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

Performance

XDWU.L vs. PMLP.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 HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
XDWU.L
Xtrackers MSCI World Utilities UCITS ETF 1C
9.54%26.14%12.54%0.30%-3.57%10.23%6.78%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
20.84%6.05%33.55%13.28%20.86%33.66%13.25%
Different Trading Currencies

XDWU.L is traded in USD, while PMLP.L is traded in GBp. To make them comparable, the PMLP.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 9.54% return, which is significantly lower than PMLP.L's 20.84% return.


XDWU.L

1D
1.65%
1M
-2.04%
YTD
9.54%
6M
11.74%
1Y
27.62%
3Y*
16.09%
5Y*
10.39%
10Y*

PMLP.L

1D
-3.57%
1M
-0.86%
YTD
20.84%
6M
19.48%
1Y
19.34%
3Y*
24.68%
5Y*
20.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDWU.L has a 0.25% expense ratio, which is lower than PMLP.L's 0.40% expense ratio.


Return for Risk

XDWU.L vs. PMLP.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: 8686
Overall Rank
XDWU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XDWU.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
XDWU.L Omega Ratio Rank: 8585
Omega Ratio Rank
XDWU.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
XDWU.L Martin Ratio Rank: 8989
Martin Ratio Rank

PMLP.L
PMLP.L Risk / Return Rank: 3737
Overall Rank
PMLP.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
PMLP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
PMLP.L Omega Ratio Rank: 3535
Omega Ratio Rank
PMLP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
PMLP.L Martin Ratio Rank: 3232
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. PMLP.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 HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.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.LPMLP.LDifference

Sharpe ratio

Return per unit of total volatility

1.83

0.92

+0.92

Sortino ratio

Return per unit of downside risk

2.43

1.29

+1.14

Omega ratio

Gain probability vs. loss probability

1.35

1.18

+0.17

Calmar ratio

Return relative to maximum drawdown

2.78

1.23

+1.54

Martin ratio

Return relative to average drawdown

12.04

4.21

+7.83

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

The current XDWU.L Sharpe Ratio is 1.83, which is higher than the PMLP.L Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XDWU.L and PMLP.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.LPMLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.83

0.92

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

1.03

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.25

-0.57

Correlation

The correlation between XDWU.L and PMLP.L is 0.33, 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

XDWU.L vs. PMLP.L - Dividend Comparison

XDWU.L has not paid dividends to shareholders, while PMLP.L's dividend yield for the trailing twelve months is around 2.84%.


TTM202520242023202220212020
XDWU.L
Xtrackers MSCI World Utilities UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.84%3.31%3.37%6.48%6.12%6.57%4.17%

Drawdowns

XDWU.L vs. PMLP.L - Drawdown Comparison

The maximum XDWU.L drawdown since its inception was -33.87%, which is greater than PMLP.L's maximum drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for XDWU.L and PMLP.L.


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Drawdown Indicators


XDWU.LPMLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.87%

-20.50%

-13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-14.95%

+5.23%

Max Drawdown (5Y)

Largest decline over 5 years

-21.92%

-20.50%

-1.42%

Current Drawdown

Current decline from peak

-2.95%

-5.50%

+2.55%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.91%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

5.01%

-2.77%

Volatility

XDWU.L vs. PMLP.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) is 5.31%, while HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L) has a volatility of 6.85%. This indicates that XDWU.L experiences smaller price fluctuations and is considered to be less risky than PMLP.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.LPMLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

6.85%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

12.26%

-3.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.01%

21.03%

-6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

20.64%

-5.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

22.26%

-4.35%