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MLPQ.L vs. ^SIXU
Performance
Return for Risk
Drawdowns
Volatility

Performance

MLPQ.L vs. ^SIXU - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) and Utilities Select Sector Index (^SIXU). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MLPQ.L is traded in GBp, while ^SIXU is traded in USD. To make them comparable, the ^SIXU values have been converted to GBp using the latest available exchange rates.

Returns By Period


MLPQ.L

1D
0.85%
1M
5.25%
6M
13.96%
YTD
20.29%
1Y
18.65%
3Y*
16.90%
5Y*
19.30%
10Y*
6.74%

^SIXU

1D
0.56%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MLPQ.L vs. ^SIXU - Yearly Performance Comparison


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Return for Risk

MLPQ.L vs. ^SIXU — Risk / Return Rank

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

MLPQ.L
MLPQ.L Risk / Return Rank: 3939
Overall Rank
MLPQ.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MLPQ.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
MLPQ.L Omega Ratio Rank: 3636
Omega Ratio Rank
MLPQ.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
MLPQ.L Martin Ratio Rank: 3636
Martin Ratio Rank

^SIXU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

MLPQ.L vs. ^SIXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) and Utilities Select Sector Index (^SIXU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MLPQ.L^SIXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

2.05

Martin ratioReturn relative to average drawdown

4.43

MLPQ.L vs. ^SIXU - Sharpe Ratio Comparison


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Drawdowns

MLPQ.L vs. ^SIXU - Drawdown Comparison

The maximum MLPQ.L drawdown since its inception was -81.18%, which is greater than ^SIXU's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MLPQ.L and ^SIXU.


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Drawdown Indicators


MLPQ.L^SIXUDifference

Max Drawdown

Largest peak-to-trough decline

-81.18%

0.00%

-81.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

Max Drawdown (3Y)

Largest decline over 3 years

-21.78%

Max Drawdown (5Y)

Largest decline over 5 years

-21.78%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

Current Drawdown

Current decline from peak

-2.44%

0.00%

-2.44%

Average Drawdown

Average peak-to-trough decline

-34.85%

0.00%

-34.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

Volatility

MLPQ.L vs. ^SIXU - Volatility Comparison


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Volatility by Period


MLPQ.L^SIXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.98%

Portfolio Optimizer

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