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

Performance

XSXG.L vs. IUSA.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 UCITS Dist (IUSA.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 IUSA.L is traded in GBp. To make them comparable, the IUSA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with XSXG.L having a 10.62% return and IUSA.L slightly higher at 10.67%.


XSXG.L

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

IUSA.L

1D
0.04%
1M
5.55%
YTD
10.67%
6M
10.66%
1Y
29.55%
3Y*
19.42%
5Y*
15.33%
10Y*
16.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSXG.L vs. IUSA.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%
IUSA.L
iShares S&P 500 UCITS Dist
10.67%9.70%27.73%20.24%2.73%

Correlation

The correlation between XSXG.L and IUSA.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

The correlation between XSXG.L and IUSA.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

XSXG.L vs. IUSA.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

IUSA.L
IUSA.L Risk / Return Rank: 8484
Overall Rank
IUSA.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IUSA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
IUSA.L Omega Ratio Rank: 8686
Omega Ratio Rank
IUSA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSA.L Martin Ratio Rank: 8080
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. IUSA.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 UCITS Dist (IUSA.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.LIUSA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.52

1.53

-0.01

Calmar ratioReturn relative to maximum drawdown

4.01

4.20

-0.19

Martin ratioReturn relative to average drawdown

14.45

15.53

-1.08

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

The current XSXG.L Sharpe Ratio is 2.77, which is comparable to the IUSA.L Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of XSXG.L and IUSA.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.LIUSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

2.82

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

0.58

+0.68

Drawdowns

XSXG.L vs. IUSA.L - Drawdown Comparison

The maximum XSXG.L drawdown since its inception was -21.10%, smaller than the maximum IUSA.L drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for XSXG.L and IUSA.L.


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Drawdown Indicators


XSXG.LIUSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.10%

-38.58%

+17.48%

Max Drawdown (1Y)

Largest decline over 1 year

-7.27%

-7.01%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-21.10%

-21.08%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

Max Drawdown (10Y)

Largest decline over 10 years

-25.42%

Current Drawdown

Current decline from peak

-0.22%

-0.22%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.44%

-7.29%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.90%

+0.12%

Volatility

XSXG.L vs. IUSA.L - Volatility Comparison

Xtrackers S&P 500 Swap UCITS ETF 1D (XSXG.L) and iShares S&P 500 UCITS Dist (IUSA.L) have volatilities of 2.62% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSXG.LIUSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.62%

2.62%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.18%

7.13%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

10.44%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

14.33%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

15.60%

-1.69%

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

Both XSXG.L and IUSA.L have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XSXG.L vs. IUSA.L - Dividend Comparison

XSXG.L's dividend yield for the trailing twelve months is around 0.82%, less than IUSA.L's 1.15% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSA.L
iShares S&P 500 UCITS Dist
1.15%1.24%1.28%1.55%1.74%1.39%1.80%1.96%2.22%1.95%1.75%2.29%
XSXG.L
Xtrackers S&P 500 Swap UCITS ETF 1D
0.82%0.92%1.11%1.30%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.99, XSXG.L and IUSA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XSXG.L and IUSA.L have the same expense ratio: 0.07% per year.

Both ETFs track S&P 500 Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

Find the right allocation for XSXG.L and IUSA.L

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