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DBX3.DE vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBX3.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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, DBX3.DE achieves a 9.35% return, which is significantly higher than XSX6.DE's 7.40% return. Over the past 10 years, DBX3.DE has underperformed XSX6.DE with an annualized return of 4.77%, while XSX6.DE has yielded a comparatively higher 9.14% annualized return.


DBX3.DE

1D
-1.65%
1M
-7.09%
YTD
9.35%
6M
7.34%
1Y
24.77%
3Y*
7.78%
5Y*
5.42%
10Y*
4.77%

XSX6.DE

1D
0.59%
1M
3.14%
YTD
7.40%
6M
9.99%
1Y
16.44%
3Y*
13.95%
5Y*
9.70%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBX3.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBX3.DE
Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C
9.35%40.51%-24.96%22.19%12.46%-15.09%-21.52%21.36%-3.41%7.06%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
7.40%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%

Correlation

The correlation between DBX3.DE and XSX6.DE is 0.58, 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

0.58

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

0.47

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

0.45

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2009

0.57

The correlation between DBX3.DE and XSX6.DE shifts across timeframes, from 0.45 (5 years) to 0.58 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DBX3.DE vs. XSX6.DE — Risk / Return Rank

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

DBX3.DE
DBX3.DE Risk / Return Rank: 4040
Overall Rank
DBX3.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
DBX3.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
DBX3.DE Omega Ratio Rank: 3737
Omega Ratio Rank
DBX3.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
DBX3.DE Martin Ratio Rank: 4242
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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.

DBX3.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.


DBX3.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.24

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

2.27

1.73

+0.54

Martin ratioReturn relative to average drawdown

6.68

6.55

+0.13

DBX3.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current DBX3.DE Sharpe Ratio is 1.33, which is comparable to the XSX6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DBX3.DE and XSX6.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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Sharpe Ratios by Period


DBX3.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.26

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.66

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.58

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.59

-0.56

Drawdowns

DBX3.DE vs. XSX6.DE - Drawdown Comparison

The maximum DBX3.DE drawdown since its inception was -60.04%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for DBX3.DE and XSX6.DE.


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Drawdown Indicators


DBX3.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-60.04%

-36.05%

-23.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-9.46%

-1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-25.40%

-16.37%

-9.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.43%

-20.84%

-5.59%

Max Drawdown (10Y)

Largest decline over 10 years

-51.11%

-36.05%

-15.06%

Current Drawdown

Current decline from peak

-10.84%

-1.56%

-9.28%

Average Drawdown

Average peak-to-trough decline

-25.10%

-5.27%

-19.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.50%

+1.20%

Volatility

DBX3.DE vs. XSX6.DE - Volatility Comparison

Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (DBX3.DE) has a higher volatility of 5.54% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that DBX3.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBX3.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

4.26%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.63%

10.73%

+4.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

12.95%

+5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

14.44%

+6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.58%

15.61%

+9.97%

DBX3.DE vs. XSX6.DE - Expense Ratio Comparison

DBX3.DE has a 0.40% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.


Dividends

DBX3.DE vs. XSX6.DE - Dividend Comparison

Neither DBX3.DE nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBX3.DE and XSX6.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for DBX3.DE.

DBX3.DE is categorized as Latin America Equities, while XSX6.DE is Europe Equities. DBX3.DE tracks MSCI Emerging Markets Latin America Low Carbon SRI Leaders, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.40% for DBX3.DE and 0.20% for XSX6.DE.

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