UTIL.L vs. IS0E.DE
UTIL.L (SPDR MSCI Europe Utilities UCITS ETF) and IS0E.DE (iShares Gold Producers UCITS ETF) are both exchange-traded funds - UTIL.L is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while IS0E.DE is a Precious Metals fund tracking the S&P Commodity Producers Gold. Both are passively managed. Over the past 10 years, UTIL.L returned 10.84%/yr vs 13.92%/yr for IS0E.DE. At a 0.18 correlation, their price movements are largely independent. UTIL.L charges 0.18%/yr vs 0.55%/yr for IS0E.DE.
Performance
UTIL.L vs. IS0E.DE - Performance Comparison
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Returns By Period
In the year-to-date period, UTIL.L achieves a 13.65% return, which is significantly higher than IS0E.DE's -0.06% return. Over the past 10 years, UTIL.L has underperformed IS0E.DE with an annualized return of 10.84%, while IS0E.DE has yielded a comparatively higher 13.92% annualized return.
UTIL.L
- 1D
- -0.64%
- 1M
- -0.76%
- YTD
- 13.65%
- 6M
- 15.33%
- 1Y
- 27.67%
- 3Y*
- 16.62%
- 5Y*
- 11.84%
- 10Y*
- 10.84%
IS0E.DE
- 1D
- 0.88%
- 1M
- -6.27%
- YTD
- -0.06%
- 6M
- 8.72%
- 1Y
- 63.71%
- 3Y*
- 38.14%
- 5Y*
- 19.77%
- 10Y*
- 13.92%
UTIL.L vs. IS0E.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UTIL.L SPDR MSCI Europe Utilities UCITS ETF | 13.65% | 33.98% | 1.33% | 13.09% | -6.77% | 8.27% | 11.82% | 29.32% | 3.36% | 9.29% |
IS0E.DE iShares Gold Producers UCITS ETF | -0.06% | 129.59% | 18.76% | 6.29% | -3.80% | -3.04% | 13.47% | 44.05% | -4.38% | -6.00% |
Correlation
The correlation between UTIL.L and IS0E.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2014 | 0.18 |
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Return for Risk
UTIL.L vs. IS0E.DE — Risk / Return Rank
UTIL.L
IS0E.DE
UTIL.L vs. IS0E.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) and iShares Gold Producers UCITS ETF (IS0E.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.
| UTIL.L | IS0E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 2.17 | +1.61 |
| Martin ratioReturn relative to average drawdown | 10.51 | 5.45 | +5.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| UTIL.L | IS0E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 1.24 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.58 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.43 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.18 | +0.33 |
Drawdowns
UTIL.L vs. IS0E.DE - Drawdown Comparison
The maximum UTIL.L drawdown since its inception was -34.59%, smaller than the maximum IS0E.DE drawdown of -71.63%. Use the drawdown chart below to compare losses from any high point for UTIL.L and IS0E.DE.
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Drawdown Indicators
| UTIL.L | IS0E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -71.63% | +37.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -27.26% | +19.96% |
Max Drawdown (3Y)Largest decline over 3 years | -13.48% | -27.26% | +13.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.12% | -38.03% | +15.91% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -45.62% | +11.03% |
Current DrawdownCurrent decline from peak | -4.57% | -22.93% | +18.36% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -33.74% | +27.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 10.85% | -8.22% |
Volatility
UTIL.L vs. IS0E.DE - Volatility Comparison
The current volatility for SPDR MSCI Europe Utilities UCITS ETF (UTIL.L) is 5.68%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 12.84%. This indicates that UTIL.L experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UTIL.L | IS0E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 12.84% | -7.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 33.62% | -20.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.89% | 47.58% | -32.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 33.83% | -17.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.67% | 32.53% | -14.86% |
UTIL.L vs. IS0E.DE - Expense Ratio Comparison
UTIL.L has a 0.18% expense ratio, which is lower than IS0E.DE's 0.55% expense ratio.
Dividends
UTIL.L vs. IS0E.DE - Dividend Comparison
Neither UTIL.L nor IS0E.DE has paid dividends to shareholders.
Frequently Asked Questions
UTIL.L and IS0E.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UTIL.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UTIL.L is cheaper with a 0.18% expense ratio, compared with 0.55% for IS0E.DE.
UTIL.L is categorized as Utilities Equities, while IS0E.DE is Precious Metals. UTIL.L tracks MSCI World/Utilities NR USD, while IS0E.DE tracks S&P Commodity Producers Gold. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for UTIL.L and 0.55% for IS0E.DE.
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