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DXSG.DE vs. EXV2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSG.DE vs. EXV2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) and iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly lower than EXV2.DE's 26.64% return. Over the past 10 years, DXSG.DE has underperformed EXV2.DE with an annualized return of 1.87%, while EXV2.DE has yielded a comparatively higher 3.97% 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%

EXV2.DE

1D
-1.86%
1M
3.85%
YTD
26.64%
6M
29.99%
1Y
24.20%
3Y*
21.19%
5Y*
10.41%
10Y*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSG.DE vs. EXV2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
26.64%16.14%20.74%7.73%-14.23%14.83%-12.76%5.29%-9.19%0.27%

Correlation

The correlation between DXSG.DE and EXV2.DE is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2007

0.89

Over the past year, the correlation between DXSG.DE and EXV2.DE has dropped to 0.60 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

DXSG.DE vs. EXV2.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXSG.DE
DXSG.DE Risk / Return Rank: 55
Overall Rank
DXSG.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
DXSG.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
DXSG.DE Omega Ratio Rank: 44
Omega Ratio Rank
DXSG.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
DXSG.DE Martin Ratio Rank: 55
Martin Ratio Rank

EXV2.DE
EXV2.DE Risk / Return Rank: 4949
Overall Rank
EXV2.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EXV2.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EXV2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
EXV2.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
EXV2.DE Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DXSG.DE vs. EXV2.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 Telecommunications UCITS ETF (DE) (EXV2.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.DEEXV2.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-3.03

Omega ratioGain probability vs. loss probability

0.92

1.28

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.48

3.14

-3.63

Martin ratioReturn relative to average drawdown

-0.91

6.51

-7.42

DXSG.DE vs. EXV2.DE - Sharpe Ratio Comparison

The current DXSG.DE Sharpe Ratio is -0.57, which is lower than the EXV2.DE Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DXSG.DE and EXV2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DXSG.DEEXV2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

1.57

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.73

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.25

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.16

0.00

Drawdowns

DXSG.DE vs. EXV2.DE - Drawdown Comparison

The maximum DXSG.DE drawdown since its inception was -47.38%, smaller than the maximum EXV2.DE drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and EXV2.DE.


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Drawdown Indicators


DXSG.DEEXV2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.38%

-52.20%

+4.82%

Max Drawdown (1Y)

Largest decline over 1 year

-17.28%

-7.66%

-9.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.28%

-9.60%

-7.68%

Max Drawdown (5Y)

Largest decline over 5 years

-20.23%

-21.16%

+0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-37.33%

-37.75%

+0.42%

Current Drawdown

Current decline from peak

-9.16%

-2.36%

-6.80%

Average Drawdown

Average peak-to-trough decline

-19.89%

-21.97%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.89%

3.51%

+5.38%

Volatility

DXSG.DE vs. EXV2.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) is 5.43%, while iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) (EXV2.DE) has a volatility of 6.03%. This indicates that DXSG.DE experiences smaller price fluctuations and is considered to be less risky than EXV2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXSG.DEEXV2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

6.03%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

12.36%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

15.35%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.73%

14.06%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.88%

16.01%

-0.13%

DXSG.DE vs. EXV2.DE - Expense Ratio Comparison

DXSG.DE has a 0.17% expense ratio, which is lower than EXV2.DE's 0.47% expense ratio.


Dividends

DXSG.DE vs. EXV2.DE - Dividend Comparison

DXSG.DE has not paid dividends to shareholders, while EXV2.DE's dividend yield for the trailing twelve months is around 1.99%.


PositionTTM20252024202320222021202020192018201720162015
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%
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
1.99%2.38%2.85%3.28%2.84%2.14%2.67%3.56%3.52%13.78%3.96%4.01%

Frequently Asked Questions


DXSG.DE and EXV2.DE have a correlation of 0.60, 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 0.47% for EXV2.DE.

DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while EXV2.DE tracks STOXX® Europe 600 Telecommunications. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for DXSG.DE and 0.47% for EXV2.DE.

Portfolio Optimizer

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