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XXSC.L vs. IUSQ.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XXSC.LIUSQ.DE
YTD Return4.10%14.22%
1Y Return14.49%19.39%
3Y Return (Ann)-1.78%7.96%
5Y Return (Ann)5.37%10.91%
10Y Return (Ann)8.08%10.13%
Sharpe Ratio0.941.97
Daily Std Dev13.56%10.68%
Max Drawdown-35.12%-33.60%
Current Drawdown-8.44%-2.21%

Correlation

-0.50.00.51.00.7

The correlation between XXSC.L and IUSQ.DE is 0.74, 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. IUSQ.DE - Performance Comparison

In the year-to-date period, XXSC.L achieves a 4.10% return, which is significantly lower than IUSQ.DE's 14.22% return. Over the past 10 years, XXSC.L has underperformed IUSQ.DE with an annualized return of 8.08%, while IUSQ.DE has yielded a comparatively higher 10.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
8.63%
7.21%
XXSC.L
IUSQ.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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


XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C
Expense ratio chart for XXSC.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for IUSQ.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

XXSC.L vs. IUSQ.DE - 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 ACWI UCITS ETF (Acc) (IUSQ.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.L
Sharpe ratio
The chart of Sharpe ratio for XXSC.L, currently valued at 1.44, compared to the broader market0.002.004.001.44
Sortino ratio
The chart of Sortino ratio for XXSC.L, currently valued at 2.17, compared to the broader market-2.000.002.004.006.008.0010.0012.002.17
Omega ratio
The chart of Omega ratio for XXSC.L, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for XXSC.L, currently valued at 0.68, compared to the broader market0.005.0010.0015.000.68
Martin ratio
The chart of Martin ratio for XXSC.L, currently valued at 7.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.94
IUSQ.DE
Sharpe ratio
The chart of Sharpe ratio for IUSQ.DE, currently valued at 2.34, compared to the broader market0.002.004.002.34
Sortino ratio
The chart of Sortino ratio for IUSQ.DE, currently valued at 3.30, compared to the broader market-2.000.002.004.006.008.0010.0012.003.30
Omega ratio
The chart of Omega ratio for IUSQ.DE, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.001.43
Calmar ratio
The chart of Calmar ratio for IUSQ.DE, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for IUSQ.DE, currently valued at 14.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.33

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

The current XXSC.L Sharpe Ratio is 0.94, which is lower than the IUSQ.DE Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of XXSC.L and IUSQ.DE.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AprilMayJuneJulyAugustSeptember
1.44
2.34
XXSC.L
IUSQ.DE

Dividends

XXSC.L vs. IUSQ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XXSC.L vs. IUSQ.DE - Drawdown Comparison

The maximum XXSC.L drawdown since its inception was -35.12%, roughly equal to the maximum IUSQ.DE drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for XXSC.L and IUSQ.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-12.83%
-0.74%
XXSC.L
IUSQ.DE

Volatility

XXSC.L vs. IUSQ.DE - Volatility Comparison

Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) have volatilities of 3.98% and 3.96%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.98%
3.96%
XXSC.L
IUSQ.DE