DBX5.DE vs. XESC.DE
DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - DBX5.DE is a Asia Pacific Equities fund tracking the MSCI Taiwan 20/35 Custom, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, DBX5.DE returned 22.25%/yr vs 11.87%/yr for XESC.DE. A 0.53 correlation means they provide meaningful diversification when combined. DBX5.DE charges 0.65%/yr vs 0.09%/yr for XESC.DE.
Performance
DBX5.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX5.DE achieves a 71.61% return, which is significantly higher than XESC.DE's 9.31% return. Over the past 10 years, DBX5.DE has outperformed XESC.DE with an annualized return of 22.25%, while XESC.DE has yielded a comparatively lower 11.87% annualized return.
DBX5.DE
- 1D
- -0.14%
- 1M
- 4.15%
- YTD
- 71.61%
- 6M
- 76.16%
- 1Y
- 104.71%
- 3Y*
- 41.69%
- 5Y*
- 22.90%
- 10Y*
- 22.25%
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
DBX5.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C | 71.61% | 18.33% | 31.08% | 24.13% | -25.18% | 37.79% | 24.49% | 39.17% | -5.53% | 12.64% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between DBX5.DE and XESC.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2008 | 0.53 |
The correlation between DBX5.DE and XESC.DE has been stable across timeframes, ranging from 0.53 to 0.55 - a consistent structural relationship.
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Return for Risk
DBX5.DE vs. XESC.DE — Risk / Return Rank
DBX5.DE
XESC.DE
DBX5.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.
| DBX5.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.71 | ||
| Sortino ratioReturn per unit of downside risk | +2.66 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.25 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 11.28 | 1.96 | +9.33 |
| Martin ratioReturn relative to average drawdown | 31.68 | 6.81 | +24.86 |
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Drawdowns
DBX5.DE vs. XESC.DE - Drawdown Comparison
The maximum DBX5.DE drawdown since its inception was -65.09%, which is greater than XESC.DE's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for DBX5.DE and XESC.DE.
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Drawdown Indicators
| DBX5.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.09% | -46.74% | -18.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -10.88% | +1.65% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -16.53% | -14.27% |
Max Drawdown (5Y)Largest decline over 5 years | -32.61% | -23.33% | -9.28% |
Max Drawdown (10Y)Largest decline over 10 years | -32.61% | -38.51% | +5.90% |
Current DrawdownCurrent decline from peak | -6.16% | -1.71% | -4.45% |
Average DrawdownAverage peak-to-trough decline | -16.37% | -9.06% | -7.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.13% | +0.16% |
Volatility
DBX5.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 10.86% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.52%. This indicates that DBX5.DE's price experiences larger fluctuations and is considered to be riskier 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
| DBX5.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.86% | 3.52% | +7.34% |
Volatility (6M)Calculated over the trailing 6-month period | 21.46% | 13.23% | +8.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.80% | 16.03% | +9.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.96% | 17.56% | +4.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 17.98% | +2.75% |
DBX5.DE vs. XESC.DE - Expense Ratio Comparison
DBX5.DE has a 0.65% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.
Dividends
DBX5.DE vs. XESC.DE - Dividend Comparison
Neither DBX5.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX5.DE and XESC.DE have a correlation of 0.55, 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 0.65% for DBX5.DE.
DBX5.DE is categorized as Asia Pacific Equities, while XESC.DE is Europe Equities. DBX5.DE tracks MSCI Taiwan 20/35 Custom, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.65% for DBX5.DE and 0.09% for XESC.DE.
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