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XUKX.L vs. IEFS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUKX.L vs. IEFS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XUKX.L achieves a 4.28% return, which is significantly lower than IEFS.L's 6.36% return. Over the past 10 years, XUKX.L has underperformed IEFS.L with an annualized return of 4.48%, while IEFS.L has yielded a comparatively higher 8.31% annualized return.


XUKX.L

1D
0.26%
1M
0.81%
YTD
4.28%
6M
6.50%
1Y
17.32%
3Y*
10.30%
5Y*
7.35%
10Y*
4.48%

IEFS.L

1D
0.54%
1M
1.90%
YTD
6.36%
6M
8.61%
1Y
16.26%
3Y*
12.70%
5Y*
5.94%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUKX.L vs. IEFS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
4.28%22.37%4.09%3.60%-2.09%14.55%-17.78%12.73%-12.82%6.99%
IEFS.L
iShares Edge MSCI Europe Size Factor UCITS ETF
6.36%24.40%0.75%11.87%-13.35%12.21%7.23%20.36%-12.26%18.08%

Correlation

The correlation between XUKX.L and IEFS.L is 0.71, 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

0.71

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

0.74

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

0.75

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

0.78

Correlation (All Time)
Calculated using the full available price history since Jan 20, 2015

0.79

The correlation between XUKX.L and IEFS.L has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

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Return for Risk

XUKX.L vs. IEFS.L — Risk / Return Rank

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

XUKX.L
XUKX.L Risk / Return Rank: 4444
Overall Rank
XUKX.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 4747
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 4040
Martin Ratio Rank

IEFS.L
IEFS.L Risk / Return Rank: 3838
Overall Rank
IEFS.L Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IEFS.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
IEFS.L Omega Ratio Rank: 4040
Omega Ratio Rank
IEFS.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
IEFS.L Martin Ratio Rank: 3838
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.

XUKX.L vs. IEFS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.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.


XUKX.LIEFS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

1.97

1.63

+0.34

Martin ratioReturn relative to average drawdown

6.29

5.83

+0.46

XUKX.L vs. IEFS.L - Sharpe Ratio Comparison

The current XUKX.L Sharpe Ratio is 1.59, which is comparable to the IEFS.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XUKX.L and IEFS.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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Sharpe Ratios by Period


XUKX.LIEFS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.38

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.40

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.54

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.53

-0.40

Drawdowns

XUKX.L vs. IEFS.L - Drawdown Comparison

The maximum XUKX.L drawdown since its inception was -46.73%, which is greater than IEFS.L's maximum drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for XUKX.L and IEFS.L.


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Drawdown Indicators


XUKX.LIEFS.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.73%

-31.02%

-15.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-9.91%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-13.13%

-11.84%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-14.42%

-26.40%

+11.98%

Max Drawdown (10Y)

Largest decline over 10 years

-35.37%

-31.02%

-4.35%

Current Drawdown

Current decline from peak

-4.97%

-1.87%

-3.10%

Average Drawdown

Average peak-to-trough decline

-10.43%

-5.84%

-4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.78%

-0.03%

Volatility

XUKX.L vs. IEFS.L - Volatility Comparison

Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) and iShares Edge MSCI Europe Size Factor UCITS ETF (IEFS.L) have volatilities of 3.95% and 3.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUKX.LIEFS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.81%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

9.77%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

11.72%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

14.99%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

15.59%

+0.01%

XUKX.L vs. IEFS.L - Expense Ratio Comparison

XUKX.L has a 0.09% expense ratio, which is lower than IEFS.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

XUKX.L vs. IEFS.L - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IEFS.L
iShares Edge MSCI Europe Size Factor UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D
0.03%0.03%0.05%0.04%0.07%0.03%0.06%0.04%0.05%0.04%0.03%0.00%

Frequently Asked Questions


XUKX.L and IEFS.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUKX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUKX.L is cheaper with a 0.09% expense ratio, compared with 0.25% for IEFS.L.

XUKX.L tracks FTSE AllSh TR GBP, while IEFS.L tracks MSCI Europe SMID NR EUR. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XUKX.L and 0.25% for IEFS.L.

Portfolio Optimizer

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