.L vs. BIGT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XSDR.L
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C
-0.72%9.44%0.30%6.92%0.28%17.06%4.29%23.70%1.32%
BIGT.L
L&G Pharma Breakthrough UCITS ETF
2.31%27.03%-3.16%-14.88%2.68%-2.30%23.89%9.47%-1.85%

Returns By Period

In the year-to-date period, XSDR.L achieves a -0.72% return, which is significantly lower than BIGT.L's 2.31% return.


XSDR.L

1D
1.30%
1M
-4.77%
YTD
-0.72%
6M
4.18%
1Y
6.27%
3Y*
4.23%
5Y*
7.18%
10Y*
7.97%

BIGT.L

1D
1.91%
1M
1.91%
YTD
2.31%
6M
8.11%
1Y
27.45%
3Y*
4.50%
5Y*
2.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XSDR.L vs. BIGT.L - Expense Ratio Comparison

XSDR.L has a 0.20% expense ratio, which is lower than BIGT.L's 0.49% expense ratio.


Return for Risk

XSDR.L vs. BIGT.L — Risk / Return Rank

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

XSDR.L
XSDR.L Risk / Return Rank: 2121
Overall Rank
XSDR.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XSDR.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
XSDR.L Omega Ratio Rank: 1919
Omega Ratio Rank
XSDR.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
XSDR.L Martin Ratio Rank: 2323
Martin Ratio Rank

BIGT.L
BIGT.L Risk / Return Rank: 7474
Overall Rank
BIGT.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
BIGT.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
BIGT.L Omega Ratio Rank: 6262
Omega Ratio Rank
BIGT.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
BIGT.L Martin Ratio Rank: 7575
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.

XSDR.L vs. BIGT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) and L&G Pharma Breakthrough UCITS ETF (BIGT.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.


XSDR.LBIGT.LDifference

Sharpe ratio

Return per unit of total volatility

0.33

1.38

-1.05

Sortino ratio

Return per unit of downside risk

0.59

1.90

-1.32

Omega ratio

Gain probability vs. loss probability

1.07

1.24

-0.17

Calmar ratio

Return relative to maximum drawdown

0.62

2.98

-2.36

Martin ratio

Return relative to average drawdown

1.86

8.68

-6.82

XSDR.L vs. BIGT.L - Sharpe Ratio Comparison

The current XSDR.L Sharpe Ratio is 0.33, which is lower than the BIGT.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XSDR.L and BIGT.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


XSDR.LBIGT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.38

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.17

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.24

+0.37

Correlation

The correlation between XSDR.L and BIGT.L is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XSDR.L vs. BIGT.L - Dividend Comparison

Neither XSDR.L nor BIGT.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XSDR.L vs. BIGT.L - Drawdown Comparison

The maximum XSDR.L drawdown since its inception was -25.61%, smaller than the maximum BIGT.L drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for XSDR.L and BIGT.L.


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Drawdown Indicators


XSDR.LBIGT.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-30.23%

+4.62%

Max Drawdown (1Y)

Largest decline over 1 year

-13.31%

-11.62%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.61%

-30.23%

+4.62%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

Current Drawdown

Current decline from peak

-10.10%

-1.88%

-8.22%

Average Drawdown

Average peak-to-trough decline

-5.66%

-10.72%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

3.41%

+1.03%

Volatility

XSDR.L vs. BIGT.L - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (XSDR.L) is 5.39%, while L&G Pharma Breakthrough UCITS ETF (BIGT.L) has a volatility of 7.53%. This indicates that XSDR.L experiences smaller price fluctuations and is considered to be less risky than BIGT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSDR.LBIGT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

7.53%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

14.17%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

19.80%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

16.69%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.80%

18.36%

-2.56%