XS6R.L vs. ^STOXX
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C) is Utilities Equities fund tracking the MSCI World/Utilities NR USD, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, XS6R.L returned 10.83%/yr vs 6.83%/yr for ^STOXX. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
XS6R.L vs. ^STOXX - Performance Comparison
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Different Trading Currencies
XS6R.L is traded in GBp, while ^STOXX is traded in EUR. To make them comparable, the ^STOXX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XS6R.L achieves a 14.81% return, which is significantly higher than ^STOXX's 5.94% return. Over the past 10 years, XS6R.L has outperformed ^STOXX with an annualized return of 10.83%, while ^STOXX has yielded a comparatively lower 6.83% annualized return.
XS6R.L
- 1D
- -1.47%
- 1M
- 1.95%
- 6M
- 12.20%
- YTD
- 14.81%
- 1Y
- 28.65%
- 3Y*
- 17.82%
- 5Y*
- 11.98%
- 10Y*
- 10.83%
^STOXX
- 1D
- 0.22%
- 1M
- -0.37%
- 6M
- 2.73%
- YTD
- 5.94%
- 1Y
- 16.51%
- 3Y*
- 11.50%
- 5Y*
- 7.05%
- 10Y*
- 6.83%
XS6R.L vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XS6R.L Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C | 14.81% | 38.34% | -1.20% | 11.55% | -3.84% | 1.17% | 18.06% | 22.81% | 3.52% | 13.95% |
^STOXX STOXX Europe 600 Index | 5.94% | 23.53% | 0.80% | 10.49% | -8.30% | 13.49% | 1.60% | 17.34% | -12.39% | 12.28% |
Correlation
The correlation between XS6R.L and ^STOXX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.62 |
Over the past year, the correlation between XS6R.L and ^STOXX has dropped to 0.40 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
XS6R.L vs. ^STOXX — Risk / Return Rank
XS6R.L
^STOXX
XS6R.L vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and STOXX Europe 600 Index (^STOXX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XS6R.L | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.24 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 1.47 | +1.65 |
| Martin ratioReturn relative to average drawdown | 8.73 | 4.94 | +3.79 |
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Drawdowns
XS6R.L vs. ^STOXX - Drawdown Comparison
The maximum XS6R.L drawdown since its inception was -57.87%, which is greater than ^STOXX's maximum drawdown of -47.50%. Use the drawdown chart below to compare losses from any high point for XS6R.L and ^STOXX.
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Drawdown Indicators
| XS6R.L | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.87% | -47.50% | -10.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -10.52% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -16.65% | -14.04% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -19.20% | -2.18% |
Max Drawdown (10Y)Largest decline over 10 years | -27.10% | -28.53% | +1.43% |
Current DrawdownCurrent decline from peak | -2.85% | -2.07% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -27.01% | -9.37% | -17.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.12% | +0.15% |
Volatility
XS6R.L vs. ^STOXX - Volatility Comparison
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a higher volatility of 4.74% compared to STOXX Europe 600 Index (^STOXX) at 3.30%. This indicates that XS6R.L's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XS6R.L | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 3.30% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 10.44% | +2.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.37% | 12.19% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 14.09% | +4.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 15.03% | +3.87% |
Frequently Asked Questions
XS6R.L and ^STOXX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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