XSKR.L vs. EQDS.L

Last updated Jun 5, 2026

XSKR.L (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and EQDS.L (iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)) are both exchange-traded funds - XSKR.L is a Communications Equities fund tracking the MSCI World/Comm Services NR USD, while EQDS.L is a Europe Equities fund tracking the MSCI Europe High Div Yld NR EUR. Both are passively managed. Over the past 5 years, XSKR.L returned 5.91%/yr vs 6.53%/yr for EQDS.L. A 0.65 correlation means they provide meaningful diversification when combined. XSKR.L charges 0.20%/yr vs 0.28%/yr for EQDS.L.

Performance

XSKR.L vs. EQDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XSKR.L achieves a 4.33% return, which is significantly higher than EQDS.L's 2.43% return.

XSKR.L

• 1D: 0.08%
• 1M: 2.97%
• YTD: 4.33%
• 6M: 5.35%
• 1Y: -6.83%
• 3Y*: 9.94%
• 5Y*: 5.91%
• 10Y*: 2.84%

EQDS.L

• 1D: 0.54%
• 1M: -1.28%
• YTD: 2.43%
• 6M: 3.83%
• 1Y: 7.08%
• 3Y*: 7.40%
• 5Y*: 6.53%
• 10Y*: —

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

XSKR.L vs. EQDS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XSKR.L Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C	4.33%	9.54%	11.64%	14.09%	-6.11%	7.74%	-7.30%	-1.29%	-7.60%	-5.02%
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)	2.43%	13.04%	2.83%	8.89%	2.95%	6.17%	-8.39%	13.33%	-9.12%	-0.84%

Correlation

The correlation between XSKR.L and EQDS.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Jun 15, 2017	0.65

Over the past year, the correlation between XSKR.L and EQDS.L has dropped to 0.36 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

XSKR.L vs. EQDS.L - Sectors Allocation Comparison

Sectors	XSKR.L	EQDS.L
Communication Services	90.0%	4.3%
Real Estate	10.1%	3.3%
Basic Materials	-	1.7%
Consumer Cyclical	-	5.5%
Consumer Defensive	-	12.0%
Energy	-	4.8%
Financial Services	-	28.6%
Healthcare	-	8.1%
Industrials	-	17.4%
Technology	-	3.7%
Utilities	-	10.7%

Return for Risk

XSKR.L vs. EQDS.L — Risk / Return Rank

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

XSKR.L

XSKR.L Risk / Return Rank: 5
XSKR.L Sharpe Ratio Rank: 5
XSKR.L Sortino Ratio Rank: 5
XSKR.L Omega Ratio Rank: 5
XSKR.L Calmar Ratio Rank: 5
XSKR.L Martin Ratio Rank: 5

EQDS.L

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

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.

XSKR.L vs. EQDS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L) and iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.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.

	XSKR.L	EQDS.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.42	0.64	-1.05
Sortino ratio: Return per unit of downside risk	-0.49	0.95	-1.44
Omega ratio: Gain probability vs. loss probability	0.94	1.12	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.43	0.72	-1.15
Martin ratio: Return relative to average drawdown	-0.88	2.20	-3.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XSKR.L vs. EQDS.L - Sharpe Ratio Comparison

The current XSKR.L Sharpe Ratio is -0.42, which is lower than the EQDS.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XSKR.L and EQDS.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

	XSKR.L	EQDS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.42	0.64	-1.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.52	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.22	+0.12

Drawdowns

XSKR.L vs. EQDS.L - Drawdown Comparison

The maximum XSKR.L drawdown since its inception was -36.21%, which is greater than EQDS.L's maximum drawdown of -32.52%. Use the drawdown chart below to compare losses from any high point for XSKR.L and EQDS.L.

Drawdown Indicators

	XSKR.L	EQDS.L	Difference
Max Drawdown Largest peak-to-trough decline	-36.21%	-32.52%	-3.69%
Max Drawdown (1Y) Largest decline over 1 year	-14.35%	-9.60%	-4.75%
Max Drawdown (3Y) Largest decline over 3 years	-14.35%	-10.33%	-4.02%
Max Drawdown (5Y) Largest decline over 5 years	-17.88%	-12.74%	-5.14%
Max Drawdown (10Y) Largest decline over 10 years	-36.21%	—	—
Current Drawdown Current decline from peak	-8.12%	-4.20%	-3.92%
Average Drawdown Average peak-to-trough decline	-9.33%	-5.28%	-4.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.97%	3.17%	+3.80%

Volatility

XSKR.L vs. EQDS.L - Volatility Comparison

Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (XSKR.L) has a higher volatility of 4.93% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (EQDS.L) at 3.32%. This indicates that XSKR.L's price experiences larger fluctuations and is considered to be riskier than EQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XSKR.L	EQDS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	3.32%	+1.61%
Volatility (6M) Calculated over the trailing 6-month period	12.18%	8.67%	+3.51%
Volatility (1Y) Calculated over the trailing 1-year period	14.73%	10.95%	+3.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.60%	12.56%	+1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.78%	14.79%	+0.99%

XSKR.L vs. EQDS.L - Expense Ratio Comparison

XSKR.L has a 0.20% expense ratio, which is lower than EQDS.L's 0.28% expense ratio.

Dividends

XSKR.L vs. EQDS.L - Dividend Comparison

XSKR.L has not paid dividends to shareholders, while EQDS.L's dividend yield for the trailing twelve months is around 0.03%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)	0.03%	0.03%	0.03%	0.04%	0.04%	0.05%	0.03%	0.05%	0.05%	0.01%
XSKR.L Xtrackers MSCI Europe Communication Services 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%

Frequently Asked Questions

Can I hold both XSKR.L and EQDS.L in my portfolio?

XSKR.L and EQDS.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XSKR.L or EQDS.L?

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

Which ETF is cheaper, XSKR.L or EQDS.L?

XSKR.L is cheaper with a 0.20% expense ratio, compared with 0.28% for EQDS.L.

What is the main difference between XSKR.L and EQDS.L?

XSKR.L is categorized as Communications Equities, while EQDS.L is Europe Equities. XSKR.L tracks MSCI World/Comm Services NR USD, while EQDS.L tracks MSCI Europe High Div Yld NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XSKR.L and 0.28% for EQDS.L.