XS6R.L vs. ^STOXX
Compare and contrast key facts about Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and STOXX Europe 600 Index (^STOXX).
XS6R.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Utilities NR USD. It was launched on Jul 3, 2007.
Performance
XS6R.L vs. ^STOXX - Performance Comparison
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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 | 16.26% | 38.34% | -1.20% | 11.55% | -3.84% | 1.17% | 18.06% | 22.81% | 3.39% | 14.10% |
^STOXX STOXX Europe 600 Index | 0.82% | 22.90% | 1.16% | 10.48% | -8.40% | 15.00% | 1.38% | 16.17% | -12.38% | 12.28% |
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 16.26% return, which is significantly higher than ^STOXX's 0.82% return. Over the past 10 years, XS6R.L has outperformed ^STOXX with an annualized return of 12.29%, while ^STOXX has yielded a comparatively lower 6.90% annualized return.
XS6R.L
- 1D
- 1.60%
- 1M
- 4.53%
- YTD
- 16.26%
- 6M
- 27.66%
- 1Y
- 44.13%
- 3Y*
- 18.32%
- 5Y*
- 12.61%
- 10Y*
- 12.29%
^STOXX
- 1D
- -0.02%
- 1M
- -0.95%
- YTD
- 0.82%
- 6M
- 5.18%
- 1Y
- 16.15%
- 3Y*
- 9.03%
- 5Y*
- 7.18%
- 10Y*
- 6.90%
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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.
| XS6R.L | ^STOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.63 | 1.12 | +1.51 |
Sortino ratioReturn per unit of downside risk | 3.23 | 1.52 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.24 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 4.20 | 2.34 | +1.86 |
Martin ratioReturn relative to average drawdown | 14.95 | 9.42 | +5.52 |
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
| XS6R.L | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 1.12 | +1.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.51 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.45 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.20 | +0.21 |
Correlation
The correlation between XS6R.L and ^STOXX is 0.51, 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.
Drawdowns
XS6R.L vs. ^STOXX - Drawdown Comparison
The maximum XS6R.L drawdown since its inception was -29.46%, smaller than the maximum ^STOXX 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 | -29.46% | -61.04% | +31.58% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -10.07% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -22.55% | +1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -27.10% | -35.55% | +8.45% |
Current DrawdownCurrent decline from peak | -1.62% | -5.87% | +4.25% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -16.84% | +9.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 2.38% | +0.19% |
Volatility
XS6R.L vs. ^STOXX - Volatility Comparison
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a higher volatility of 6.85% compared to STOXX Europe 600 Index (^STOXX) at 5.42%. 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 | 6.85% | 5.42% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 9.20% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 14.20% | +2.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 13.80% | +2.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 14.93% | +1.96% |