DXSC.DE vs. XDEQ.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - DXSC.DE is a Industrials Equities fund tracking the MSCI Europe Materials ESG Screened 20-35, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, DXSC.DE returned 12.15%/yr vs 12.38%/yr for XDEQ.DE. A 0.53 correlation means they provide meaningful diversification when combined. DXSC.DE charges 0.17%/yr vs 0.25%/yr for XDEQ.DE.
Performance
DXSC.DE vs. XDEQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXSC.DE achieves a 8.73% return, which is significantly lower than XDEQ.DE's 9.48% return. Both investments have delivered pretty close results over the past 10 years, with DXSC.DE having a 12.15% annualized return and XDEQ.DE not far ahead at 12.38%.
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%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 4.30%
- YTD
- 9.48%
- 6M
- 10.18%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
DXSC.DE vs. XDEQ.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% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between DXSC.DE and XDEQ.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.53 |
The correlation between DXSC.DE and XDEQ.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DXSC.DE vs. XDEQ.DE — Risk / Return Rank
DXSC.DE
XDEQ.DE
DXSC.DE vs. XDEQ.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 World Quality Factor UCITS ETF 1C (XDEQ.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 | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.34 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 3.04 | -2.46 |
| Martin ratioReturn relative to average drawdown | 1.79 | 12.17 | -10.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| DXSC.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 1.78 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.80 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.85 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.80 | -0.73 |
Drawdowns
DXSC.DE vs. XDEQ.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and XDEQ.DE.
Loading charts...
Drawdown Indicators
| DXSC.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -32.16% | -41.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -6.22% | -8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -20.59% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -20.59% | -5.04% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -32.16% | -12.80% |
Current DrawdownCurrent decline from peak | -1.80% | 0.00% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -30.18% | -4.75% | -25.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.61% | 1.56% | +3.05% |
Volatility
DXSC.DE vs. XDEQ.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 World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that DXSC.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXSC.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 2.36% | +4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 7.32% | +6.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.91% | 10.64% | +6.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.98% | 14.12% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.78% | 15.35% | +8.43% |
DXSC.DE vs. XDEQ.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% expense ratio, which is lower than XDEQ.DE's 0.25% 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
DXSC.DE vs. XDEQ.DE - Dividend Comparison
Neither DXSC.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and XDEQ.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDEQ.DE.
DXSC.DE is categorized as Industrials Equities, while XDEQ.DE is Global Equities. DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.17% for DXSC.DE and 0.25% for XDEQ.DE.
Find the right allocation for DXSC.DE and XDEQ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer