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SMLP.DE vs. XDG7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMLP.DE vs. XDG7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) and Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE). The values are adjusted to include any dividend payments, if applicable.

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SMLP.DE vs. XDG7.DE - Yearly Performance Comparison


Returns By Period

The year-to-date returns for both stocks are quite close, with SMLP.DE having a 16.73% return and XDG7.DE slightly lower at 15.98%.


SMLP.DE

1D
-3.96%
1M
-1.51%
YTD
16.73%
6M
15.48%
1Y
-1.87%
3Y*
15.78%
5Y*
20.74%
10Y*
9.30%

XDG7.DE

1D
0.30%
1M
6.29%
YTD
15.98%
6M
22.10%
1Y
51.91%
3Y*
-1.11%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMLP.DE vs. XDG7.DE - Expense Ratio Comparison

SMLP.DE has a 0.50% expense ratio, which is higher than XDG7.DE's 0.35% expense ratio.


Return for Risk

SMLP.DE vs. XDG7.DE — Risk / Return Rank

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

SMLP.DE
SMLP.DE Risk / Return Rank: 99
Overall Rank
SMLP.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SMLP.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SMLP.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SMLP.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SMLP.DE Martin Ratio Rank: 99
Martin Ratio Rank

XDG7.DE
XDG7.DE Risk / Return Rank: 8282
Overall Rank
XDG7.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6666
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.

SMLP.DE vs. XDG7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) and Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE). 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.


SMLP.DEXDG7.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.08

1.67

-1.75

Sortino ratio

Return per unit of downside risk

0.03

2.39

-2.36

Omega ratio

Gain probability vs. loss probability

1.00

1.41

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.12

3.22

-3.34

Martin ratio

Return relative to average drawdown

-0.23

8.24

-8.47

SMLP.DE vs. XDG7.DE - Sharpe Ratio Comparison

The current SMLP.DE Sharpe Ratio is -0.08, which is lower than the XDG7.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SMLP.DE and XDG7.DE, 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


SMLP.DEXDG7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

1.67

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.13

+0.22

Correlation

The correlation between SMLP.DE and XDG7.DE is 0.21, 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.


Dividends

SMLP.DE vs. XDG7.DE - Dividend Comparison

Neither SMLP.DE nor XDG7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SMLP.DE vs. XDG7.DE - Drawdown Comparison

The maximum SMLP.DE drawdown since its inception was -79.34%, which is greater than XDG7.DE's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for SMLP.DE and XDG7.DE.


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Drawdown Indicators


SMLP.DEXDG7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.34%

-48.68%

-30.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-17.21%

+2.23%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

Max Drawdown (10Y)

Largest decline over 10 years

-76.25%

Current Drawdown

Current decline from peak

-6.25%

-10.67%

+4.42%

Average Drawdown

Average peak-to-trough decline

-25.92%

-27.83%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

6.72%

+1.46%

Volatility

SMLP.DE vs. XDG7.DE - Volatility Comparison

Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) has a higher volatility of 5.84% compared to Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) at 4.69%. This indicates that SMLP.DE's price experiences larger fluctuations and is considered to be riskier than XDG7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLP.DEXDG7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

4.69%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

26.56%

-15.71%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

30.96%

-10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

24.13%

-3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.73%

24.13%

+4.60%