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

Performance

DBXD.DE vs. XESC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers DAX UCITS ETF 1C (DBXD.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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DBXD.DE vs. XESC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXD.DE
Xtrackers DAX UCITS ETF 1C
-4.98%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%12.12%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
-0.83%22.24%11.06%22.50%-8.87%23.54%-2.88%30.09%-12.09%10.25%

Returns By Period

In the year-to-date period, DBXD.DE achieves a -4.98% return, which is significantly lower than XESC.DE's -0.83% return. Over the past 10 years, DBXD.DE has underperformed XESC.DE with an annualized return of 8.54%, while XESC.DE has yielded a comparatively higher 10.07% annualized return.


DBXD.DE

1D
2.73%
1M
-5.25%
YTD
-4.98%
6M
-3.47%
1Y
3.07%
3Y*
13.66%
5Y*
8.53%
10Y*
8.54%

XESC.DE

1D
2.98%
1M
-4.09%
YTD
-0.83%
6M
3.28%
1Y
10.80%
3Y*
13.16%
5Y*
10.85%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both DBXD.DE and XESC.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

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

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

DBXD.DE
DBXD.DE Risk / Return Rank: 1616
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1919
Martin Ratio Rank

XESC.DE
XESC.DE Risk / Return Rank: 3333
Overall Rank
XESC.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 2929
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 3737
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (DBXD.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.


DBXD.DEXESC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.62

-0.44

Sortino ratio

Return per unit of downside risk

0.36

0.93

-0.58

Omega ratio

Gain probability vs. loss probability

1.05

1.13

-0.08

Calmar ratio

Return relative to maximum drawdown

0.30

1.03

-0.73

Martin ratio

Return relative to average drawdown

1.01

3.59

-2.58

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

The current DBXD.DE Sharpe Ratio is 0.17, which is lower than the XESC.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DBXD.DE and XESC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBXD.DEXESC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.62

-0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.62

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.55

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.30

-0.01

Correlation

The correlation between DBXD.DE and XESC.DE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DBXD.DE vs. XESC.DE - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
DBXD.DE
Xtrackers DAX UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.19%

Drawdowns

DBXD.DE vs. XESC.DE - Drawdown Comparison

The maximum DBXD.DE drawdown since its inception was -54.98%, which is greater than XESC.DE's maximum drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for DBXD.DE and XESC.DE.


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Drawdown Indicators


DBXD.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.98%

-45.38%

-9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-12.73%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

-23.33%

-3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

-38.51%

-0.32%

Current Drawdown

Current decline from peak

-8.34%

-6.97%

-1.37%

Average Drawdown

Average peak-to-trough decline

-11.40%

-8.44%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.11%

+0.53%

Volatility

DBXD.DE vs. XESC.DE - Volatility Comparison

Xtrackers DAX UCITS ETF 1C (DBXD.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) have volatilities of 6.90% and 6.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXD.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

6.61%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.40%

11.03%

+0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

17.46%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

17.28%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

18.21%

+0.09%