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Xtrackers MSCI Europe Utilities ESG Screened UCITS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0292104899
WKNDBX1SU
IssuerXtrackers
Inception DateJul 3, 2007
CategoryUtilities Equities
Index TrackedMSCI World/Utilities NR USD
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

XS6R.L has a high expense ratio of 0.20%, indicating higher-than-average management fees.


Expense ratio chart for XS6R.L: 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%

Share Price Chart


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Compare to other instruments

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


Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
106.71%
616.27%
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

S&P 500

Returns By Period

Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C had a return of 3.78% year-to-date (YTD) and 5.43% in the last 12 months. Over the past 10 years, Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C had an annualized return of 7.25%, while the S&P 500 had an annualized return of 10.99%, indicating that Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date3.78%11.18%
1 month12.99%5.60%
6 months9.07%17.48%
1 year5.43%26.33%
5 years (annualized)8.59%13.16%
10 years (annualized)7.25%10.99%

Monthly Returns

The table below presents the monthly returns of XS6R.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.27%-5.31%4.31%-0.66%3.78%
20232.18%0.63%4.83%3.43%-4.80%2.70%-0.79%-3.64%-2.87%0.35%6.31%3.31%11.55%
2022-2.63%1.33%-2.04%1.97%-0.23%-8.08%4.94%-2.35%-8.30%3.57%8.10%0.85%-4.10%
2021-2.12%-7.85%5.04%2.73%0.67%-3.07%1.14%4.71%-8.64%6.13%-0.06%4.09%1.45%
20207.49%-0.62%-14.21%0.46%9.17%6.26%2.08%-2.93%1.33%-3.17%10.60%2.79%18.06%
20194.96%-1.32%3.41%-0.66%2.07%5.35%2.50%2.49%2.68%-2.25%-1.64%3.50%22.81%
2018-3.52%-3.59%3.71%5.62%-2.44%2.53%3.05%-3.06%-0.92%-2.35%3.55%1.37%3.39%
2017-2.92%4.14%5.31%-2.95%11.36%-3.67%2.17%7.13%-4.86%2.72%-0.97%-2.81%14.10%
20162.41%-3.84%4.34%2.17%-1.77%10.32%2.94%-3.38%2.30%1.82%-12.48%7.45%10.85%
20151.21%-3.01%-2.25%2.15%1.71%-7.39%3.74%-3.94%-2.16%4.34%-1.26%1.75%-5.64%
2014-1.22%6.93%3.86%-0.75%4.03%0.87%-1.69%0.29%0.50%-0.78%2.87%-4.37%10.49%
20134.23%-2.83%1.18%5.63%1.56%-4.42%5.83%-3.20%3.68%4.93%-1.26%-0.07%15.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of XS6R.L is 24, indicating that it is in the bottom 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of XS6R.L is 2424
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C)
The Sharpe Ratio Rank of XS6R.L is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of XS6R.L is 2121Sortino Ratio Rank
The Omega Ratio Rank of XS6R.L is 2121Omega Ratio Rank
The Calmar Ratio Rank of XS6R.L is 3535Calmar Ratio Rank
The Martin Ratio Rank of XS6R.L is 2121Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


XS6R.L
Sharpe ratio
The chart of Sharpe ratio for XS6R.L, currently valued at 0.49, compared to the broader market0.002.004.000.49
Sortino ratio
The chart of Sortino ratio for XS6R.L, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.000.78
Omega ratio
The chart of Omega ratio for XS6R.L, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for XS6R.L, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.49
Martin ratio
The chart of Martin ratio for XS6R.L, currently valued at 1.27, compared to the broader market0.0020.0040.0060.0080.001.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.008.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.009.12

Sharpe Ratio

The current Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C Sharpe ratio is 0.49. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
0.49
2.08
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Dividends

Dividend History


Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay0
-1.04%
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C was 29.46%, occurring on Jul 23, 2012. Recovery took 342 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.46%Jan 19, 2010402Jul 23, 2012342May 21, 2014744
-27.1%Feb 20, 202016Mar 12, 2020179Nov 27, 2020195
-24.48%Oct 31, 200812Mar 10, 200919Sep 21, 200931
-23.95%Jan 11, 2021443Oct 13, 2022122Apr 6, 2023565
-18.65%Dec 8, 2014199Sep 22, 2015195Jun 30, 2016394

Volatility

Volatility Chart

The current Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C volatility is 3.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
3.78%
3.95%
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C)
Benchmark (^GSPC)