XS6R.L vs. XLUS.L
XS6R.L (Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C) and XLUS.L (Invesco Utilities S&P US Select Sector UCITS ETF Acc) are both Utilities Equities funds - XS6R.L tracks the MSCI World/Utilities NR USD while XLUS.L tracks the S&P® Select Sector Capped 20% Utilities Index. Both are passively managed. Over the past 10 years, XS6R.L returned 11.52%/yr vs 9.27%/yr for XLUS.L. At a 0.38 correlation, their price movements are largely independent. XS6R.L charges 0.20%/yr vs 0.14%/yr for XLUS.L.
Performance
XS6R.L vs. XLUS.L - Performance Comparison
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Different Trading Currencies
XS6R.L is traded in GBp, while XLUS.L is traded in USD. To make them comparable, the XLUS.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 XLUS.L's 1.91% return. Over the past 10 years, XS6R.L has outperformed XLUS.L with an annualized return of 11.52%, while XLUS.L has yielded a comparatively lower 9.27% 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%
XLUS.L
- 1D
- -2.16%
- 1M
- -6.07%
- YTD
- 1.91%
- 6M
- -0.77%
- 1Y
- 9.59%
- 3Y*
- 9.80%
- 5Y*
- 9.59%
- 10Y*
- 9.27%
XS6R.L vs. XLUS.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% |
XLUS.L Invesco Utilities S&P US Select Sector UCITS ETF Acc | 1.91% | 7.44% | 24.64% | -12.35% | 14.02% | 19.59% | -4.27% | 20.49% | 9.01% | 1.25% |
Correlation
The correlation between XS6R.L and XLUS.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2010 | 0.38 |
XS6R.L vs. XLUS.L - Sectors Allocation Comparison
Sectors
XS6R.L
XLUS.L
Utilities
Industrials
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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
XLUS.L
Industrials
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XLUS.L
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Basic Materials
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XLUS.L
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Communication Services
XS6R.L
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XLUS.L
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Consumer Cyclical
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XLUS.L
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Consumer Defensive
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XLUS.L
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Energy
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Financial Services
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XLUS.L
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Healthcare
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XLUS.L
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Real Estate
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Technology
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Return for Risk
XS6R.L vs. XLUS.L — Risk / Return Rank
XS6R.L
XLUS.L
XS6R.L vs. XLUS.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 Invesco Utilities S&P US Select Sector UCITS ETF Acc (XLUS.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 | XLUS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.22 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.11 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.02 | 0.99 | +2.03 |
| Martin ratioReturn relative to average drawdown | 9.18 | 2.15 | +7.03 |
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 | XLUS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.62 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.56 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.49 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.62 | -0.24 |
Drawdowns
XS6R.L vs. XLUS.L - Drawdown Comparison
The maximum XS6R.L drawdown since its inception was -29.46%, roughly equal to the maximum XLUS.L drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for XS6R.L and XLUS.L.
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Drawdown Indicators
| XS6R.L | XLUS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.46% | -29.81% | +0.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.63% | +0.49% |
Max Drawdown (3Y)Largest decline over 3 years | -12.84% | -13.82% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | -21.38% | -29.81% | +8.43% |
Max Drawdown (10Y)Largest decline over 10 years | -27.10% | -29.81% | +2.71% |
Current DrawdownCurrent decline from peak | -6.21% | -8.82% | +2.61% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -7.77% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.46% | -1.45% |
Volatility
XS6R.L vs. XLUS.L - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Utilities ESG Screened UCITS ETF 1C (XS6R.L) is 5.31%, while Invesco Utilities S&P US Select Sector UCITS ETF Acc (XLUS.L) has a volatility of 5.63%. This indicates that XS6R.L experiences smaller price fluctuations and is considered to be less risky than XLUS.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 | XLUS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 5.63% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.87% | 12.75% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 15.45% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 17.19% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 18.94% | -1.97% |
XS6R.L vs. XLUS.L - Expense Ratio Comparison
XS6R.L has a 0.20% expense ratio, which is higher than XLUS.L's 0.14% 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. XLUS.L - Dividend Comparison
Neither XS6R.L nor XLUS.L has paid dividends to shareholders.
Frequently Asked Questions
XS6R.L and XLUS.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLUS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLUS.L is cheaper with a 0.14% expense ratio, compared with 0.20% for XS6R.L.
XS6R.L tracks MSCI World/Utilities NR USD, while XLUS.L tracks S&P® Select Sector Capped 20% Utilities Index. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.20% for XS6R.L and 0.14% for XLUS.L.
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