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XS6R.L vs. IRE.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XS6R.L vs. IRE.MI - 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 Iren SpA (IRE.MI). The values are adjusted to include any dividend payments, if applicable.

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XS6R.L vs. IRE.MI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IRE.MI
Iren SpA
-2.37%47.15%-1.05%40.00%-38.24%20.39%-15.31%29.51%-12.24%72.44%
Different Trading Currencies

XS6R.L is traded in GBp, while IRE.MI is traded in EUR. To make them comparable, the IRE.MI 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 IRE.MI's -2.37% return. Over the past 10 years, XS6R.L has outperformed IRE.MI with an annualized return of 12.12%, while IRE.MI has yielded a comparatively lower 10.26% 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%

IRE.MI

1D
2.19%
1M
-11.31%
YTD
-2.37%
6M
-4.99%
1Y
15.28%
3Y*
18.53%
5Y*
7.22%
10Y*
10.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

XS6R.L vs. IRE.MI — 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: 9595
Overall Rank
XS6R.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
XS6R.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XS6R.L Omega Ratio Rank: 9494
Omega Ratio Rank
XS6R.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XS6R.L Martin Ratio Rank: 9494
Martin Ratio Rank

IRE.MI
IRE.MI Risk / Return Rank: 5353
Overall Rank
IRE.MI Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IRE.MI Sortino Ratio Rank: 4747
Sortino Ratio Rank
IRE.MI Omega Ratio Rank: 4848
Omega Ratio Rank
IRE.MI Calmar Ratio Rank: 5555
Calmar Ratio Rank
IRE.MI Martin Ratio Rank: 5959
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. IRE.MI - 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 Iren SpA (IRE.MI). 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.LIRE.MIDifference

Sharpe ratio

Return per unit of total volatility

2.53

0.67

+1.86

Sortino ratio

Return per unit of downside risk

3.13

1.01

+2.12

Omega ratio

Gain probability vs. loss probability

1.46

1.13

+0.32

Calmar ratio

Return relative to maximum drawdown

4.58

0.88

+3.70

Martin ratio

Return relative to average drawdown

15.50

2.90

+12.59

XS6R.L vs. IRE.MI - Sharpe Ratio Comparison

The current XS6R.L Sharpe Ratio is 2.53, which is higher than the IRE.MI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of XS6R.L and IRE.MI, 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


XS6R.LIRE.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

0.67

+1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.29

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.41

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.18

+0.22

Correlation

The correlation between XS6R.L and IRE.MI is 0.46, 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. IRE.MI - Dividend Comparison

XS6R.L has not paid dividends to shareholders, while IRE.MI's dividend yield for the trailing twelve months is around 5.16%.


TTM20252024202320222021202020192018201720162015
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%
IRE.MI
Iren SpA
5.16%5.02%6.19%5.58%7.15%3.58%4.35%3.04%3.34%2.50%3.53%3.51%

Drawdowns

XS6R.L vs. IRE.MI - Drawdown Comparison

The maximum XS6R.L drawdown since its inception was -29.46%, smaller than the maximum IRE.MI drawdown of -86.75%. Use the drawdown chart below to compare losses from any high point for XS6R.L and IRE.MI.


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Drawdown Indicators


XS6R.LIRE.MIDifference

Max Drawdown

Largest peak-to-trough decline

-29.46%

-89.17%

+59.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-16.26%

+7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-52.87%

+31.49%

Max Drawdown (10Y)

Largest decline over 10 years

-27.10%

-52.87%

+25.77%

Current Drawdown

Current decline from peak

-3.16%

-12.46%

+9.30%

Average Drawdown

Average peak-to-trough decline

-7.57%

-34.93%

+27.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

5.29%

-2.59%

Volatility

XS6R.L vs. IRE.MI - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) is 6.72%, while Iren SpA (IRE.MI) has a volatility of 8.50%. This indicates that XS6R.L experiences smaller price fluctuations and is considered to be less risky than IRE.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XS6R.LIRE.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

8.50%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

16.55%

-5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

22.86%

-6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

24.74%

-8.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.89%

25.12%

-8.23%