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DBX0.DE vs. XESC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX0.DE vs. XESC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBX0.DE achieves a 10.53% return, which is significantly lower than XESC.DE's 11.96% return. Over the past 10 years, DBX0.DE has underperformed XESC.DE with an annualized return of 6.92%, while XESC.DE has yielded a comparatively higher 11.67% annualized return.


DBX0.DE

1D
0.31%
1M
1.00%
6M
10.70%
YTD
10.53%
1Y
19.52%
3Y*
11.74%
5Y*
5.70%
10Y*
6.92%

XESC.DE

1D
0.00%
1M
5.24%
6M
10.86%
YTD
11.96%
1Y
22.20%
3Y*
16.35%
5Y*
12.51%
10Y*
11.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX0.DE vs. XESC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX0.DE
Xtrackers Portfolio UCITS ETF (Acc)
10.53%8.75%10.83%11.97%-15.01%14.60%3.69%22.86%-9.17%7.86%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
11.96%22.24%11.06%22.50%-8.87%23.54%-2.88%30.09%-12.09%10.25%

Correlation

The correlation between DBX0.DE and XESC.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

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

0.39

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

0.46

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

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2008

0.46

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Return for Risk

DBX0.DE vs. XESC.DE — Risk / Return Rank

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

DBX0.DE
DBX0.DE Risk / Return Rank: 7979
Overall Rank
DBX0.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBX0.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBX0.DE Omega Ratio Rank: 7474
Omega Ratio Rank
DBX0.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBX0.DE Martin Ratio Rank: 8585
Martin Ratio Rank

XESC.DE
XESC.DE Risk / Return Rank: 4949
Overall Rank
XESC.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 5050
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.

DBX0.DE vs. XESC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBX0.DEXESC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.10

Calmar ratioReturn relative to maximum drawdown

4.19

2.04

+2.15

Martin ratioReturn relative to average drawdown

13.95

7.10

+6.85

DBX0.DE vs. XESC.DE - Sharpe Ratio Comparison

The current DBX0.DE Sharpe Ratio is 1.93, which is higher than the XESC.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of DBX0.DE and XESC.DE, 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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Drawdowns

DBX0.DE vs. XESC.DE - Drawdown Comparison

The maximum DBX0.DE drawdown since its inception was -29.17%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for DBX0.DE and XESC.DE.


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Drawdown Indicators


DBX0.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.17%

-46.74%

+17.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-10.88%

+6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

-16.53%

+2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.01%

-23.33%

+6.32%

Max Drawdown (10Y)

Largest decline over 10 years

-29.17%

-38.51%

+9.34%

Current Drawdown

Current decline from peak

-0.21%

0.00%

-0.21%

Average Drawdown

Average peak-to-trough decline

-4.71%

-9.05%

+4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

3.13%

-1.73%

Volatility

DBX0.DE vs. XESC.DE - Volatility Comparison

The current volatility for Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) is 3.16%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.86%. This indicates that DBX0.DE experiences smaller price fluctuations and is considered to be less risky than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBX0.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.16%

3.86%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

7.79%

13.34%

-5.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.09%

16.07%

-5.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.22%

17.58%

-6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.35%

17.93%

-5.58%

DBX0.DE vs. XESC.DE - Expense Ratio Comparison

DBX0.DE has a 0.70% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.


Dividends

DBX0.DE vs. XESC.DE - Dividend Comparison

Neither DBX0.DE nor XESC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX0.DE and XESC.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.70% for DBX0.DE.

DBX0.DE is categorized as Global Allocation, while XESC.DE is Europe Equities. Their fees differ too: 0.70% for DBX0.DE and 0.09% for XESC.DE.

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