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XUIN.L vs. BRIP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUIN.L vs. BRIP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XUIN.L achieves a 13.59% return, which is significantly higher than BRIP.L's 6.13% return.


XUIN.L

1D
-0.08%
1M
1.54%
YTD
13.59%
6M
14.31%
1Y
23.35%
3Y*
22.41%
5Y*
12.44%
10Y*

BRIP.L

1D
-0.20%
1M
-1.20%
YTD
6.13%
6M
8.28%
1Y
10.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUIN.L vs. BRIP.L - Yearly Performance Comparison


Correlation

The correlation between XUIN.L and BRIP.L is 0.57, 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

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.47

The correlation between XUIN.L and BRIP.L shifts across timeframes, from 0.47 (all time) to 0.57 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XUIN.L vs. BRIP.L — Risk / Return Rank

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

XUIN.L
XUIN.L Risk / Return Rank: 4747
Overall Rank
XUIN.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XUIN.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
XUIN.L Omega Ratio Rank: 4343
Omega Ratio Rank
XUIN.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
XUIN.L Martin Ratio Rank: 5151
Martin Ratio Rank

BRIP.L
BRIP.L Risk / Return Rank: 2424
Overall Rank
BRIP.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BRIP.L Sortino Ratio Rank: 2222
Sortino Ratio Rank
BRIP.L Omega Ratio Rank: 2424
Omega Ratio Rank
BRIP.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
BRIP.L Martin Ratio Rank: 2525
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.

XUIN.L vs. BRIP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) and Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.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.


XUIN.LBRIP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.27

1.13

+0.15

Calmar ratioReturn relative to maximum drawdown

2.18

0.95

+1.23

Martin ratioReturn relative to average drawdown

8.63

2.79

+5.84

XUIN.L vs. BRIP.L - Sharpe Ratio Comparison

The current XUIN.L Sharpe Ratio is 1.57, which is higher than the BRIP.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XUIN.L and BRIP.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


XUIN.LBRIP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.64

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

1.17

-0.30

Drawdowns

XUIN.L vs. BRIP.L - Drawdown Comparison

The maximum XUIN.L drawdown since its inception was -21.71%, which is greater than BRIP.L's maximum drawdown of -14.25%. Use the drawdown chart below to compare losses from any high point for XUIN.L and BRIP.L.


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Drawdown Indicators


XUIN.LBRIP.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.71%

-14.25%

-7.46%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-11.46%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.71%

Current Drawdown

Current decline from peak

-0.65%

-6.38%

+5.73%

Average Drawdown

Average peak-to-trough decline

-4.57%

-3.69%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.89%

-1.19%

Volatility

XUIN.L vs. BRIP.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA Industrials UCITS ETF 1D (XUIN.L) is 5.18%, while Global X European Infrastructure Development UCITS ETF EUR Accumulating (BRIP.L) has a volatility of 6.05%. This indicates that XUIN.L experiences smaller price fluctuations and is considered to be less risky than BRIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUIN.LBRIP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

6.05%

-0.87%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

13.86%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

16.82%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

17.90%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.41%

17.90%

-0.49%

XUIN.L vs. BRIP.L - Expense Ratio Comparison

XUIN.L has a 0.12% expense ratio, which is lower than BRIP.L's 0.47% expense ratio.


Dividends

XUIN.L vs. BRIP.L - Dividend Comparison

XUIN.L's dividend yield for the trailing twelve months is around 0.91%, while BRIP.L has not paid dividends to shareholders.


PositionTTM2025202420232022
BRIP.L
Global X European Infrastructure Development UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%
XUIN.L
Xtrackers MSCI USA Industrials UCITS ETF 1D
0.91%1.01%1.12%1.17%0.63%

Frequently Asked Questions


XUIN.L and BRIP.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUIN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUIN.L is cheaper with a 0.12% expense ratio, compared with 0.47% for BRIP.L.

XUIN.L tracks MSCI World/Materials NR USD, while BRIP.L tracks Mirae Asset European Infrastructure Development Index. They also come from different issuers: DWS and Global X. Their fees differ too: 0.12% for XUIN.L and 0.47% for BRIP.L.

Portfolio Optimizer

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