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

Performance

MLPQ.L vs. XSEN.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 USA Energy UCITS ETF 1D (XSEN.L). The values are adjusted to include any dividend payments, if applicable.

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MLPQ.L vs. XSEN.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%-3.34%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D
32.75%1.87%6.67%-5.89%82.86%50.90%-35.95%5.01%-12.11%

Returns By Period

In the year-to-date period, MLPQ.L achieves a 15.58% return, which is significantly lower than XSEN.L's 32.75% 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%

XSEN.L

1D
-6.77%
1M
4.50%
YTD
32.75%
6M
35.33%
1Y
25.73%
3Y*
13.28%
5Y*
24.14%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

MLPQ.L has a 0.50% expense ratio, which is higher than XSEN.L's 0.12% expense ratio.


Return for Risk

MLPQ.L vs. XSEN.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

XSEN.L
XSEN.L Risk / Return Rank: 5656
Overall Rank
XSEN.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
XSEN.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
XSEN.L Omega Ratio Rank: 5353
Omega Ratio Rank
XSEN.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
XSEN.L Martin Ratio Rank: 4848
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. XSEN.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 USA Energy UCITS ETF 1D (XSEN.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.LXSEN.LDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.08

-0.95

Sortino ratio

Return per unit of downside risk

0.29

1.47

-1.18

Omega ratio

Gain probability vs. loss probability

1.04

1.21

-0.17

Calmar ratio

Return relative to maximum drawdown

0.17

1.96

-1.80

Martin ratio

Return relative to average drawdown

0.34

5.30

-4.96

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

The current MLPQ.L Sharpe Ratio is 0.13, which is lower than the XSEN.L Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of MLPQ.L and XSEN.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.LXSEN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.08

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.08

0.94

+0.14

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

0.36

-0.18

Correlation

The correlation between MLPQ.L and XSEN.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MLPQ.L vs. XSEN.L - Dividend Comparison

MLPQ.L has not paid dividends to shareholders, while XSEN.L's dividend yield for the trailing twelve months is around 2.04%.


TTM2025202420232022202120202019
MLPQ.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSEN.L
Xtrackers MSCI USA Energy UCITS ETF 1D
2.04%2.70%2.70%3.24%3.69%3.27%7.11%2.78%

Drawdowns

MLPQ.L vs. XSEN.L - Drawdown Comparison

The maximum MLPQ.L drawdown since its inception was -75.62%, which is greater than XSEN.L's maximum drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for MLPQ.L and XSEN.L.


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Drawdown Indicators


MLPQ.LXSEN.LDifference

Max Drawdown

Largest peak-to-trough decline

-75.62%

-62.46%

-13.16%

Max Drawdown (1Y)

Largest decline over 1 year

-16.22%

-18.81%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-24.04%

+5.00%

Max Drawdown (10Y)

Largest decline over 10 years

-74.07%

Current Drawdown

Current decline from peak

-4.80%

-7.43%

+2.63%

Average Drawdown

Average peak-to-trough decline

-20.24%

-17.93%

-2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

4.79%

+1.39%

Volatility

MLPQ.L vs. XSEN.L - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (MLPQ.L) is 5.99%, while Xtrackers MSCI USA Energy UCITS ETF 1D (XSEN.L) has a volatility of 10.13%. This indicates that MLPQ.L experiences smaller price fluctuations and is considered to be less risky than XSEN.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.LXSEN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

10.13%

-4.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

15.97%

-5.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

23.68%

-4.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.79%

25.72%

-5.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.92%

29.32%

-1.40%