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XS7R.L vs. IDPE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XS7R.L vs. IDPE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XS7R.L is traded in GBp, while IDPE.L is traded in USD. To make them comparable, the IDPE.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XS7R.L achieves a 11.30% return, which is significantly higher than IDPE.L's -11.02% return. Over the past 10 years, XS7R.L has outperformed IDPE.L with an annualized return of 11.97%, while IDPE.L has yielded a comparatively lower 10.51% annualized return.


XS7R.L

1D
-0.30%
1M
1.96%
6M
9.89%
YTD
11.30%
1Y
28.51%
3Y*
29.33%
5Y*
21.51%
10Y*
11.97%

IDPE.L

1D
0.01%
1M
-0.79%
6M
-14.22%
YTD
-11.02%
1Y
-16.70%
3Y*
8.17%
5Y*
4.99%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XS7R.L vs. IDPE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XS7R.L
Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C
11.30%46.88%18.78%20.38%3.42%27.01%-19.81%7.94%-24.58%16.49%
IDPE.L
iShares Listed Private Equity UCITS ETF USD (Dist)
-11.02%-5.92%25.96%32.33%-19.97%43.20%1.52%38.39%-8.81%14.23%

Correlation

The correlation between XS7R.L and IDPE.L is 0.59, 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

0.59

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

0.64

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

0.65

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.58

The correlation between XS7R.L and IDPE.L has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.

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Return for Risk

XS7R.L vs. IDPE.L — Risk / Return Rank

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

XS7R.L
XS7R.L Risk / Return Rank: 6565
Overall Rank
XS7R.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XS7R.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
XS7R.L Omega Ratio Rank: 6666
Omega Ratio Rank
XS7R.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XS7R.L Martin Ratio Rank: 6363
Martin Ratio Rank

IDPE.L
IDPE.L Risk / Return Rank: 44
Overall Rank
IDPE.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IDPE.L Sortino Ratio Rank: 44
Sortino Ratio Rank
IDPE.L Omega Ratio Rank: 44
Omega Ratio Rank
IDPE.L Calmar Ratio Rank: 44
Calmar Ratio Rank
IDPE.L Martin Ratio Rank: 44
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.

XS7R.L vs. IDPE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) and iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XS7R.LIDPE.LDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+3.41

Omega ratioGain probability vs. loss probability

1.31

0.88

+0.43

Calmar ratioReturn relative to maximum drawdown

2.50

-0.71

+3.21

Martin ratioReturn relative to average drawdown

8.54

-1.23

+9.77

XS7R.L vs. IDPE.L - Sharpe Ratio Comparison

The current XS7R.L Sharpe Ratio is 1.71, which is higher than the IDPE.L Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of XS7R.L and IDPE.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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Drawdowns

XS7R.L vs. IDPE.L - Drawdown Comparison

The maximum XS7R.L drawdown since its inception was -79.31%, which is greater than IDPE.L's maximum drawdown of -73.46%. Use the drawdown chart below to compare losses from any high point for XS7R.L and IDPE.L.


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Drawdown Indicators


XS7R.LIDPE.LDifference

Max Drawdown

Largest peak-to-trough decline

-79.31%

-73.46%

-5.85%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-23.53%

+12.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.17%

-28.24%

+13.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.60%

-28.24%

+4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-55.42%

-44.32%

-11.10%

Current Drawdown

Current decline from peak

-0.85%

-22.66%

+21.81%

Average Drawdown

Average peak-to-trough decline

-51.66%

-13.53%

-38.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.33%

13.53%

-10.20%

Volatility

XS7R.L vs. IDPE.L - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C (XS7R.L) is 4.15%, while iShares Listed Private Equity UCITS ETF USD (Dist) (IDPE.L) has a volatility of 4.84%. This indicates that XS7R.L experiences smaller price fluctuations and is considered to be less risky than IDPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XS7R.LIDPE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

4.84%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

14.05%

16.42%

-2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

20.27%

-3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.34%

20.67%

-2.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.60%

20.83%

+0.77%

XS7R.L vs. IDPE.L - Expense Ratio Comparison

XS7R.L has a 0.20% expense ratio, which is lower than IDPE.L's 0.75% expense ratio.


Dividends

XS7R.L vs. IDPE.L - Dividend Comparison

XS7R.L has not paid dividends to shareholders, while IDPE.L's dividend yield for the trailing twelve months is around 3.82%.


PositionTTM20252024202320222021202020192018201720162015
IDPE.L
iShares Listed Private Equity UCITS ETF USD (Dist)
3.82%2.96%3.03%3.35%4.36%2.54%3.56%3.25%5.05%4.96%4.33%5.53%
XS7R.L
Xtrackers MSCI Europe Financials ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XS7R.L and IDPE.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XS7R.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XS7R.L is cheaper with a 0.20% expense ratio, compared with 0.75% for IDPE.L.

XS7R.L tracks MSCI World/Financials NR USD, while IDPE.L tracks S&P LISTED PRIVATE EQUITY INDEX (NET) (USD). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XS7R.L and 0.75% for IDPE.L.

Portfolio Optimizer

Find the right allocation for XS7R.L and IDPE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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