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EXH9.DE vs. XS6R.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXH9.DE vs. XS6R.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.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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Different Trading Currencies

EXH9.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

The year-to-date returns for both stocks are quite close, with EXH9.DE having a 12.41% return and XS6R.L slightly lower at 11.82%. Both investments have delivered pretty close results over the past 10 years, with EXH9.DE having a 10.74% annualized return and XS6R.L not far behind at 10.47%.


EXH9.DE

1D
-0.18%
1M
-3.20%
YTD
12.41%
6M
13.56%
1Y
25.76%
3Y*
16.47%
5Y*
11.76%
10Y*
10.74%

XS6R.L

1D
-0.42%
1M
-2.43%
YTD
11.82%
6M
13.24%
1Y
24.36%
3Y*
15.99%
5Y*
11.23%
10Y*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH9.DE vs. XS6R.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)
12.41%33.92%1.25%13.58%-7.50%8.84%10.88%31.91%1.47%9.93%
XS6R.L
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C
11.82%31.13%3.57%13.91%-8.79%7.75%11.65%30.63%2.12%9.60%

Correlation

The correlation between EXH9.DE and XS6R.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.92

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

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2008

0.78

The correlation between EXH9.DE and XS6R.L shifts across timeframes, from 0.78 (all time) to 0.93 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EXH9.DE vs. XS6R.L — Risk / Return Rank

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

EXH9.DE
EXH9.DE Risk / Return Rank: 5555
Overall Rank
EXH9.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXH9.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXH9.DE Omega Ratio Rank: 5252
Omega Ratio Rank
EXH9.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
EXH9.DE Martin Ratio Rank: 5656
Martin Ratio Rank

XS6R.L
XS6R.L Risk / Return Rank: 5454
Overall Rank
XS6R.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XS6R.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
XS6R.L Omega Ratio Rank: 5353
Omega Ratio Rank
XS6R.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XS6R.L Martin Ratio Rank: 5454
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.

EXH9.DE vs. XS6R.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.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.


EXH9.DEXS6R.LDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

3.44

3.07

+0.37

Martin ratioReturn relative to average drawdown

9.54

9.15

+0.38

EXH9.DE vs. XS6R.L - Sharpe Ratio Comparison

The current EXH9.DE Sharpe Ratio is 1.74, which is comparable to the XS6R.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of EXH9.DE and XS6R.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


EXH9.DEXS6R.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.63

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.68

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.60

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.35

+0.07

Drawdowns

EXH9.DE vs. XS6R.L - Drawdown Comparison

The maximum EXH9.DE drawdown since its inception was -51.33%, which is greater than XS6R.L's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for EXH9.DE and XS6R.L.


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Drawdown Indicators


EXH9.DEXS6R.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.33%

-34.72%

-16.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-7.89%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.67%

-13.68%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-22.71%

-23.38%

+0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.21%

-32.40%

-0.81%

Current Drawdown

Current decline from peak

-5.32%

-5.32%

0.00%

Average Drawdown

Average peak-to-trough decline

-16.67%

-8.15%

-8.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.65%

+0.04%

Volatility

EXH9.DE vs. XS6R.L - Volatility Comparison

iShares STOXX Europe 600 Utilities UCITS ETF (DE) (EXH9.DE) and Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) have volatilities of 5.89% and 5.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXH9.DEXS6R.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

5.70%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

12.95%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

14.88%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

16.40%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

17.33%

-0.30%

EXH9.DE vs. XS6R.L - Expense Ratio Comparison

EXH9.DE has a 0.47% expense ratio, which is higher than XS6R.L's 0.20% expense ratio.


Dividends

EXH9.DE vs. XS6R.L - Dividend Comparison

EXH9.DE's dividend yield for the trailing twelve months is around 2.61%, while XS6R.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)
2.61%2.96%3.27%3.47%3.33%3.11%2.36%3.41%3.31%6.56%4.89%4.62%
XS6R.L
Xtrackers MSCI Europe Utilities ESG Screened 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%0.00%

Frequently Asked Questions


With a correlation of 0.90, EXH9.DE and XS6R.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XS6R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XS6R.L is cheaper with a 0.20% expense ratio, compared with 0.47% for EXH9.DE.

EXH9.DE tracks STOXX® Europe 600 Utilities, while XS6R.L tracks MSCI World/Utilities NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.47% for EXH9.DE and 0.20% for XS6R.L.

Portfolio Optimizer

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