DX2I.DE vs. XSX6.DE
DX2I.DE (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both Europe Equities funds from Xtrackers - DX2I.DE tracks the MSCI Europe Select ESG Screened while XSX6.DE tracks the STOXX® Europe 600. Both are passively managed. Over the past 10 years, DX2I.DE returned 9.22%/yr vs 9.14%/yr for XSX6.DE. Their correlation of 0.91 suggests significant overlap in exposure. DX2I.DE charges 0.12%/yr vs 0.20%/yr for XSX6.DE.
Performance
DX2I.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DX2I.DE having a 7.29% return and XSX6.DE slightly higher at 7.40%. Both investments have delivered pretty close results over the past 10 years, with DX2I.DE having a 9.22% annualized return and XSX6.DE not far behind at 9.14%.
DX2I.DE
- 1D
- 0.65%
- 1M
- 1.40%
- YTD
- 7.29%
- 6M
- 9.75%
- 1Y
- 15.02%
- 3Y*
- 12.44%
- 5Y*
- 8.70%
- 10Y*
- 9.22%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
DX2I.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2I.DE Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 7.29% | 17.29% | 7.42% | 16.27% | -10.82% | 22.30% | 4.45% | 31.99% | -14.16% | 14.69% |
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 DX2I.DE and XSX6.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.91 |
The correlation between DX2I.DE and XSX6.DE has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.
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Return for Risk
DX2I.DE vs. XSX6.DE — Risk / Return Rank
DX2I.DE
XSX6.DE
DX2I.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.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.
| DX2I.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 1.73 | -0.18 |
| Martin ratioReturn relative to average drawdown | 5.61 | 6.55 | -0.94 |
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
| DX2I.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.26 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.66 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.59 | -0.20 |
Drawdowns
DX2I.DE vs. XSX6.DE - Drawdown Comparison
The maximum DX2I.DE drawdown since its inception was -53.79%, 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 DX2I.DE and XSX6.DE.
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Drawdown Indicators
| DX2I.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.79% | -36.05% | -17.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.57% | -9.46% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.75% | -16.37% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -20.87% | -20.84% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | -37.93% | -36.05% | -1.88% |
Current DrawdownCurrent decline from peak | -1.37% | -1.56% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -5.27% | -2.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.50% | +0.15% |
Volatility
DX2I.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (DX2I.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) have volatilities of 4.21% and 4.26%, 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
| DX2I.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.26% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 10.73% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.97% | 12.95% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 14.44% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 15.61% | +0.43% |
DX2I.DE vs. XSX6.DE - Expense Ratio Comparison
DX2I.DE has a 0.12% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DX2I.DE vs. XSX6.DE - Dividend Comparison
Neither DX2I.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, DX2I.DE and XSX6.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, DX2I.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DX2I.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XSX6.DE.
DX2I.DE tracks MSCI Europe Select ESG Screened, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.12% for DX2I.DE and 0.20% for XSX6.DE.
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