XSNR.L vs. SIE.DE
XSNR.L (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) is Industrials Equities fund tracking the MSCI World/Materials NR USD, while SIE.DE (Siemens Aktiengesellschaft) is a stock. Over the past 10 years, XSNR.L returned 12.04%/yr vs 16.76%/yr for SIE.DE. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
XSNR.L vs. SIE.DE - Performance Comparison
Loading charts...
Different Trading Currencies
XSNR.L is traded in GBp, while SIE.DE is traded in EUR. To make them comparable, the SIE.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSNR.L achieves a 7.81% return, which is significantly lower than SIE.DE's 15.26% return. Over the past 10 years, XSNR.L has underperformed SIE.DE with an annualized return of 12.04%, while SIE.DE has yielded a comparatively higher 16.76% annualized return.
XSNR.L
- 1D
- 0.37%
- 1M
- -0.26%
- YTD
- 7.81%
- 6M
- 9.55%
- 1Y
- 17.56%
- 3Y*
- 14.21%
- 5Y*
- 9.16%
- 10Y*
- 12.04%
SIE.DE
- 1D
- -0.95%
- 1M
- 4.67%
- YTD
- 15.26%
- 6M
- 19.53%
- 1Y
- 30.86%
- 3Y*
- 22.82%
- 5Y*
- 18.05%
- 10Y*
- 16.76%
XSNR.L vs. SIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XSNR.L Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 7.81% | 20.64% | 5.20% | 21.57% | -14.54% | 21.19% | 12.17% | 27.37% | -12.09% | 21.42% |
SIE.DE Siemens Aktiengesellschaft | 15.26% | 36.55% | 9.15% | 32.21% | -7.89% | 23.94% | 22.85% | 18.45% | -12.02% | 7.18% |
Correlation
The correlation between XSNR.L and SIE.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.67 |
The correlation between XSNR.L and SIE.DE shifts across timeframes, from 0.67 (all time) to 0.82 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XSNR.L vs. SIE.DE — Risk / Return Rank
XSNR.L
SIE.DE
XSNR.L vs. SIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) and Siemens Aktiengesellschaft (SIE.DE). 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.
| XSNR.L | SIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.50 | -0.27 |
| Martin ratioReturn relative to average drawdown | 4.33 | 4.73 | -0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XSNR.L | SIE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 0.97 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.60 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.60 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.36 | +0.29 |
Drawdowns
XSNR.L vs. SIE.DE - Drawdown Comparison
The maximum XSNR.L drawdown since its inception was -36.07%, smaller than the maximum SIE.DE drawdown of -64.08%. Use the drawdown chart below to compare losses from any high point for XSNR.L and SIE.DE.
Loading charts...
Drawdown Indicators
| XSNR.L | SIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.07% | -64.08% | +28.01% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -20.55% | +6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.10% | -25.67% | +8.57% |
Max Drawdown (5Y)Largest decline over 5 years | -27.20% | -37.19% | +9.99% |
Max Drawdown (10Y)Largest decline over 10 years | -36.07% | -43.89% | +7.82% |
Current DrawdownCurrent decline from peak | -3.35% | -2.19% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -13.63% | +7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 6.51% | -2.46% |
Volatility
XSNR.L vs. SIE.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (XSNR.L) is 6.25%, while Siemens Aktiengesellschaft (SIE.DE) has a volatility of 8.67%. This indicates that XSNR.L experiences smaller price fluctuations and is considered to be less risky than SIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XSNR.L | SIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 8.67% | -2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 25.01% | -9.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.47% | 31.83% | -13.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 29.97% | -11.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.89% | 27.71% | -8.82% |
Dividends
XSNR.L vs. SIE.DE - Dividend Comparison
XSNR.L has not paid dividends to shareholders, while SIE.DE's dividend yield for the trailing twelve months is around 1.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIE.DE Siemens Aktiengesellschaft | 1.97% | 2.17% | 2.49% | 2.50% | 3.09% | 2.29% | 3.32% | 3.62% | 4.21% | 3.44% | 3.32% | 4.07% |
XSNR.L Xtrackers MSCI Europe Industrials 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
XSNR.L and SIE.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XSNR.L and SIE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer