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XDWU.L vs. IUSU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDWU.L vs. IUSU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) and iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L). The values are adjusted to include any dividend payments, if applicable.

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XDWU.L vs. IUSU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWU.L
Xtrackers MSCI World Utilities UCITS ETF 1C
10.46%26.14%12.54%0.30%-3.57%10.23%4.86%24.37%0.63%6.78%
IUSU.L
iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF
8.54%15.77%23.00%-8.57%2.05%18.82%-1.94%26.14%2.86%3.81%
Different Trading Currencies

XDWU.L is traded in USD, while IUSU.L is traded in GBp. To make them comparable, the IUSU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDWU.L achieves a 10.46% return, which is significantly higher than IUSU.L's 8.54% return.


XDWU.L

1D
0.83%
1M
1.78%
YTD
10.46%
6M
13.30%
1Y
28.03%
3Y*
16.46%
5Y*
10.58%
10Y*

IUSU.L

1D
1.06%
1M
0.14%
YTD
8.54%
6M
6.63%
1Y
18.83%
3Y*
13.96%
5Y*
10.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDWU.L vs. IUSU.L - Expense Ratio Comparison

XDWU.L has a 0.25% expense ratio, which is higher than IUSU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XDWU.L vs. IUSU.L — Risk / Return Rank

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

XDWU.L
XDWU.L Risk / Return Rank: 8888
Overall Rank
XDWU.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XDWU.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
XDWU.L Omega Ratio Rank: 8585
Omega Ratio Rank
XDWU.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
XDWU.L Martin Ratio Rank: 8989
Martin Ratio Rank

IUSU.L
IUSU.L Risk / Return Rank: 5151
Overall Rank
IUSU.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
IUSU.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
IUSU.L Omega Ratio Rank: 4747
Omega Ratio Rank
IUSU.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IUSU.L Martin Ratio Rank: 3939
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.

XDWU.L vs. IUSU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) and iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.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.


XDWU.LIUSU.LDifference

Sharpe ratio

Return per unit of total volatility

1.86

1.10

+0.75

Sortino ratio

Return per unit of downside risk

2.46

1.58

+0.89

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.14

Calmar ratio

Return relative to maximum drawdown

4.08

2.19

+1.89

Martin ratio

Return relative to average drawdown

12.86

4.96

+7.90

XDWU.L vs. IUSU.L - Sharpe Ratio Comparison

The current XDWU.L Sharpe Ratio is 1.86, which is higher than the IUSU.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of XDWU.L and IUSU.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


XDWU.LIUSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

1.10

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.61

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.51

+0.18

Correlation

The correlation between XDWU.L and IUSU.L is 0.76, 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

XDWU.L vs. IUSU.L - Dividend Comparison

Neither XDWU.L nor IUSU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XDWU.L vs. IUSU.L - Drawdown Comparison

The maximum XDWU.L drawdown since its inception was -33.87%, smaller than the maximum IUSU.L drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for XDWU.L and IUSU.L.


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Drawdown Indicators


XDWU.LIUSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-29.89%

-3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-9.51%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.92%

-29.89%

+7.97%

Current Drawdown

Current decline from peak

-2.14%

-0.94%

-1.20%

Average Drawdown

Average peak-to-trough decline

-5.50%

-8.87%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

4.11%

-2.08%

Volatility

XDWU.L vs. IUSU.L - Volatility Comparison

Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) has a higher volatility of 5.19% compared to iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) at 4.83%. This indicates that XDWU.L's price experiences larger fluctuations and is considered to be riskier than IUSU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWU.LIUSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

4.83%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

10.26%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.02%

16.98%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.12%

17.09%

-1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

18.64%

-0.73%