PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) Sharpe Ratio: 0.73

ETF · Currency in EUR · Last updated Jun 5, 2026

XZEC.DE is a passive ETF by Xtrackers tracking the investment results of the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. XZEC.DE launched on Jun 29, 2021 and has a 0.17% expense ratio.

XZEC.DE's Sharpe Ratio of 0.73 indicates that for each unit of volatility, it generates 0.73 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 5, 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.

XZEC.DE Sharpe Ratio Rank

XZEC.DE Sharpe Ratio Rank: 21.922
Below Average

XZEC.DE ranks above 21.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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 may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

XZEC.DE Sharpe Ratio Market Positioning

The chart shows XZEC.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 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.70+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF's Sharpe Ratio with other ETFs in the Consumer Staples Equities category across multiple time periods, showing how XZEC.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 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
XZEC.DEXtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF0.73
ZPDD.DESPDR S&P US Consumer Discretionary Select Sector UCITS ETF0.62
XUCD.DEXtrackers MSCI USA Consumer Discretionary UCITS ETF 1D0.57
QDVK.DEiShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)0.56
7RIP.DEHANetf The Travel UCITS ETF0.51
WELC.DEAmundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Dist0.39
SC0R.DEInvesco European Travel Sector UCITS ETF0.39
WELJ.DEAmundi S&P Global Consumer Discretionary ESG UCITS ETF EUR Acc0.38
EXH8.DEiShares STOXX Europe 600 Retail UCITS ETF (DE)0.33
EXV9.DEiShares STOXX Europe 600 Travel & Leisure UCITS ETF (DE)0.31

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XZEC.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 XZEC.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does XZEC.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio