XSPX.L vs. MSCI
Compare and contrast key facts about Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) and MSCI Inc. (MSCI).
XSPX.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Mar 26, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSPX.L or MSCI.
Key characteristics
| XSPX.L | MSCI | |
|---|---|---|
| YTD Return | 24.75% | 5.95% |
| 1Y Return | 31.63% | 18.39% |
| 3Y Return (Ann) | 11.85% | -2.10% |
| 5Y Return (Ann) | 15.68% | 20.54% |
| 10Y Return (Ann) | 15.62% | 29.99% |
| Sharpe Ratio | 2.78 | 0.68 |
| Sortino Ratio | 3.96 | 1.08 |
| Omega Ratio | 1.54 | 1.16 |
| Calmar Ratio | 4.84 | 0.58 |
| Martin Ratio | 19.52 | 1.70 |
| Ulcer Index | 1.59% | 10.97% |
| Daily Std Dev | 11.13% | 27.64% |
| Max Drawdown | -25.50% | -69.06% |
| Current Drawdown | 0.00% | -9.41% |
Correlation
The correlation between XSPX.L and MSCI is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XSPX.L vs. MSCI - Performance Comparison
In the year-to-date period, XSPX.L achieves a 24.75% return, which is significantly higher than MSCI's 5.95% return. Over the past 10 years, XSPX.L has underperformed MSCI with an annualized return of 15.62%, while MSCI has yielded a comparatively higher 29.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
XSPX.L vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) and MSCI Inc. (MSCI). 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.
Dividends
XSPX.L vs. MSCI - Dividend Comparison
XSPX.L has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 0.81%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XSPX.L Xtrackers S&P 500 Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSCI MSCI Inc. | 0.81% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
Drawdowns
XSPX.L vs. MSCI - Drawdown Comparison
The maximum XSPX.L drawdown since its inception was -25.50%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for XSPX.L and MSCI. For additional features, visit the drawdowns tool.
Volatility
XSPX.L vs. MSCI - Volatility Comparison
The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1C (XSPX.L) is 3.38%, while MSCI Inc. (MSCI) has a volatility of 6.39%. This indicates that XSPX.L experiences smaller price fluctuations and is considered to be less risky than MSCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.