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EUN0.DE vs. XS6R.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUN0.DE vs. XS6R.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L). The values are adjusted to include any dividend payments, if applicable.

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EUN0.DE vs. XS6R.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF
5.10%12.27%11.42%10.79%-13.21%21.54%-4.02%24.17%-4.36%9.14%
XS6R.L
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C
14.89%31.13%3.57%13.91%-8.79%7.75%11.65%30.63%2.12%9.60%
Different Trading Currencies

EUN0.DE is traded in EUR, while XS6R.L is traded in GBp. To make them comparable, the XS6R.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUN0.DE achieves a 5.10% return, which is significantly lower than XS6R.L's 14.89% return. Over the past 10 years, EUN0.DE has underperformed XS6R.L with an annualized return of 6.99%, while XS6R.L has yielded a comparatively higher 11.20% annualized return.


EUN0.DE

1D
1.01%
1M
-2.88%
YTD
5.10%
6M
7.63%
1Y
8.56%
3Y*
10.82%
5Y*
8.28%
10Y*
6.99%

XS6R.L

1D
1.96%
1M
-1.43%
YTD
14.89%
6M
25.19%
1Y
36.73%
3Y*
17.86%
5Y*
11.78%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUN0.DE vs. XS6R.L - Expense Ratio Comparison

EUN0.DE has a 0.25% expense ratio, which is higher than XS6R.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

EUN0.DE vs. XS6R.L — Risk / Return Rank

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

EUN0.DE
EUN0.DE Risk / Return Rank: 3535
Overall Rank
EUN0.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EUN0.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EUN0.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EUN0.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN0.DE Martin Ratio Rank: 3232
Martin Ratio Rank

XS6R.L
XS6R.L Risk / Return Rank: 9595
Overall Rank
XS6R.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XS6R.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XS6R.L Omega Ratio Rank: 9494
Omega Ratio Rank
XS6R.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XS6R.L Martin Ratio Rank: 9494
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.

EUN0.DE vs. XS6R.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.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.


EUN0.DEXS6R.LDifference

Sharpe ratio

Return per unit of total volatility

0.73

2.21

-1.48

Sortino ratio

Return per unit of downside risk

0.99

2.69

-1.69

Omega ratio

Gain probability vs. loss probability

1.16

1.41

-0.25

Calmar ratio

Return relative to maximum drawdown

0.99

3.70

-2.71

Martin ratio

Return relative to average drawdown

3.07

13.90

-10.83

EUN0.DE vs. XS6R.L - Sharpe Ratio Comparison

The current EUN0.DE Sharpe Ratio is 0.73, which is lower than the XS6R.L Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EUN0.DE and XS6R.L, 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


EUN0.DEXS6R.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

2.21

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.73

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.65

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.36

+0.27

Correlation

The correlation between EUN0.DE and XS6R.L is 0.67, 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

EUN0.DE vs. XS6R.L - Dividend Comparison

Neither EUN0.DE nor XS6R.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUN0.DE vs. XS6R.L - Drawdown Comparison

The maximum EUN0.DE drawdown since its inception was -30.68%, smaller than the maximum XS6R.L drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and XS6R.L.


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Drawdown Indicators


EUN0.DEXS6R.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.68%

-29.46%

-1.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-9.14%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-19.64%

-21.38%

+1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-30.68%

-27.10%

-3.58%

Current Drawdown

Current decline from peak

-3.58%

-3.16%

-0.42%

Average Drawdown

Average peak-to-trough decline

-4.72%

-7.57%

+2.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.70%

+0.24%

Volatility

EUN0.DE vs. XS6R.L - Volatility Comparison

The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 4.10%, while Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a volatility of 6.79%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than XS6R.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUN0.DEXS6R.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

6.79%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

6.51%

11.18%

-4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

16.58%

-4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.00%

16.25%

-5.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.53%

17.25%

-4.72%