XUKX.L vs. IEFS.L
XUKX.L (Xtrackers FTSE 100 UCITS ETF Income 1D) and IEFS.L (iShares Edge MSCI Europe Size Factor UCITS ETF) are both Europe Equities funds - XUKX.L tracks the FTSE AllSh TR GBP while IEFS.L tracks the MSCI Europe SMID NR EUR. Both are passively managed. Over the past 10 years, XUKX.L returned 4.48%/yr vs 8.31%/yr for IEFS.L. A 0.79 correlation means they provide meaningful diversification when combined. XUKX.L charges 0.09%/yr vs 0.25%/yr for IEFS.L.
Performance
XUKX.L vs. IEFS.L - Performance Comparison
Loading charts...
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%
XUKX.L vs. IEFS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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
XUKX.L vs. IEFS.L — Risk / Return Rank
XUKX.L
IEFS.L
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.L | IEFS.L | Difference | |
|---|---|---|---|
| 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 |
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
| XUKX.L | IEFS.L | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| XUKX.L | IEFS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.97% | -1.87% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -5.84% | -4.59% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| XUKX.L | IEFS.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for XUKX.L and IEFS.L
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