DXSC.DE vs. XESC.DE
DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 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 XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, DXSC.DE returned 10.51%/yr vs 10.94%/yr for XESC.DE. A 0.68 correlation means they provide meaningful diversification when combined. DXSC.DE charges 0.17%/yr vs 0.09%/yr for XESC.DE.
Performance
DXSC.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSC.DE achieves a 5.02% return, which is significantly lower than XESC.DE's 10.32% return. Both investments have delivered pretty close results over the past 10 years, with DXSC.DE having a 10.51% annualized return and XESC.DE not far ahead at 10.94%.
DXSC.DE
- 1D
- 0.32%
- 1M
- -3.30%
- 6M
- 2.49%
- YTD
- 5.02%
- 1Y
- 5.86%
- 3Y*
- 7.54%
- 5Y*
- 3.56%
- 10Y*
- 10.51%
XESC.DE
- 1D
- 0.00%
- 1M
- 1.55%
- 6M
- 6.26%
- YTD
- 10.32%
- 1Y
- 19.42%
- 3Y*
- 15.67%
- 5Y*
- 12.08%
- 10Y*
- 10.94%
DXSC.DE vs. XESC.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 | 5.02% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 10.32% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between DXSC.DE and XESC.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2008 | 0.68 |
The correlation between DXSC.DE and XESC.DE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
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Return for Risk
DXSC.DE vs. XESC.DE — Risk / Return Rank
DXSC.DE
XESC.DE
DXSC.DE vs. XESC.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 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.
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.
| DXSC.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.22 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 1.79 | -1.38 |
| Martin ratioReturn relative to average drawdown | 1.43 | 6.27 | -4.84 |
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Drawdowns
DXSC.DE vs. XESC.DE - Drawdown Comparison
The maximum DXSC.DE drawdown since its inception was -73.82%, which is greater than XESC.DE's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for DXSC.DE and XESC.DE.
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Drawdown Indicators
| DXSC.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.82% | -46.74% | -27.08% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -10.88% | -3.46% |
Max Drawdown (3Y)Largest decline over 3 years | -17.53% | -16.53% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.63% | -23.33% | -2.30% |
Max Drawdown (10Y)Largest decline over 10 years | -44.96% | -38.51% | -6.45% |
Current DrawdownCurrent decline from peak | -5.15% | -2.24% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -29.92% | -9.04% | -20.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 3.10% | +0.99% |
Volatility
DXSC.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a higher volatility of 5.75% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 4.14%. This indicates that DXSC.DE's price experiences larger fluctuations and is considered to be riskier than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 4.14% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 15.42% | 13.50% | +1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 16.17% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 17.57% | +0.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.34% | 17.91% | +5.43% |
DXSC.DE vs. XESC.DE - Expense Ratio Comparison
DXSC.DE has a 0.17% expense ratio, which is higher than XESC.DE's 0.09% expense ratio. However, 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. XESC.DE - Dividend Comparison
Neither DXSC.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSC.DE and XESC.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.17% for DXSC.DE.
DXSC.DE is categorized as Industrials Equities, while XESC.DE is Europe Equities. DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.17% for DXSC.DE and 0.09% for XESC.DE.
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