EUN0.DE vs. XS6R.L
Compare and contrast key facts about iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L).
EUN0.DE and XS6R.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUN0.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Minimum Volatility. It was launched on Nov 30, 2012. XS6R.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Utilities NR USD. It was launched on Jul 3, 2007. Both EUN0.DE and XS6R.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EUN0.DE vs. XS6R.L - Performance Comparison
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EUN0.DE vs. XS6R.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
EUN0.DE
XS6R.L
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.DE | XS6R.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | 2.21 | -1.48 |
Sortino ratioReturn per unit of downside risk | 0.99 | 2.69 | -1.69 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.41 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 3.70 | -2.71 |
Martin ratioReturn relative to average drawdown | 3.07 | 13.90 | -10.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUN0.DE | XS6R.L | Difference | |
|---|---|---|---|
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.
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.DE | XS6R.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.58% | -3.16% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -4.72% | -7.57% | +2.85% |
Ulcer IndexDepth 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.DE | XS6R.L | Difference | |
|---|---|---|---|
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% |