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DX2X.DE vs. XESP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2X.DE vs. XESP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) and Xtrackers Spanish Equity UCITS ETF (XESP.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, DX2X.DE achieves a 12.30% return, which is significantly lower than XESP.DE's 17.40% return. Over the past 10 years, DX2X.DE has underperformed XESP.DE with an annualized return of 10.22%, while XESP.DE has yielded a comparatively higher 13.60% annualized return.


DX2X.DE

1D
0.80%
1M
5.43%
6M
11.55%
YTD
12.30%
1Y
23.23%
3Y*
15.47%
5Y*
10.46%
10Y*
10.22%

XESP.DE

1D
1.01%
1M
10.02%
6M
16.19%
YTD
17.40%
1Y
46.79%
3Y*
31.60%
5Y*
21.32%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2X.DE vs. XESP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX2X.DE
Xtrackers Stoxx Europe 600 UCITS ETF (Acc)
12.30%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%
XESP.DE
Xtrackers Spanish Equity UCITS ETF
17.40%58.64%14.63%26.81%-1.62%10.85%-10.20%15.89%-12.41%12.92%

Correlation

The correlation between DX2X.DE and XESP.DE is 0.71, 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

0.71

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

0.73

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

0.77

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

0.78

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2011

0.79

The correlation between DX2X.DE and XESP.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

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Return for Risk

DX2X.DE vs. XESP.DE — Risk / Return Rank

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

DX2X.DE
DX2X.DE Risk / Return Rank: 6464
Overall Rank
DX2X.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DX2X.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
DX2X.DE Omega Ratio Rank: 6767
Omega Ratio Rank
DX2X.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DX2X.DE Martin Ratio Rank: 6464
Martin Ratio Rank

XESP.DE
XESP.DE Risk / Return Rank: 9191
Overall Rank
XESP.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 9090
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.

DX2X.DE vs. XESP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) and Xtrackers Spanish Equity UCITS ETF (XESP.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.


DX2X.DEXESP.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.33

1.49

-0.16

Calmar ratioReturn relative to maximum drawdown

2.36

4.58

-2.22

Martin ratioReturn relative to average drawdown

9.49

16.27

-6.79

DX2X.DE vs. XESP.DE - Sharpe Ratio Comparison

The current DX2X.DE Sharpe Ratio is 1.75, which is lower than the XESP.DE Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of DX2X.DE and XESP.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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Drawdowns

DX2X.DE vs. XESP.DE - Drawdown Comparison

The maximum DX2X.DE drawdown since its inception was -36.05%, smaller than the maximum XESP.DE drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for DX2X.DE and XESP.DE.


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Drawdown Indicators


DX2X.DEXESP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-40.70%

+4.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

-10.17%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-12.92%

-3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-18.56%

-2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

-39.03%

+2.98%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.24%

-10.04%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.87%

-0.43%

Volatility

DX2X.DE vs. XESP.DE - Volatility Comparison

Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) and Xtrackers Spanish Equity UCITS ETF (XESP.DE) have volatilities of 4.18% and 4.15%, 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


DX2X.DEXESP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.15%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

14.49%

-3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

16.94%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

16.71%

-2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

18.38%

-3.12%

DX2X.DE vs. XESP.DE - Expense Ratio Comparison

DX2X.DE has a 0.25% expense ratio, which is lower than XESP.DE's 0.30% expense ratio.


Dividends

DX2X.DE vs. XESP.DE - Dividend Comparison

Neither DX2X.DE nor XESP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DX2X.DE and XESP.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DX2X.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DX2X.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for XESP.DE.

DX2X.DE tracks STOXX Europe 600 Index, while XESP.DE tracks Solactive Spain 40. Their fees differ too: 0.25% for DX2X.DE and 0.30% for XESP.DE.

Portfolio Optimizer

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