PortfoliosLab logoPortfoliosLab logo
XSTR.L vs. XSTC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSTR.L vs. XSTC.L - Performance Comparison

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

Loading charts...

Returns By Period

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


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%

XSTC.L

1D
-0.59%
1M
19.05%
YTD
26.01%
6M
25.07%
1Y
57.19%
3Y*
31.88%
5Y*
24.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%
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%

Correlation

The correlation between XSTR.L and XSTC.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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

XSTR.L
XSTR.L Risk / Return Rank: 7777
Overall Rank
XSTR.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
XSTR.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
XSTR.L Omega Ratio Rank: 9696
Omega Ratio Rank
XSTR.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XSTR.L Martin Ratio Rank: 9595
Martin Ratio Rank

XSTC.L
XSTC.L Risk / Return Rank: 7272
Overall Rank
XSTC.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XSTC.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
XSTC.L Omega Ratio Rank: 7979
Omega Ratio Rank
XSTC.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XSTC.L Martin Ratio Rank: 5050
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.

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

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


XSTR.LXSTC.LDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.79

1.48

+0.31

Calmar ratioReturn relative to maximum drawdown

4.01

3.25

+0.75

Martin ratioReturn relative to average drawdown

32.04

8.36

+23.69

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

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


Loading charts...

Sharpe Ratios by Period


XSTR.LXSTC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.92

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

3.57

1.12

+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

-0.10

1.15

-1.25

Drawdowns

XSTR.L vs. XSTC.L - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


XSTR.LXSTC.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.56%

-29.30%

+5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-0.97%

-17.49%

+16.52%

Max Drawdown (3Y)

Largest decline over 3 years

-0.97%

-29.30%

+28.33%

Max Drawdown (5Y)

Largest decline over 5 years

-0.97%

-29.30%

+28.33%

Max Drawdown (10Y)

Largest decline over 10 years

-1.60%

Current Drawdown

Current decline from peak

-7.89%

-0.59%

-7.30%

Average Drawdown

Average peak-to-trough decline

-20.17%

-6.30%

-13.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.12%

6.82%

-6.70%

Volatility

XSTR.L vs. XSTC.L - Volatility Comparison

The current volatility for Xtrackers II GBP Overnight Rate Swap UCITS ETF 1D (XSTR.L) is 0.14%, while Xtrackers MSCI USA Information Technology UCITS ETF 1D (XSTC.L) has a volatility of 6.44%. This indicates that XSTR.L experiences smaller price fluctuations and is considered to be less risky than XSTC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XSTR.LXSTC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

6.44%

-6.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.02%

14.26%

-12.24%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

19.60%

-17.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.02%

22.20%

-21.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.99%

22.42%

-21.43%

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

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

XSTR.L vs. XSTC.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
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


XSTR.L and XSTC.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.

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.

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

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

Portfolio Optimizer

Find the right allocation for XSTR.L and XSTC.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer