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XMLC.DE vs. IS3U.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMLC.DE vs. IS3U.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Clean Water UCITS ETF (XMLC.DE) and iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE). The values are adjusted to include any dividend payments, if applicable.

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XMLC.DE vs. IS3U.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XMLC.DE
L&G Clean Water UCITS ETF
2.45%3.88%9.96%17.08%-12.64%37.15%7.97%11.56%
IS3U.DE
iShares MSCI France UCITS ETF EUR (Acc)
-1.06%14.48%0.41%17.60%-6.82%28.35%-4.13%8.28%

Returns By Period

In the year-to-date period, XMLC.DE achieves a 2.45% return, which is significantly higher than IS3U.DE's -1.06% return.


XMLC.DE

1D
2.78%
1M
-6.77%
YTD
2.45%
6M
2.02%
1Y
9.52%
3Y*
9.59%
5Y*
7.45%
10Y*

IS3U.DE

1D
2.22%
1M
-4.54%
YTD
-1.06%
6M
1.28%
1Y
5.53%
3Y*
6.09%
5Y*
8.07%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMLC.DE vs. IS3U.DE - Expense Ratio Comparison

XMLC.DE has a 0.49% expense ratio, which is higher than IS3U.DE's 0.25% expense ratio.


Return for Risk

XMLC.DE vs. IS3U.DE — Risk / Return Rank

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

XMLC.DE
XMLC.DE Risk / Return Rank: 3030
Overall Rank
XMLC.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XMLC.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XMLC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XMLC.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XMLC.DE Martin Ratio Rank: 3333
Martin Ratio Rank

IS3U.DE
IS3U.DE Risk / Return Rank: 2121
Overall Rank
IS3U.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS3U.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
IS3U.DE Omega Ratio Rank: 2020
Omega Ratio Rank
IS3U.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
IS3U.DE Martin Ratio Rank: 2323
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.

XMLC.DE vs. IS3U.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Clean Water UCITS ETF (XMLC.DE) and iShares MSCI France UCITS ETF EUR (Acc) (IS3U.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.


XMLC.DEIS3U.DEDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.35

+0.22

Sortino ratio

Return per unit of downside risk

0.86

0.56

+0.31

Omega ratio

Gain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratio

Return relative to maximum drawdown

0.89

0.53

+0.36

Martin ratio

Return relative to average drawdown

3.00

1.80

+1.20

XMLC.DE vs. IS3U.DE - Sharpe Ratio Comparison

The current XMLC.DE Sharpe Ratio is 0.57, which is higher than the IS3U.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XMLC.DE and IS3U.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


XMLC.DEIS3U.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.35

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.50

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.46

+0.12

Correlation

The correlation between XMLC.DE and IS3U.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XMLC.DE vs. IS3U.DE - Dividend Comparison

Neither XMLC.DE nor IS3U.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMLC.DE vs. IS3U.DE - Drawdown Comparison

The maximum XMLC.DE drawdown since its inception was -35.25%, smaller than the maximum IS3U.DE drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for XMLC.DE and IS3U.DE.


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Drawdown Indicators


XMLC.DEIS3U.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.25%

-38.98%

+3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.93%

-12.30%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-20.54%

-20.82%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-38.98%

Current Drawdown

Current decline from peak

-7.26%

-6.87%

-0.39%

Average Drawdown

Average peak-to-trough decline

-6.30%

-5.86%

-0.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.20%

+0.08%

Volatility

XMLC.DE vs. IS3U.DE - Volatility Comparison

L&G Clean Water UCITS ETF (XMLC.DE) has a higher volatility of 6.07% compared to iShares MSCI France UCITS ETF EUR (Acc) (IS3U.DE) at 5.38%. This indicates that XMLC.DE's price experiences larger fluctuations and is considered to be riskier than IS3U.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMLC.DEIS3U.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

5.38%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

9.65%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

15.88%

+0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

15.96%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

17.41%

+1.31%