XS6R.L vs. ISX5.L
Compare and contrast key facts about Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L).
XS6R.L and ISX5.L 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. ISX5.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 26, 2010. Both XS6R.L and ISX5.L 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. ISX5.L - Performance Comparison
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XS6R.L vs. ISX5.L - 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% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | -1.08% | 27.56% | 6.73% | 20.34% | -3.73% | 14.81% | 3.05% | 22.13% | -10.54% | 15.52% |
Different Trading Currencies
XS6R.L is traded in GBp, while ISX5.L is traded in USD. To make them comparable, the ISX5.L 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 ISX5.L's -1.08% 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%
ISX5.L
- 1D
- -0.58%
- 1M
- -0.55%
- YTD
- -1.08%
- 6M
- 1.69%
- 1Y
- 15.61%
- 3Y*
- 12.85%
- 5Y*
- 11.44%
- 10Y*
- —
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XS6R.L vs. ISX5.L - Expense Ratio Comparison
XS6R.L has a 0.20% expense ratio, which is higher than ISX5.L's 0.00% expense ratio. However, 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. ISX5.L — Risk / Return Rank
XS6R.L
ISX5.L
XS6R.L vs. ISX5.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 Core EURO STOXX 50 UCITS ETF (ISX5.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.
| XS6R.L | ISX5.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.63 | 0.90 | +1.73 |
Sortino ratioReturn per unit of downside risk | 3.23 | 1.30 | +1.93 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.18 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 4.20 | 1.63 | +2.57 |
Martin ratioReturn relative to average drawdown | 14.95 | 6.02 | +8.92 |
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 | ISX5.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 0.90 | +1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.65 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.63 | -0.23 |
Correlation
The correlation between XS6R.L and ISX5.L is 0.40, 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. ISX5.L - Dividend Comparison
Neither XS6R.L nor ISX5.L has paid dividends to shareholders.
Drawdowns
XS6R.L vs. ISX5.L - Drawdown Comparison
The maximum XS6R.L drawdown since its inception was -29.46%, smaller than the maximum ISX5.L drawdown of -31.41%. Use the drawdown chart below to compare losses from any high point for XS6R.L and ISX5.L.
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Drawdown Indicators
| XS6R.L | ISX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.46% | -37.94% | +8.48% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -12.92% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -34.86% | +13.48% |
Max Drawdown (10Y)Largest decline over 10 years | -27.10% | — | — |
Current DrawdownCurrent decline from peak | -1.62% | -9.62% | +8.00% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -7.62% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 3.50% | -0.93% |
Volatility
XS6R.L vs. ISX5.L - Volatility Comparison
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) have volatilities of 6.85% and 7.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XS6R.L | ISX5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.85% | 7.08% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 12.04% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 17.30% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 18.57% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 20.98% | -4.09% |