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XSXG.L vs. IUCM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSXG.L vs. IUCM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) and iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSXG.L is traded in GBP, while IUCM.L is traded in USD. To make them comparable, the IUCM.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSXG.L achieves a 10.62% return, which is significantly higher than IUCM.L's 2.02% return.


XSXG.L

1D
0.00%
1M
5.53%
YTD
10.62%
6M
10.52%
1Y
29.28%
3Y*
19.21%
5Y*
10Y*

IUCM.L

1D
1.51%
1M
-1.92%
YTD
2.02%
6M
0.82%
1Y
22.04%
3Y*
23.90%
5Y*
12.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSXG.L vs. IUCM.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
XSXG.L
Xtrackers S&P 500 Swap UCITS ETF 1D
10.62%9.55%27.53%20.03%2.67%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
2.02%17.47%41.41%47.96%-12.73%

Correlation

The correlation between XSXG.L and IUCM.L is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2022

0.69

The correlation between XSXG.L and IUCM.L shifts across timeframes, from 0.53 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XSXG.L vs. IUCM.L — Risk / Return Rank

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

XSXG.L
XSXG.L Risk / Return Rank: 8282
Overall Rank
XSXG.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XSXG.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
XSXG.L Omega Ratio Rank: 8686
Omega Ratio Rank
XSXG.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XSXG.L Martin Ratio Rank: 7777
Martin Ratio Rank

IUCM.L
IUCM.L Risk / Return Rank: 4444
Overall Rank
IUCM.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IUCM.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
IUCM.L Omega Ratio Rank: 3939
Omega Ratio Rank
IUCM.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
IUCM.L Martin Ratio Rank: 4848
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.

XSXG.L vs. IUCM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) and iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.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.


XSXG.LIUCM.LDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.52

1.25

+0.26

Calmar ratioReturn relative to maximum drawdown

4.01

2.67

+1.33

Martin ratioReturn relative to average drawdown

14.45

8.83

+5.62

XSXG.L vs. IUCM.L - Sharpe Ratio Comparison

The current XSXG.L Sharpe Ratio is 2.77, which is higher than the IUCM.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XSXG.L and IUCM.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.


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Sharpe Ratios by Period


XSXG.LIUCM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

1.52

+1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.71

+0.55

Drawdowns

XSXG.L vs. IUCM.L - Drawdown Comparison

The maximum XSXG.L drawdown since its inception was -21.10%, smaller than the maximum IUCM.L drawdown of -38.32%. Use the drawdown chart below to compare losses from any high point for XSXG.L and IUCM.L.


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Drawdown Indicators


XSXG.LIUCM.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.10%

-38.32%

+17.22%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-8.21%

+0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-21.10%

-20.74%

-0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

Current Drawdown

Current decline from peak

-0.22%

-4.39%

+4.17%

Average Drawdown

Average peak-to-trough decline

-3.44%

-8.23%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.49%

-0.47%

Volatility

XSXG.L vs. IUCM.L - Volatility Comparison

The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) is 2.62%, while iShares S&P 500 Communication Sector UCITS ETF USD Acc (IUCM.L) has a volatility of 4.59%. This indicates that XSXG.L experiences smaller price fluctuations and is considered to be less risky than IUCM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSXG.LIUCM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

4.59%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.18%

10.51%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

14.43%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

19.49%

-5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

20.24%

-6.33%

XSXG.L vs. IUCM.L - Expense Ratio Comparison

XSXG.L has a 0.07% expense ratio, which is lower than IUCM.L's 0.15% 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

XSXG.L vs. IUCM.L - Dividend Comparison

XSXG.L's dividend yield for the trailing twelve months is around 0.82%, while IUCM.L has not paid dividends to shareholders.


PositionTTM2025202420232022
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%
XSXG.L
Xtrackers S&P 500 Swap UCITS ETF 1D
0.82%0.92%1.11%1.30%0.38%

Frequently Asked Questions


XSXG.L and IUCM.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSXG.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSXG.L is cheaper with a 0.07% expense ratio, compared with 0.15% for IUCM.L.

XSXG.L is categorized as S&P 500, while IUCM.L is Communications Equities. XSXG.L tracks S&P 500 Index, while IUCM.L tracks MSCI World/Comm Services NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.07% for XSXG.L and 0.15% for IUCM.L.

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