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MLPQ.L vs. XDW0.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLPQ.L vs. XDW0.L - 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 Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L). The values are adjusted to include any dividend payments, if applicable.

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MLPQ.L vs. XDW0.L - 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%
XDW0.L
Xtrackers MSCI World Energy UCITS ETF 1C
34.26%6.49%3.89%-1.50%63.67%40.54%-32.44%5.86%-10.68%-3.77%
Different Trading Currencies

MLPQ.L is traded in GBp, while XDW0.L is traded in USD. To make them comparable, the XDW0.L 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 lower than XDW0.L's 34.26% 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%

XDW0.L

1D
-5.00%
1M
7.09%
YTD
34.26%
6M
37.39%
1Y
32.94%
3Y*
15.29%
5Y*
22.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLPQ.L vs. XDW0.L - Expense Ratio Comparison

MLPQ.L has a 0.50% expense ratio, which is higher than XDW0.L's 0.25% expense ratio.


Return for Risk

MLPQ.L vs. XDW0.L — 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

XDW0.L
XDW0.L Risk / Return Rank: 8282
Overall Rank
XDW0.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XDW0.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
XDW0.L Omega Ratio Rank: 8181
Omega Ratio Rank
XDW0.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
XDW0.L Martin Ratio Rank: 8383
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. XDW0.L - 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 Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.


MLPQ.LXDW0.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.58

-1.45

Sortino ratio

Return per unit of downside risk

0.29

2.02

-1.73

Omega ratio

Gain probability vs. loss probability

1.04

1.30

-0.26

Calmar ratio

Return relative to maximum drawdown

0.17

2.57

-2.41

Martin ratio

Return relative to average drawdown

0.34

8.29

-7.95

MLPQ.L vs. XDW0.L - Sharpe Ratio Comparison

The current MLPQ.L Sharpe Ratio is 0.13, which is lower than the XDW0.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of MLPQ.L and XDW0.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


MLPQ.LXDW0.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.58

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.97

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.44

-0.26

Correlation

The correlation between MLPQ.L and XDW0.L is 0.70, 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

MLPQ.L vs. XDW0.L - Dividend Comparison

Neither MLPQ.L nor XDW0.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MLPQ.L vs. XDW0.L - Drawdown Comparison

The maximum MLPQ.L drawdown since its inception was -75.62%, which is greater than XDW0.L's maximum drawdown of -59.07%. Use the drawdown chart below to compare losses from any high point for MLPQ.L and XDW0.L.


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Drawdown Indicators


MLPQ.LXDW0.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.62%

-63.72%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-18.44%

+2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-26.47%

+7.43%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

-63.72%

-10.35%

Current Drawdown

Current decline from peak

-4.80%

-5.20%

+0.40%

Average Drawdown

Average peak-to-trough decline

-20.24%

-12.40%

-7.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

3.50%

+2.68%

Volatility

MLPQ.L vs. XDW0.L - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) is 5.99%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) has a volatility of 8.13%. This indicates that MLPQ.L experiences smaller price fluctuations and is considered to be less risky than XDW0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MLPQ.LXDW0.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

8.13%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

13.58%

-2.88%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

20.74%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

23.56%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

25.44%

+2.48%