DXSE.DE vs. XSX6.DE
DXSE.DE (Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - DXSE.DE is a Health & Biotech Equities fund tracking the MSCI Europe Health Care ESG Screened 20-35, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, DXSE.DE returned 6.10%/yr vs 9.14%/yr for XSX6.DE. A 0.65 correlation means they provide meaningful diversification when combined. DXSE.DE charges 0.17%/yr vs 0.20%/yr for XSX6.DE.
Performance
DXSE.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSE.DE achieves a -1.95% return, which is significantly lower than XSX6.DE's 7.40% return. Over the past 10 years, DXSE.DE has underperformed XSX6.DE with an annualized return of 6.10%, while XSX6.DE has yielded a comparatively higher 9.14% annualized return.
DXSE.DE
- 1D
- 2.90%
- 1M
- 1.98%
- YTD
- -1.95%
- 6M
- -0.40%
- 1Y
- 4.80%
- 3Y*
- 2.51%
- 5Y*
- 5.38%
- 10Y*
- 6.10%
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
DXSE.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSE.DE Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C | -1.95% | 4.97% | 4.52% | 9.56% | -5.75% | 25.75% | -1.94% | 32.90% | -1.01% | 4.42% |
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 DXSE.DE and XSX6.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.65 |
The correlation between DXSE.DE and XSX6.DE shifts across timeframes, from 0.53 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSE.DE vs. XSX6.DE — Risk / Return Rank
DXSE.DE
XSX6.DE
DXSE.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.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.
| DXSE.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.24 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 1.73 | -1.35 |
| Martin ratioReturn relative to average drawdown | 0.82 | 6.55 | -5.73 |
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
| DXSE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 1.26 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.66 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.58 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.15 |
Drawdowns
DXSE.DE vs. XSX6.DE - Drawdown Comparison
The maximum DXSE.DE drawdown since its inception was -34.30%, roughly equal to the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for DXSE.DE and XSX6.DE.
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Drawdown Indicators
| DXSE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.30% | -36.05% | +1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.67% | -9.46% | -3.21% |
Max Drawdown (3Y)Largest decline over 3 years | -28.10% | -16.37% | -11.73% |
Max Drawdown (5Y)Largest decline over 5 years | -28.10% | -20.84% | -7.26% |
Max Drawdown (10Y)Largest decline over 10 years | -28.10% | -36.05% | +7.95% |
Current DrawdownCurrent decline from peak | -13.88% | -1.56% | -12.32% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -5.27% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.81% | 2.50% | +3.31% |
Volatility
DXSE.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Europe Health Care ESG Screened UCITS ETF 1C (DXSE.DE) has a higher volatility of 5.82% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that DXSE.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSE.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 4.26% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.95% | 10.73% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.63% | 12.95% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.48% | 14.44% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.04% | 15.61% | +0.43% |
DXSE.DE vs. XSX6.DE - Expense Ratio Comparison
DXSE.DE has a 0.17% 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
DXSE.DE vs. XSX6.DE - Dividend Comparison
Neither DXSE.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSE.DE and XSX6.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSE.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSE.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for XSX6.DE.
DXSE.DE is categorized as Health & Biotech Equities, while XSX6.DE is Europe Equities. DXSE.DE tracks MSCI Europe Health Care ESG Screened 20-35, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.17% for DXSE.DE and 0.20% for XSX6.DE.
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