DXSC.DE vs. DXSL.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) are both Industrials Equities funds from Xtrackers - DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35 while DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35. Both are passively managed. Over the past 10 years, DXSC.DE returned 12.15%/yr vs 11.00%/yr for DXSL.DE. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.17% expense ratio.
Performance
DXSC.DE vs. DXSL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DXSC.DE having a 8.73% return and DXSL.DE slightly higher at 8.84%. Over the past 10 years, DXSC.DE has outperformed DXSL.DE with an annualized return of 12.15%, while DXSL.DE has yielded a comparatively lower 11.00% annualized return.
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
DXSL.DE
- 1D
- 0.45%
- 1M
- -0.31%
- YTD
- 8.84%
- 6M
- 10.88%
- 1Y
- 14.61%
- 3Y*
- 14.15%
- 5Y*
- 9.06%
- 10Y*
- 11.00%
DXSC.DE vs. DXSL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 8.84% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
Correlation
The correlation between DXSC.DE and DXSL.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2007 | 0.66 |
The correlation between DXSC.DE and DXSL.DE shifts across timeframes, from 0.66 (all time) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DXSC.DE vs. DXSL.DE — Risk / Return Rank
DXSC.DE
DXSL.DE
DXSC.DE vs. DXSL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.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.
| DXSC.DE | DXSL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.15 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.10 | -0.53 |
| Martin ratioReturn relative to average drawdown | 1.79 | 3.89 | -2.10 |
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
| DXSC.DE | DXSL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.75 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.47 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.56 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.38 | -0.31 |
Drawdowns
DXSC.DE vs. DXSL.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than DXSL.DE's maximum drawdown of -58.54%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and DXSL.DE.
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Drawdown Indicators
| DXSC.DE | DXSL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -58.54% | -15.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -13.21% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -20.06% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -31.06% | +5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -41.92% | -3.04% |
Current DrawdownCurrent decline from peak | -1.80% | -3.07% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -10.00% | -20.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 3.75% | +0.86% |
Volatility
DXSC.DE vs. DXSL.DE - Volatility Comparison
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a higher volatility of 6.43% compared to Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) at 6.00%. This indicates that DXSC.DE's price experiences larger fluctuations and is considered to be riskier than DXSL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSC.DE | DXSL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 6.00% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 15.78% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 19.33% | -2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 19.22% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 19.64% | +4.14% |
DXSC.DE vs. DXSL.DE - Expense Ratio Comparison
Both DXSC.DE and DXSL.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
DXSC.DE vs. DXSL.DE - Dividend Comparison
Neither DXSC.DE nor DXSL.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and DXSL.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE and DXSL.DE have the same expense ratio: 0.17% per year.
DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35.
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