DBX8.DE vs. XCS5.DE
DBX8.DE (Xtrackers MSCI Korea UCITS ETF 1C) and XCS5.DE (Xtrackers MSCI India Swap UCITS ETF 1C) are both Asia Pacific Equities funds from Xtrackers - DBX8.DE tracks the MSCI Korea 20/35 Custom while XCS5.DE tracks the MSCI India. Both are passively managed. Over the past 10 years, DBX8.DE returned 16.74%/yr vs 6.41%/yr for XCS5.DE. At a 0.49 correlation, their price movements are largely independent. DBX8.DE charges 0.45%/yr vs 0.75%/yr for XCS5.DE.
Performance
DBX8.DE vs. XCS5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX8.DE achieves a 109.21% return, which is significantly higher than XCS5.DE's -11.32% return. Over the past 10 years, DBX8.DE has outperformed XCS5.DE with an annualized return of 16.74%, while XCS5.DE has yielded a comparatively lower 6.41% annualized return.
DBX8.DE
- 1D
- -5.08%
- 1M
- 11.65%
- YTD
- 109.21%
- 6M
- 122.15%
- 1Y
- 217.95%
- 3Y*
- 45.04%
- 5Y*
- 19.70%
- 10Y*
- 16.74%
XCS5.DE
- 1D
- 1.17%
- 1M
- -3.81%
- YTD
- -11.32%
- 6M
- -12.65%
- 1Y
- -14.88%
- 3Y*
- 2.32%
- 5Y*
- 3.97%
- 10Y*
- 6.41%
DBX8.DE vs. XCS5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX8.DE Xtrackers MSCI Korea UCITS ETF 1C | 109.21% | 77.39% | -18.45% | 15.93% | -23.95% | -0.54% | 30.13% | 14.92% | -18.04% | 28.39% |
XCS5.DE Xtrackers MSCI India Swap UCITS ETF 1C | -11.32% | -10.02% | 16.45% | 14.97% | -2.23% | 34.65% | 2.15% | 9.29% | -4.71% | 20.21% |
Correlation
The correlation between DBX8.DE and XCS5.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2011 | 0.49 |
The correlation between DBX8.DE and XCS5.DE shifts across timeframes, from 0.29 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBX8.DE vs. XCS5.DE — Risk / Return Rank
DBX8.DE
XCS5.DE
DBX8.DE vs. XCS5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) and Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.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.
| DBX8.DE | XCS5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.05 | ||
| Sortino ratioReturn per unit of downside risk | +6.25 | ||
| Omega ratioGain probability vs. loss probability | 1.75 | 0.87 | +0.88 |
| Calmar ratioReturn relative to maximum drawdown | 10.67 | -0.72 | +11.38 |
| Martin ratioReturn relative to average drawdown | 32.63 | -1.49 | +34.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBX8.DE | XCS5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.17 | -0.88 | +6.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.24 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.31 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.25 | +0.06 |
Drawdowns
DBX8.DE vs. XCS5.DE - Drawdown Comparison
The maximum DBX8.DE drawdown since its inception was -68.01%, which is greater than XCS5.DE's maximum drawdown of -41.37%. Use the drawdown chart below to compare losses from any high point for DBX8.DE and XCS5.DE.
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Drawdown Indicators
| DBX8.DE | XCS5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.01% | -41.37% | -26.64% |
Max Drawdown (1Y)Largest decline over 1 year | -21.19% | -20.16% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -30.70% | -28.79% | -1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -41.29% | -28.79% | -12.50% |
Max Drawdown (10Y)Largest decline over 10 years | -41.89% | -41.37% | -0.52% |
Current DrawdownCurrent decline from peak | -5.82% | -25.66% | +19.84% |
Average DrawdownAverage peak-to-trough decline | -17.55% | -10.00% | -7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.94% | 9.73% | -2.79% |
Volatility
DBX8.DE vs. XCS5.DE - Volatility Comparison
Xtrackers MSCI Korea UCITS ETF 1C (DBX8.DE) has a higher volatility of 17.08% compared to Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) at 5.61%. This indicates that DBX8.DE's price experiences larger fluctuations and is considered to be riskier than XCS5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBX8.DE | XCS5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.08% | 5.61% | +11.47% |
Volatility (6M)Calculated over the trailing 6-month period | 33.48% | 13.67% | +19.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.73% | 16.45% | +27.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.53% | 16.22% | +11.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 20.39% | +5.64% |
DBX8.DE vs. XCS5.DE - Expense Ratio Comparison
DBX8.DE has a 0.45% expense ratio, which is lower than XCS5.DE's 0.75% expense ratio.
Dividends
DBX8.DE vs. XCS5.DE - Dividend Comparison
Neither DBX8.DE nor XCS5.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX8.DE and XCS5.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBX8.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBX8.DE is cheaper with a 0.45% expense ratio, compared with 0.75% for XCS5.DE.
DBX8.DE tracks MSCI Korea 20/35 Custom, while XCS5.DE tracks MSCI India. Their fees differ too: 0.45% for DBX8.DE and 0.75% for XCS5.DE.
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