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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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MLPQ.L vs. ^SIXU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLPQ.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
15.58%-4.55%24.63%12.94%47.46%38.65%-33.55%3.85%-9.99%-16.88%
^SIXU
Utilities Select Sector Index
9.79%4.66%21.67%-14.69%10.38%14.97%-5.66%17.59%6.44%-1.05%
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

In the year-to-date period, MLPQ.L achieves a 15.58% return, which is significantly higher than ^SIXU's 9.79% return. Over the past 10 years, MLPQ.L has outperformed ^SIXU with an annualized return of 10.23%, while ^SIXU has yielded a comparatively lower 7.12% annualized return.


MLPQ.L

1D
-4.01%
1M
-1.26%
YTD
15.58%
6M
15.47%
1Y
2.50%
3Y*
15.47%
5Y*
21.41%
10Y*
10.23%

^SIXU

1D
0.22%
1M
-1.12%
YTD
9.79%
6M
6.52%
1Y
13.62%
3Y*
8.22%
5Y*
8.49%
10Y*
7.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 1414
Overall Rank
MLPQ.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
MLPQ.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
MLPQ.L Omega Ratio Rank: 1414
Omega Ratio Rank
MLPQ.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
MLPQ.L Martin Ratio Rank: 1414
Martin Ratio Rank

^SIXU
^SIXU Risk / Return Rank: 6262
Overall Rank
^SIXU Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
^SIXU Sortino Ratio Rank: 6565
Sortino Ratio Rank
^SIXU Omega Ratio Rank: 5757
Omega Ratio Rank
^SIXU Calmar Ratio Rank: 7070
Calmar Ratio Rank
^SIXU Martin Ratio Rank: 4646
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.

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.


MLPQ.L^SIXUDifference

Sharpe ratio

Return per unit of total volatility

0.13

0.86

-0.73

Sortino ratio

Return per unit of downside risk

0.29

1.25

-0.96

Omega ratio

Gain probability vs. loss probability

1.04

1.16

-0.12

Calmar ratio

Return relative to maximum drawdown

0.17

1.36

-1.19

Martin ratio

Return relative to average drawdown

0.34

3.05

-2.71

MLPQ.L vs. ^SIXU - Sharpe Ratio Comparison

The current MLPQ.L Sharpe Ratio is 0.13, which is lower than the ^SIXU Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MLPQ.L and ^SIXU, 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


MLPQ.L^SIXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

0.86

-0.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.50

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.35

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.40

-0.22

Correlation

The correlation between MLPQ.L and ^SIXU is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

MLPQ.L vs. ^SIXU - Drawdown Comparison

The maximum MLPQ.L drawdown since its inception was -75.62%, which is greater than ^SIXU's maximum drawdown of -30.58%. 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

-75.62%

-36.56%

-39.06%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-9.82%

-6.40%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-27.79%

+8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

-36.56%

-37.51%

Current Drawdown

Current decline from peak

-4.80%

-2.98%

-1.82%

Average Drawdown

Average peak-to-trough decline

-20.24%

-6.73%

-13.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

4.11%

+2.07%

Volatility

MLPQ.L vs. ^SIXU - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) has a higher volatility of 5.99% compared to Utilities Select Sector Index (^SIXU) at 5.43%. This indicates that MLPQ.L's price experiences larger fluctuations and is considered to be riskier than ^SIXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPQ.L^SIXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

5.43%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

10.81%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

15.90%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

17.29%

+2.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

20.28%

+7.64%