XXSC.L vs. CES1.L
Compare and contrast key facts about Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.L).
XXSC.L and CES1.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XXSC.L is a passively managed fund by DWS Investment S.A. (ETF) that tracks the performance of the MSCI Europe Small Cap NR EUR. It was launched on Jan 17, 2008. CES1.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU Small Cap NR EUR. It was launched on Jul 1, 2009. Both XXSC.L and CES1.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XXSC.L or CES1.L.
Key characteristics
| XXSC.L | CES1.L | |
|---|---|---|
| YTD Return | 1.42% | -3.36% |
| 1Y Return | 13.58% | 5.80% |
| 3Y Return (Ann) | -3.44% | -2.81% |
| 5Y Return (Ann) | 4.52% | 4.61% |
| 10Y Return (Ann) | 8.20% | 9.01% |
| Sharpe Ratio | 1.17 | 0.53 |
| Sortino Ratio | 1.72 | 0.82 |
| Omega Ratio | 1.21 | 1.10 |
| Calmar Ratio | 0.66 | 0.47 |
| Martin Ratio | 5.77 | 1.30 |
| Ulcer Index | 2.55% | 5.20% |
| Daily Std Dev | 12.63% | 12.71% |
| Max Drawdown | -35.12% | -32.68% |
| Current Drawdown | -10.81% | -9.70% |
Correlation
The correlation between XXSC.L and CES1.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XXSC.L vs. CES1.L - Performance Comparison
In the year-to-date period, XXSC.L achieves a 1.42% return, which is significantly higher than CES1.L's -3.36% return. Over the past 10 years, XXSC.L has underperformed CES1.L with an annualized return of 8.20%, while CES1.L has yielded a comparatively higher 9.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XXSC.L vs. CES1.L - Expense Ratio Comparison
XXSC.L has a 0.30% expense ratio, which is lower than CES1.L's 0.58% expense ratio.
Risk-Adjusted Performance
XXSC.L vs. CES1.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.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.
Dividends
XXSC.L vs. CES1.L - Dividend Comparison
Neither XXSC.L nor CES1.L has paid dividends to shareholders.
Drawdowns
XXSC.L vs. CES1.L - Drawdown Comparison
The maximum XXSC.L drawdown since its inception was -35.12%, which is greater than CES1.L's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for XXSC.L and CES1.L. For additional features, visit the drawdowns tool.
Volatility
XXSC.L vs. CES1.L - Volatility Comparison
Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and iShares MSCI EMU Small Cap UCITS ETF (Acc) (CES1.L) have volatilities of 2.76% and 2.63%, 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.