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Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) Sharpe Ratio: 1.67

ETF · Currency in EUR · Last updated Jun 26, 2026

XSX6.DE is a passive ETF by Xtrackers tracking the investment results of the STOXX® Europe 600. XSX6.DE launched on Jan 20, 2009 and has a 0.20% expense ratio.

XSX6.DE's Sharpe Ratio of 1.67 indicates that for each unit of volatility, it generates 1.67 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

XSX6.DE Sharpe Ratio Rank

XSX6.DE Sharpe Ratio Rank: 56.857
Average

XSX6.DE ranks above 56.8% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

XSX6.DE Sharpe Ratio Market Positioning

The chart shows XSX6.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.97+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers STOXX Europe 600 UCITS ETF's Sharpe Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how XSX6.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XESP.DEXtrackers Spanish Equity UCITS ETF2.85
SELD.DELyxor STOXX Europe Select Dividend 30 UCITS ETF Dist2.82
AMES.DEAmundi ETF MSCI Spain UCITS ETF EUR2.82
XESD.DEXtrackers Spanish Equity UCITS ETF2.80
EXSH.DEiShares STOXX Europe Select Dividend 30 UCITS ETF (DE)2.75
CEMS.DEiShares Edge MSCI Europe Value Factor UCITS ETF2.66
EUPE.DEOssiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)2.62
ZPRW.DESPDR MSCI Europe Value UCITS ETF2.59
D5BL.DEXtrackers MSCI Europe Value UCITS ETF2.57
DXSA.DEXtrackers Euro Stoxx Quality Dividend UCITS ETF 1D2.55
XSX6.DEXtrackers STOXX Europe 600 UCITS ETF1.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XSX6.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XSX6.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does XSX6.DE fit in your portfolio?

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