XMLC.DE's Sharpe Ratio of 0.48 indicates that for each unit of volatility, it generates 0.48 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.
XMLC.DE Sharpe Ratio Rank
XMLC.DE ranks above 17.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Weak risk-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or re-evaluating position size
- Review higher-ranked alternatives in the same category
XMLC.DE Sharpe Ratio Market Positioning
The chart shows XMLC.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): 0.86 or lower
- Yellow zone (middle 50%): 0.86 to 2.40
- Green zone (top 25%): 2.40 or higher
- Top 1%: 7.64+
- Median: 1.70 — half of all investments score higher
How it compares to other similar ETFs
The table compares L&G Clean Water UCITS ETF's Sharpe Ratio with other ETFs in the Water Equities category across multiple time periods, showing how XMLC.DE's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| XMLC.DE | L&G Clean Water UCITS ETF | 0.48 | |||
| IQQQ.DE | iShares Global Water UCITS ETF | 0.15 | |||
| AKWA.DE | Global X Clean Water UCITS ETF | -0.03 | |||
| LYM8.DE | Amundi MSCI Water ESG Screened UCITS ETF Dist | -0.19 | |||
| XDG6.DE | Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C | -0.46 |
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