PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
XS6R.L vs. IAPD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XS6R.L vs. IAPD.L

Last updated Jul 16, 2026
Documentation

XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C) and IAPD.L (iShares Asia Pacific Dividend UCITS) are both exchange-traded funds - XS6R.L is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while IAPD.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pacific NR USD. Both are passively managed. Over the past 10 years, XS6R.L returned 10.83%/yr vs 6.52%/yr for IAPD.L. At a 0.43 correlation, their price movements are largely independent. XS6R.L charges 0.20%/yr vs 0.59%/yr for IAPD.L.

Performance

XS6R.L vs. IAPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and iShares Asia Pacific Dividend UCITS (IAPD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with XS6R.L having a 14.81% return and IAPD.L slightly lower at 14.62%. Over the past 10 years, XS6R.L has outperformed IAPD.L with an annualized return of 10.83%, while IAPD.L has yielded a comparatively lower 6.52% 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%

IAPD.L

1D
0.00%
1M
1.51%
6M
10.11%
YTD
14.62%
1Y
31.27%
3Y*
19.11%
5Y*
11.12%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XS6R.L vs. IAPD.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IAPD.L
iShares Asia Pacific Dividend UCITS		14.62%20.92%7.89%7.23%9.69%4.75%-12.58%10.23%-10.11%6.71%

Correlation

The correlation between XS6R.L and IAPD.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.43

The correlation between XS6R.L and IAPD.L shifts across timeframes, from 0.26 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

XS6R.L vs. IAPD.L - Sectors Allocation Comparison

Sectors
XS6R.L
IAPD.L

Utilities

94.6%
4.1%

Industrials

5.4%
6.7%

Basic Materials

-

18.2%

Communication Services

-

4.4%

Consumer Cyclical

-

11.1%

Consumer Defensive

-

4.6%

Energy

-

4.8%

Financial Services

-

30.8%

Healthcare

-

3.4%

Real Estate

-

10.0%

Technology

-

1.8%

Utilities

XS6R.L
94.6%
IAPD.L
4.1%

Industrials

XS6R.L
5.4%
IAPD.L
6.7%

Basic Materials

XS6R.L

-

IAPD.L
18.2%

Communication Services

XS6R.L

-

IAPD.L
4.4%

Consumer Cyclical

XS6R.L

-

IAPD.L
11.1%

Consumer Defensive

XS6R.L

-

IAPD.L
4.6%

Energy

XS6R.L

-

IAPD.L
4.8%

Financial Services

XS6R.L

-

IAPD.L
30.8%

Healthcare

XS6R.L

-

IAPD.L
3.4%

Real Estate

XS6R.L

-

IAPD.L
10.0%

Technology

XS6R.L

-

IAPD.L
1.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C

iShares Asia Pacific Dividend UCITS

Often compared with XS6R.L:
XS6R.L vs. EUN0.DEXS6R.L vs. WDEF.LXS6R.L vs. IRE.MIXS6R.L vs. EXH5.DEXS6R.L vs. GLDXS6R.L vs. ISX5.LXS6R.L vs. IBE.MC
Often compared with IAPD.L:
IAPD.L vs. 100D.LIAPD.L vs. JEPQIAPD.L vs. NOBLIAPD.L vs. CNDX.LIAPD.L vs. VAPX.LIAPD.L vs. IJRIAPD.L vs. VOO

Return for Risk

XS6R.L vs. IAPD.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XS6R.L
XS6R.L Risk / Return Rank: 6868
Overall Rank
XS6R.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XS6R.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
XS6R.L Omega Ratio Rank: 6767
Omega Ratio Rank
XS6R.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
XS6R.L Martin Ratio Rank: 6161
Martin Ratio Rank
IAPD.L
IAPD.L Risk / Return Rank: 9191
Overall Rank
IAPD.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IAPD.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
IAPD.L Omega Ratio Rank: 9393
Omega Ratio Rank
IAPD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IAPD.L Martin Ratio Rank: 8181
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.

XS6R.L vs. IAPD.L - 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 Asia Pacific Dividend UCITS (IAPD.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.

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.LIAPD.LDifference
Sharpe ratioReturn per unit of total volatility
1.86
2.88

-1.02

Sortino ratioReturn per unit of downside risk
2.40
4.18

-1.78

Omega ratioGain probability vs. loss probability

1.33

1.52

-0.20

Calmar ratioReturn relative to maximum drawdown

3.12

4.49

-1.37

Martin ratioReturn relative to average drawdown

8.73

12.47

-3.74

XS6R.L vs. IAPD.L - Sharpe Ratio Comparison

The current XS6R.L Sharpe Ratio is 1.86, which is lower than the IAPD.L Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of XS6R.L and IAPD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

XS6R.L vs. IAPD.L - Drawdown Comparison

The maximum XS6R.L drawdown since its inception was -57.87%, roughly equal to the maximum IAPD.L drawdown of -56.01%. Use the drawdown chart below to compare losses from any high point for XS6R.L and IAPD.L.

Loading charts...

Drawdown Indicators

XS6R.LIAPD.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.87%

-56.01%

-1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-6.93%

-2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-16.92%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-16.92%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-27.10%

-38.09%

+10.99%

Current Drawdown

Current decline from peak

-2.85%

-1.69%

-1.16%

Average Drawdown

Average peak-to-trough decline

-27.01%

-8.66%

-18.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.50%

+0.77%

Volatility

XS6R.L vs. IAPD.L - Volatility Comparison

Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a higher volatility of 4.74% compared to iShares Asia Pacific Dividend UCITS (IAPD.L) at 2.70%. This indicates that XS6R.L's price experiences larger fluctuations and is considered to be riskier than IAPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

XS6R.LIAPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

2.70%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.16%

8.55%

+4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

10.83%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.44%

12.47%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

15.39%

+3.51%

XS6R.L vs. IAPD.L - Expense Ratio Comparison

XS6R.L has a 0.20% expense ratio, which is lower than IAPD.L's 0.59% expense ratio.

Dividends

XS6R.L vs. IAPD.L - Dividend Comparison

XS6R.L has not paid dividends to shareholders, while IAPD.L's dividend yield for the trailing twelve months is around 4.16%.

PositionTTM20252024202320222021202020192018201720162015
IAPD.L
iShares Asia Pacific Dividend UCITS		4.16%4.20%5.25%5.77%6.84%5.51%3.70%5.67%5.87%4.71%4.22%5.31%
XS6R.L
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XS6R.L and IAPD.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XS6R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XS6R.L is cheaper with a 0.20% expense ratio, compared with 0.59% for IAPD.L.

XS6R.L is categorized as Utilities Equities, while IAPD.L is Asia Pacific Equities. XS6R.L tracks MSCI World/Utilities NR USD, while IAPD.L tracks MSCI AC Asia Pacific NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XS6R.L and 0.59% for IAPD.L.

Portfolio Optimizer

Find the right allocation for XS6R.L and IAPD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer