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XS6R.L vs. ISX5.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XS6R.L vs. ISX5.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 Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

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XS6R.L vs. ISX5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XS6R.L
XS6R.L Risk / Return Rank: 9494
Overall Rank
XS6R.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XS6R.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XS6R.L Omega Ratio Rank: 9595
Omega Ratio Rank
XS6R.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
XS6R.L Martin Ratio Rank: 9393
Martin Ratio Rank

ISX5.L
ISX5.L Risk / Return Rank: 4747
Overall Rank
ISX5.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ISX5.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
ISX5.L Omega Ratio Rank: 4343
Omega Ratio Rank
ISX5.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISX5.L Martin Ratio Rank: 5050
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. 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.LISX5.LDifference

Sharpe ratio

Return per unit of total volatility

2.63

0.90

+1.73

Sortino ratio

Return per unit of downside risk

3.23

1.30

+1.93

Omega ratio

Gain probability vs. loss probability

1.47

1.18

+0.30

Calmar ratio

Return relative to maximum drawdown

4.20

1.63

+2.57

Martin ratio

Return relative to average drawdown

14.95

6.02

+8.92

XS6R.L vs. ISX5.L - Sharpe Ratio Comparison

The current XS6R.L Sharpe Ratio is 2.63, which is higher than the ISX5.L Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of XS6R.L and ISX5.L, 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.LISX5.LDifference

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.


Tickers have no history of dividend payments

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.LISX5.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.62%

-9.62%

+8.00%

Average Drawdown

Average peak-to-trough decline

-7.57%

-7.62%

+0.05%

Ulcer Index

Depth 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.LISX5.LDifference

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%