XS6R.L vs. XDWU.L
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C) and XDWU.L (Xtrackers MSCI World Utilities UCITS ETF 1C) are both Utilities Equities funds from Xtrackers tracking the MSCI World/Utilities NR USD. Both are passively managed. Over the past 10 years, XS6R.L returned 11.52%/yr vs 9.86%/yr for XDWU.L. A 0.57 correlation means they provide meaningful diversification when combined. XS6R.L charges 0.20%/yr vs 0.25%/yr for XDWU.L.
Performance
XS6R.L vs. XDWU.L - Performance Comparison
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Different Trading Currencies
XS6R.L is traded in GBp, while XDWU.L is traded in USD. To make them comparable, the XDWU.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 XDWU.L's 5.02% return. Over the past 10 years, XS6R.L has outperformed XDWU.L with an annualized return of 11.52%, while XDWU.L has yielded a comparatively lower 9.86% 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%
XDWU.L
- 1D
- -1.38%
- 1M
- -4.91%
- YTD
- 5.02%
- 6M
- 3.37%
- 1Y
- 16.03%
- 3Y*
- 11.94%
- 5Y*
- 10.04%
- 10Y*
- 9.86%
XS6R.L vs. XDWU.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% | 14.10% |
XDWU.L Xtrackers MSCI World Utilities UCITS ETF 1C | 5.02% | 17.50% | 14.16% | -4.71% | 7.90% | 10.96% | 0.92% | 19.94% | 6.98% | 6.69% |
Correlation
The correlation between XS6R.L and XDWU.L is 0.64, 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 | 0.64 |
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 | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 17, 2016 | 0.57 |
The correlation between XS6R.L and XDWU.L has been stable across timeframes, ranging from 0.57 to 0.66 - a consistent structural relationship.
XS6R.L vs. XDWU.L - Sectors Allocation Comparison
Sectors
XS6R.L
XDWU.L
Utilities
Industrials
Basic Materials
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Communication Services
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Consumer Cyclical
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Consumer Defensive
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Energy
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Financial Services
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Healthcare
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Real Estate
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Technology
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Utilities
XS6R.L
XDWU.L
Industrials
XS6R.L
XDWU.L
Basic Materials
XS6R.L
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XDWU.L
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Communication Services
XS6R.L
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XDWU.L
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Consumer Cyclical
XS6R.L
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XDWU.L
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Consumer Defensive
XS6R.L
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XDWU.L
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Energy
XS6R.L
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XDWU.L
Financial Services
XS6R.L
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XDWU.L
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Healthcare
XS6R.L
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XDWU.L
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Real Estate
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XDWU.L
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Technology
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XDWU.L
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Return for Risk
XS6R.L vs. XDWU.L — Risk / Return Rank
XS6R.L
XDWU.L
XS6R.L vs. XDWU.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 Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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 | XDWU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 1.94 | +1.08 |
| Martin ratioReturn relative to average drawdown | 9.18 | 5.43 | +3.75 |
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 | XDWU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.23 | +0.61 |
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 | 0.70 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.67 | -0.29 |
Drawdowns
XS6R.L vs. XDWU.L - Drawdown Comparison
The maximum XS6R.L drawdown since its inception was -29.46%, which is greater than XDWU.L's maximum drawdown of -25.93%. Use the drawdown chart below to compare losses from any high point for XS6R.L and XDWU.L.
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Drawdown Indicators
| XS6R.L | XDWU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.46% | -25.93% | -3.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -8.21% | -0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -12.05% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -22.27% | +0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -27.10% | -25.93% | -1.17% |
Current DrawdownCurrent decline from peak | -6.21% | -7.80% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -6.57% | -0.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.95% | +0.06% |
Volatility
XS6R.L vs. XDWU.L - Volatility Comparison
Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) has a higher volatility of 5.31% compared to Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.L) at 4.44%. This indicates that XS6R.L's price experiences larger fluctuations and is considered to be riskier than XDWU.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.L | XDWU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.44% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 11.11% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 12.96% | +2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 14.72% | +1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 18.26% | -1.29% |
XS6R.L vs. XDWU.L - Expense Ratio Comparison
XS6R.L has a 0.20% expense ratio, which is lower than XDWU.L's 0.25% expense ratio. Despite the difference, 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. XDWU.L - Dividend Comparison
Neither XS6R.L nor XDWU.L has paid dividends to shareholders.
Frequently Asked Questions
XS6R.L and XDWU.L have a correlation of 0.64, 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 0.25% for XDWU.L.
Both ETFs track MSCI World/Utilities NR USD. Their fees differ too: 0.20% for XS6R.L and 0.25% for XDWU.L.
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