XS6R.L vs. IUSU.L

Last updated Jun 5, 2026

XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C) and IUSU.L (iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF) are both Utilities Equities funds - XS6R.L tracks the MSCI World/Utilities NR USD while IUSU.L tracks the S&P 500 Capped 35/20 Utilities. Both are passively managed. Over the past 5 years, XS6R.L returned 11.38%/yr vs 9.60%/yr for IUSU.L. At a 0.48 correlation, their price movements are largely independent. XS6R.L charges 0.20%/yr vs 0.15%/yr for IUSU.L.

Performance

XS6R.L vs. IUSU.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 V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XS6R.L achieves a 10.83% return, which is significantly higher than IUSU.L's 1.75% return.

XS6R.L

• 1D: -0.33%
• 1M: -2.24%
• YTD: 10.83%
• 6M: 12.11%
• 1Y: 27.70%
• 3Y*: 16.17%
• 5Y*: 11.38%
• 10Y*: 11.52%

IUSU.L

• 1D: -2.12%
• 1M: -5.89%
• YTD: 1.75%
• 6M: -0.56%
• 1Y: 9.56%
• 3Y*: 9.72%
• 5Y*: 9.60%
• 10Y*: —

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

XS6R.L vs. IUSU.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	10.83%	38.34%	-1.20%	11.55%	-3.84%	1.17%	18.06%	22.81%	3.39%	9.41%
IUSU.L iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF	1.75%	7.65%	25.08%	-13.15%	14.26%	19.91%	-4.85%	21.27%	9.03%	-4.03%

Correlation

The correlation between XS6R.L and IUSU.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (All Time) Calculated using the full available price history since Mar 23, 2017	0.48

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

Sectors	XS6R.L	IUSU.L
Utilities	94.7%	100.0%
Industrials	5.3%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Real Estate	-	-
Technology	-	-

Return for Risk

XS6R.L vs. IUSU.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: 54
XS6R.L Sharpe Ratio Rank: 54
XS6R.L Sortino Ratio Rank: 49
XS6R.L Omega Ratio Rank: 53
XS6R.L Calmar Ratio Rank: 62
XS6R.L Martin Ratio Rank: 54

IUSU.L

IUSU.L Risk / Return Rank: 20
IUSU.L Sharpe Ratio Rank: 19
IUSU.L Sortino Ratio Rank: 19
IUSU.L Omega Ratio Rank: 19
IUSU.L Calmar Ratio Rank: 23
IUSU.L Martin Ratio Rank: 19

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. IUSU.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 V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.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	IUSU.L	Difference
Sharpe ratio: Return per unit of total volatility	1.84	0.65	+1.20
Sortino ratio: Return per unit of downside risk	2.38	0.98	+1.40
Omega ratio: Gain probability vs. loss probability	1.32	1.12	+0.21
Calmar ratio: Return relative to maximum drawdown	3.02	1.00	+2.02
Martin ratio: Return relative to average drawdown	9.18	2.13	+7.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XS6R.L Sharpe Ratio is 1.84, which is higher than the IUSU.L Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of XS6R.L and IUSU.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.

Sharpe Ratios by Period

	XS6R.L	IUSU.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.84	0.65	+1.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.70	0.57	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.42	-0.04

Drawdowns

XS6R.L vs. IUSU.L - Drawdown Comparison

The maximum XS6R.L drawdown since its inception was -29.46%, roughly equal to the maximum IUSU.L drawdown of -29.89%. Use the drawdown chart below to compare losses from any high point for XS6R.L and IUSU.L.

Drawdown Indicators

	XS6R.L	IUSU.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.46%	-29.89%	+0.43%
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	-9.51%	+0.37%
Max Drawdown (3Y) Largest decline over 3 years	-12.84%	-13.82%	+0.98%
Max Drawdown (5Y) Largest decline over 5 years	-21.38%	-29.89%	+8.51%
Max Drawdown (10Y) Largest decline over 10 years	-27.10%	—	—
Current Drawdown Current decline from peak	-6.21%	-9.06%	+2.85%
Average Drawdown Average peak-to-trough decline	-7.53%	-8.80%	+1.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	4.47%	-1.46%

Volatility

XS6R.L vs. IUSU.L - Volatility Comparison

Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) and iShares V PLC - iShares S&P 500 Utilities Sector UCITS ETF (IUSU.L) have volatilities of 5.31% and 5.31%, 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.

Volatility by Period

	XS6R.L	IUSU.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	5.31%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	12.87%	12.29%	+0.58%
Volatility (1Y) Calculated over the trailing 1-year period	14.96%	14.75%	+0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.20%	16.69%	-0.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	18.28%	-1.31%

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

XS6R.L has a 0.20% expense ratio, which is higher than IUSU.L's 0.15% 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%.

Dividends

XS6R.L vs. IUSU.L - Dividend Comparison

Neither XS6R.L nor IUSU.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XS6R.L and IUSU.L in my portfolio?

XS6R.L and IUSU.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XS6R.L or IUSU.L?

On fees, IUSU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XS6R.L or IUSU.L?

IUSU.L is cheaper with a 0.15% expense ratio, compared with 0.20% for XS6R.L.

What is the main difference between XS6R.L and IUSU.L?

XS6R.L tracks MSCI World/Utilities NR USD, while IUSU.L tracks S&P 500 Capped 35/20 Utilities. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XS6R.L and 0.15% for IUSU.L.