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XXSC.L vs. XGSI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XXSC.L vs. XGSI.L - 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 Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XXSC.L is traded in GBp, while XGSI.L is traded in USD. To make them comparable, the XGSI.L 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 6.58% return, which is significantly higher than XGSI.L's 0.05% return.


XXSC.L

1D
0.56%
1M
2.62%
YTD
6.58%
6M
9.35%
1Y
15.64%
3Y*
11.84%
5Y*
4.26%
10Y*
8.44%

XGSI.L

1D
0.08%
1M
1.20%
YTD
0.05%
6M
-0.97%
1Y
3.04%
3Y*
0.11%
5Y*
0.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXSC.L vs. XGSI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C
6.58%22.28%0.76%10.44%-17.50%15.39%10.55%24.87%-14.91%12.72%
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
0.05%-3.42%3.01%0.55%-3.00%-1.56%2.75%3.35%8.32%-4.45%

Correlation

The correlation between XXSC.L and XGSI.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.13

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2017

-0.06

The correlation between XXSC.L and XGSI.L shifts across timeframes, from -0.13 (5 years) to 0.07 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XXSC.L vs. XGSI.L — 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: 3434
Overall Rank
XXSC.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XXSC.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XXSC.L Omega Ratio Rank: 3636
Omega Ratio Rank
XXSC.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
XXSC.L Martin Ratio Rank: 3535
Martin Ratio Rank

XGSI.L
XGSI.L Risk / Return Rank: 1717
Overall Rank
XGSI.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGSI.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
XGSI.L Omega Ratio Rank: 1616
Omega Ratio Rank
XGSI.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGSI.L Martin Ratio Rank: 1818
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. XGSI.L - 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 Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.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.


XXSC.LXGSI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.23

1.08

+0.15

Calmar ratioReturn relative to maximum drawdown

1.44

0.50

+0.95

Martin ratioReturn relative to average drawdown

5.17

1.15

+4.03

XXSC.L vs. XGSI.L - Sharpe Ratio Comparison

The current XXSC.L Sharpe Ratio is 1.25, which is higher than the XGSI.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of XXSC.L and XGSI.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


XXSC.LXGSI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.44

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.04

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.06

+0.70

Drawdowns

XXSC.L vs. XGSI.L - Drawdown Comparison

The maximum XXSC.L drawdown since its inception was -35.12%, which is greater than XGSI.L's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for XXSC.L and XGSI.L.


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Drawdown Indicators


XXSC.LXGSI.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.12%

-22.36%

-12.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-6.10%

-4.69%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-9.18%

-3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

-16.82%

-13.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-1.31%

-17.59%

+16.28%

Average Drawdown

Average peak-to-trough decline

-7.53%

-12.10%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.65%

+0.37%

Volatility

XXSC.L vs. XGSI.L - Volatility Comparison

Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) has a higher volatility of 3.95% compared to Xtrackers Global Government Bond UCITS ETF 3C USD hedged (XGSI.L) at 1.88%. This indicates that XXSC.L's price experiences larger fluctuations and is considered to be riskier than XGSI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XXSC.LXGSI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

1.88%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

5.15%

+5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

6.92%

+5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

9.05%

+6.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

9.27%

+7.00%

XXSC.L vs. XGSI.L - Expense Ratio Comparison

XXSC.L has a 0.30% expense ratio, which is higher than XGSI.L's 0.25% expense ratio.


Dividends

XXSC.L vs. XGSI.L - Dividend Comparison

Neither XXSC.L nor XGSI.L has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
XGSI.L
Xtrackers Global Government Bond UCITS ETF 3C USD hedged
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


XXSC.L and XGSI.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGSI.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGSI.L is cheaper with a 0.25% expense ratio, compared with 0.30% for XXSC.L.

XXSC.L is categorized as Europe Equities, while XGSI.L is Global Bonds. XXSC.L tracks MSCI Europe Small Cap NR EUR, while XGSI.L tracks Bloomberg Global Aggregate TR Hdg USD. Their fees differ too: 0.30% for XXSC.L and 0.25% for XGSI.L.

Portfolio Optimizer

Find the right allocation for XXSC.L and XGSI.L

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