XSTC.L vs. XSTR.L

Last updated Jun 4, 2026

XSTC.L (Xtrackers MSCI USA Information Technology UCITS ETF 1D) and XSTR.L (Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D) are both exchange-traded funds - XSTC.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while XSTR.L is a Money Market fund actively managed by Xtrackers. XSTC.L is passively managed, while XSTR.L is actively managed. Over the past 5 years, XSTC.L returned 24.75%/yr vs 3.32%/yr for XSTR.L. At a correlation of -0.00, they often move in opposite directions. XSTC.L charges 0.12%/yr vs 0.10%/yr for XSTR.L.

Performance

XSTC.L vs. XSTR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XSTC.L achieves a 26.01% return, which is significantly higher than XSTR.L's 1.53% return.

XSTC.L

• 1D: -0.59%
• 1M: 19.05%
• YTD: 26.01%
• 6M: 25.07%
• 1Y: 57.19%
• 3Y*: 31.88%
• 5Y*: 24.75%
• 10Y*: —

XSTR.L

• 1D: 0.00%
• 1M: 0.22%
• YTD: 1.53%
• 6M: 1.84%
• 1Y: 3.89%
• 3Y*: 4.61%
• 5Y*: 3.32%
• 10Y*: 1.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XSTC.L vs. XSTR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D	26.01%	14.31%	39.50%	48.82%	-22.54%	33.47%	41.54%	43.20%	3.21%
XSTR.L Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D	1.53%	4.20%	5.14%	4.57%	1.25%	-0.08%	0.03%	0.56%	0.30%

Correlation

The correlation between XSTC.L and XSTR.L is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	-0.03
Correlation (5Y) Calculated over the trailing 5-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018	-0.00

Return for Risk

XSTC.L vs. XSTR.L — Risk / Return Rank

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

XSTC.L

XSTC.L Risk / Return Rank: 72
XSTC.L Sharpe Ratio Rank: 87
XSTC.L Sortino Ratio Rank: 81
XSTC.L Omega Ratio Rank: 79
XSTC.L Calmar Ratio Rank: 65
XSTC.L Martin Ratio Rank: 50

XSTR.L

XSTR.L Risk / Return Rank: 77
XSTR.L Sharpe Ratio Rank: 56
XSTR.L Sortino Ratio Rank: 58
XSTR.L Omega Ratio Rank: 96
XSTR.L Calmar Ratio Rank: 79
XSTR.L Martin Ratio Rank: 95

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.

XSTC.L vs. XSTR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) and Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.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.

	XSTC.L	XSTR.L	Difference
Sharpe ratio: Return per unit of total volatility	2.92	1.85	+1.07
Sortino ratio: Return per unit of downside risk	3.69	2.70	+0.99
Omega ratio: Gain probability vs. loss probability	1.48	1.79	-0.31
Calmar ratio: Return relative to maximum drawdown	3.25	4.01	-0.75
Martin ratio: Return relative to average drawdown	8.36	32.04	-23.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSTC.L vs. XSTR.L - Sharpe Ratio Comparison

The current XSTC.L Sharpe Ratio is 2.92, which is higher than the XSTR.L Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of XSTC.L and XSTR.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.

Sharpe Ratios by Period

	XSTC.L	XSTR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.92	1.85	+1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.12	3.57	-2.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.15	-0.10	+1.25

Drawdowns

XSTC.L vs. XSTR.L - Drawdown Comparison

The maximum XSTC.L drawdown since its inception was -29.30%, which is greater than XSTR.L's maximum drawdown of -23.56%. Use the drawdown chart below to compare losses from any high point for XSTC.L and XSTR.L.

Drawdown Indicators

	XSTC.L	XSTR.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.30%	-23.56%	-5.74%
Max Drawdown (1Y) Largest decline over 1 year	-17.49%	-0.97%	-16.52%
Max Drawdown (3Y) Largest decline over 3 years	-29.30%	-0.97%	-28.33%
Max Drawdown (5Y) Largest decline over 5 years	-29.30%	-0.97%	-28.33%
Max Drawdown (10Y) Largest decline over 10 years	—	-1.60%	—
Current Drawdown Current decline from peak	-0.59%	-7.89%	+7.30%
Average Drawdown Average peak-to-trough decline	-6.30%	-20.17%	+13.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.82%	0.12%	+6.70%

Volatility

XSTC.L vs. XSTR.L - Volatility Comparison

Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a higher volatility of 6.44% compared to Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) at 0.14%. This indicates that XSTC.L's price experiences larger fluctuations and is considered to be riskier than XSTR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSTC.L	XSTR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.44%	0.14%	+6.30%
Volatility (6M) Calculated over the trailing 6-month period	14.26%	2.02%	+12.24%
Volatility (1Y) Calculated over the trailing 1-year period	19.60%	2.09%	+17.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.20%	1.02%	+21.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.42%	0.99%	+21.43%

XSTC.L vs. XSTR.L - Expense Ratio Comparison

XSTC.L has a 0.12% expense ratio, which is higher than XSTR.L's 0.10% 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

XSTC.L vs. XSTR.L - Dividend Comparison

XSTC.L's dividend yield for the trailing twelve months is around 0.25%, less than XSTR.L's 4.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XSTC.L Xtrackers MSCI USA Information Technology UCITS ETF 1D	0.25%	0.33%	0.37%	0.53%	1.08%	0.53%	0.63%	0.60%	0.00%	0.00%	0.00%	0.00%
XSTR.L Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D	4.15%	4.61%	5.06%	4.05%	0.33%	0.02%	0.56%	0.97%	0.61%	0.19%	1.19%	0.78%

Frequently Asked Questions

Can I hold both XSTC.L and XSTR.L in my portfolio?

XSTC.L and XSTR.L have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XSTC.L or XSTR.L?

On fees, XSTR.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XSTC.L or XSTR.L?

XSTR.L is cheaper with a 0.10% expense ratio, compared with 0.12% for XSTC.L.

What is the main difference between XSTC.L and XSTR.L?

XSTC.L is categorized as Technology Equities, while XSTR.L is Money Market. Their fees differ too: 0.12% for XSTC.L and 0.10% for XSTR.L.