XS6R.L vs. EUN0.DE
Compare and contrast key facts about Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE).
XS6R.L and EUN0.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EUN0.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe Minimum Volatility. It was launched on Nov 30, 2012. Both XS6R.L and EUN0.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XS6R.L vs. EUN0.DE - Performance Comparison
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XS6R.L vs. EUN0.DE - 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 | 14.44% | 38.34% | -1.20% | 11.55% | -3.84% | 1.17% | 18.06% | 22.81% | 3.39% | 14.10% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.41% | 18.11% | 6.57% | 8.58% | -8.46% | 12.96% | 1.40% | 17.71% | -3.01% | 13.80% |
Different Trading Currencies
XS6R.L is traded in GBp, while EUN0.DE is traded in EUR. To make them comparable, the EUN0.DE 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 14.44% return, which is significantly higher than EUN0.DE's 5.41% return. Over the past 10 years, XS6R.L has outperformed EUN0.DE with an annualized return of 12.12%, while EUN0.DE has yielded a comparatively lower 7.94% annualized return.
XS6R.L
- 1D
- 1.40%
- 1M
- -1.72%
- YTD
- 14.44%
- 6M
- 25.02%
- 1Y
- 42.33%
- 3Y*
- 17.42%
- 5Y*
- 12.25%
- 10Y*
- 12.12%
EUN0.DE
- 1D
- 1.15%
- 1M
- -2.57%
- YTD
- 5.41%
- 6M
- 8.18%
- 1Y
- 13.70%
- 3Y*
- 10.64%
- 5Y*
- 8.87%
- 10Y*
- 7.94%
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XS6R.L vs. EUN0.DE - Expense Ratio Comparison
XS6R.L has a 0.20% expense ratio, which is lower than EUN0.DE's 0.25% expense ratio. Despite the difference, 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
XS6R.L vs. EUN0.DE — Risk / Return Rank
XS6R.L
EUN0.DE
XS6R.L vs. EUN0.DE - 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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.
| XS6R.L | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.53 | 1.13 | +1.40 |
Sortino ratioReturn per unit of downside risk | 3.13 | 1.55 | +1.58 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.23 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 4.58 | 1.69 | +2.89 |
Martin ratioReturn relative to average drawdown | 15.50 | 6.14 | +9.36 |
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 | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 1.13 | +1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.77 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.62 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.66 | -0.26 |
Correlation
The correlation between XS6R.L and EUN0.DE is 0.66, 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
XS6R.L vs. EUN0.DE - Dividend Comparison
Neither XS6R.L nor EUN0.DE has paid dividends to shareholders.
Drawdowns
XS6R.L vs. EUN0.DE - Drawdown Comparison
The maximum XS6R.L drawdown since its inception was -29.46%, which is greater than EUN0.DE's maximum drawdown of -24.48%. Use the drawdown chart below to compare losses from any high point for XS6R.L and EUN0.DE.
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Drawdown Indicators
| XS6R.L | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.46% | -30.68% | +1.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.34% | +0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -19.64% | -1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -27.10% | -30.68% | +3.58% |
Current DrawdownCurrent decline from peak | -3.16% | -3.58% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -4.72% | -2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 2.94% | -0.24% |
Volatility
XS6R.L vs. EUN0.DE - Volatility Comparison
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a higher volatility of 6.72% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 4.37%. This indicates that XS6R.L's price experiences larger fluctuations and is considered to be riskier than EUN0.DE 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 | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.72% | 4.37% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.33% | 7.20% | +4.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.66% | 12.08% | +4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 11.33% | +4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 12.70% | +4.19% |