DXSG.DE vs. EXH6.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and EXH6.DE (iShares STOXX Europe 600 Media UCITS ETF (DE)) are both Communications Equities funds - DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35 while EXH6.DE tracks the STOXX® Europe 600 Media. Both are passively managed. Over the past 10 years, DXSG.DE returned 1.87%/yr vs 5.17%/yr for EXH6.DE. At a 0.44 correlation, their price movements are largely independent. DXSG.DE charges 0.17%/yr vs 0.46%/yr for EXH6.DE.
Performance
DXSG.DE vs. EXH6.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly higher than EXH6.DE's -6.40% return. Over the past 10 years, DXSG.DE has underperformed EXH6.DE with an annualized return of 1.87%, while EXH6.DE has yielded a comparatively higher 5.17% annualized return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.09%
- YTD
- 5.28%
- 6M
- 7.13%
- 1Y
- -8.38%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
EXH6.DE
- 1D
- 0.41%
- 1M
- 3.09%
- YTD
- -6.40%
- 6M
- -4.52%
- 1Y
- -19.84%
- 3Y*
- 3.75%
- 5Y*
- 5.43%
- 10Y*
- 5.17%
DXSG.DE vs. EXH6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 14.65% | -12.51% | 5.46% | -8.81% | 0.66% |
EXH6.DE iShares STOXX Europe 600 Media UCITS ETF (DE) | -6.40% | -12.94% | 17.36% | 26.35% | -10.58% | 37.10% | -5.43% | 20.85% | -2.67% | 0.18% |
Correlation
The correlation between DXSG.DE and EXH6.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.44 |
The correlation between DXSG.DE and EXH6.DE shifts across timeframes, from 0.43 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.
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
DXSG.DE vs. EXH6.DE — Risk / Return Rank
DXSG.DE
EXH6.DE
DXSG.DE vs. EXH6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.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.
| DXSG.DE | EXH6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.46 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.84 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.61 | +0.13 |
| Martin ratioReturn relative to average drawdown | -0.91 | -1.15 | +0.23 |
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
| DXSG.DE | EXH6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | -1.02 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.32 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.31 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.36 | -0.20 |
Drawdowns
DXSG.DE vs. EXH6.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, smaller than the maximum EXH6.DE drawdown of -53.43%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and EXH6.DE.
Loading charts...
Drawdown Indicators
| DXSG.DE | EXH6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -53.43% | +6.05% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -32.46% | +15.18% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -37.70% | +20.42% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -37.70% | +17.47% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | -39.45% | +2.12% |
Current DrawdownCurrent decline from peak | -9.16% | -26.16% | +17.00% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -10.78% | -9.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 17.27% | -8.38% |
Volatility
DXSG.DE vs. EXH6.DE - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and iShares STOXX Europe 600 Media UCITS ETF (DE) (EXH6.DE) have volatilities of 5.43% and 5.32%, 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.
Loading charts...
Volatility by Period
| DXSG.DE | EXH6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 5.32% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 15.89% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 19.35% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 17.35% | -3.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 19.11% | -3.23% |
DXSG.DE vs. EXH6.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is lower than EXH6.DE's 0.46% expense ratio.
Dividends
DXSG.DE vs. EXH6.DE - Dividend Comparison
DXSG.DE has not paid dividends to shareholders, while EXH6.DE's dividend yield for the trailing twelve months is around 2.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EXH6.DE iShares STOXX Europe 600 Media UCITS ETF (DE) | 2.52% | 2.97% | 1.75% | 1.28% | 16.13% | 1.46% | 1.29% | 2.81% | 2.26% | 7.07% | 5.07% | 3.99% |
Frequently Asked Questions
DXSG.DE and EXH6.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSG.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSG.DE is cheaper with a 0.17% expense ratio, compared with 0.46% for EXH6.DE.
DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while EXH6.DE tracks STOXX® Europe 600 Media. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for DXSG.DE and 0.46% for EXH6.DE.
Find the right allocation for DXSG.DE and EXH6.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