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XXSC.L vs. EUNL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XXSC.L vs. EUNL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). The values are adjusted to include any dividend payments, if applicable.

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XXSC.L vs. EUNL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C
-1.10%22.28%0.76%10.44%-17.50%15.39%10.55%24.87%-14.91%23.58%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
-1.23%13.52%20.44%17.73%-8.86%23.35%11.44%24.51%-3.79%12.31%
Different Trading Currencies

XXSC.L is traded in GBp, while EUNL.DE is traded in EUR. To make them comparable, the EUNL.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XXSC.L achieves a -1.10% return, which is significantly lower than EUNL.DE's -1.02% return. Over the past 10 years, XXSC.L has underperformed EUNL.DE with an annualized return of 7.92%, while EUNL.DE has yielded a comparatively higher 12.93% annualized return.


XXSC.L

1D
-0.54%
1M
-2.04%
YTD
-1.10%
6M
1.65%
1Y
17.57%
3Y*
8.96%
5Y*
4.02%
10Y*
7.92%

EUNL.DE

1D
0.00%
1M
-1.44%
YTD
-1.02%
6M
2.09%
1Y
17.70%
3Y*
14.88%
5Y*
11.43%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XXSC.L vs. EUNL.DE - Expense Ratio Comparison

XXSC.L has a 0.30% expense ratio, which is higher than EUNL.DE's 0.20% expense ratio.


Return for Risk

XXSC.L vs. EUNL.DE — Risk / Return Rank

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

XXSC.L
XXSC.L Risk / Return Rank: 6262
Overall Rank
XXSC.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XXSC.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
XXSC.L Omega Ratio Rank: 6363
Omega Ratio Rank
XXSC.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
XXSC.L Martin Ratio Rank: 5858
Martin Ratio Rank

EUNL.DE
EUNL.DE Risk / Return Rank: 5555
Overall Rank
EUNL.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EUNL.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
EUNL.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EUNL.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
EUNL.DE Martin Ratio Rank: 8383
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.

XXSC.L vs. EUNL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE). 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.


XXSC.LEUNL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.15

+0.07

Sortino ratio

Return per unit of downside risk

1.65

1.62

+0.03

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

1.79

3.46

-1.67

Martin ratio

Return relative to average drawdown

6.78

13.23

-6.46

XXSC.L vs. EUNL.DE - Sharpe Ratio Comparison

The current XXSC.L Sharpe Ratio is 1.23, which is comparable to the EUNL.DE Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of XXSC.L and EUNL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XXSC.LEUNL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.15

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.82

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.86

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.77

-0.03

Correlation

The correlation between XXSC.L and EUNL.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XXSC.L vs. EUNL.DE - Dividend Comparison

Neither XXSC.L nor EUNL.DE has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.95%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XXSC.L vs. EUNL.DE - Drawdown Comparison

The maximum XXSC.L drawdown since its inception was -35.12%, which is greater than EUNL.DE's maximum drawdown of -26.21%. Use the drawdown chart below to compare losses from any high point for XXSC.L and EUNL.DE.


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Drawdown Indicators


XXSC.LEUNL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.12%

-33.63%

-1.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-8.82%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

-21.73%

-9.01%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-33.63%

-1.49%

Current Drawdown

Current decline from peak

-7.27%

-3.98%

-3.29%

Average Drawdown

Average peak-to-trough decline

-7.59%

-4.29%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

1.71%

+1.14%

Volatility

XXSC.L vs. EUNL.DE - Volatility Comparison

Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) has a higher volatility of 5.90% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 4.28%. This indicates that XXSC.L's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XXSC.LEUNL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.90%

4.28%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.54%

8.45%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

14.25%

15.28%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

13.80%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.20%

14.99%

+1.21%