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

Performance

XS6R.L vs. WUTI.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 SPDR MSCI World Utilits UCITS ETF (WUTI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XS6R.L is traded in GBp, while WUTI.L is traded in USD. To make them comparable, the WUTI.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 10.83% return, which is significantly higher than WUTI.L's 4.80% return. Over the past 10 years, XS6R.L has outperformed WUTI.L with an annualized return of 11.52%, while WUTI.L has yielded a comparatively lower 9.35% annualized 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%

WUTI.L

1D
-1.24%
1M
-4.82%
YTD
4.80%
6M
3.14%
1Y
15.86%
3Y*
11.76%
5Y*
9.98%
10Y*
9.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%14.10%
WUTI.L
SPDR MSCI World Utilits UCITS ETF
4.80%16.44%15.24%-4.88%7.91%11.58%1.36%17.57%7.85%4.11%

Correlation

The correlation between XS6R.L and WUTI.L is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.65

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

0.66

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

0.67

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.68

The correlation between XS6R.L and WUTI.L has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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


Sectors
XS6R.L
WUTI.L

Utilities

94.7%
98.1%

Industrials

5.3%
1.4%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

0.5%

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Technology

-

-

Utilities

XS6R.L
94.7%
WUTI.L
98.1%

Industrials

XS6R.L
5.3%
WUTI.L
1.4%

Basic Materials

XS6R.L

-

WUTI.L

-

Communication Services

XS6R.L

-

WUTI.L

-

Consumer Cyclical

XS6R.L

-

WUTI.L

-

Consumer Defensive

XS6R.L

-

WUTI.L

-

Energy

XS6R.L

-

WUTI.L
0.5%

Financial Services

XS6R.L

-

WUTI.L

-

Healthcare

XS6R.L

-

WUTI.L

-

Real Estate

XS6R.L

-

WUTI.L

-

Technology

XS6R.L

-

WUTI.L

-

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Return for Risk

XS6R.L vs. WUTI.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: 5454
Overall Rank
XS6R.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
XS6R.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
XS6R.L Omega Ratio Rank: 5353
Omega Ratio Rank
XS6R.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
XS6R.L Martin Ratio Rank: 5454
Martin Ratio Rank

WUTI.L
WUTI.L Risk / Return Rank: 3434
Overall Rank
WUTI.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
WUTI.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
WUTI.L Omega Ratio Rank: 3030
Omega Ratio Rank
WUTI.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
WUTI.L Martin Ratio Rank: 3838
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. WUTI.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 SPDR MSCI World Utilits UCITS ETF (WUTI.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.LWUTI.LDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.32

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

3.02

1.96

+1.06

Martin ratioReturn relative to average drawdown

9.18

5.39

+3.79

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

The current XS6R.L Sharpe Ratio is 1.84, which is higher than the WUTI.L Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of XS6R.L and WUTI.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.


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Sharpe Ratios by Period


XS6R.LWUTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.21

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.69

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.59

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.60

-0.22

Drawdowns

XS6R.L vs. WUTI.L - Drawdown Comparison

The maximum XS6R.L drawdown since its inception was -29.46%, which is greater than WUTI.L's maximum drawdown of -25.85%. Use the drawdown chart below to compare losses from any high point for XS6R.L and WUTI.L.


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Drawdown Indicators


XS6R.LWUTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.46%

-25.85%

-3.61%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-8.05%

-1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-11.98%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-21.38%

-22.14%

+0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-27.10%

-25.85%

-1.25%

Current Drawdown

Current decline from peak

-6.21%

-7.59%

+1.38%

Average Drawdown

Average peak-to-trough decline

-7.53%

-6.00%

-1.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.94%

+0.07%

Volatility

XS6R.L vs. WUTI.L - Volatility Comparison

Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a higher volatility of 5.31% compared to SPDR MSCI World Utilits UCITS ETF (WUTI.L) at 4.48%. This indicates that XS6R.L's price experiences larger fluctuations and is considered to be riskier than WUTI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XS6R.LWUTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

4.48%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

11.01%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

13.10%

+1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.20%

14.45%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

15.81%

+1.16%

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

XS6R.L has a 0.20% expense ratio, which is lower than WUTI.L's 0.30% expense ratio.


Dividends

XS6R.L vs. WUTI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XS6R.L and WUTI.L have a correlation of 0.63, 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 0.30% for WUTI.L.

Both ETFs track MSCI World/Utilities NR USD. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.20% for XS6R.L and 0.30% for WUTI.L.

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