DXSG.DE vs. IU5C.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and IU5C.DE (iShares S&P 500 Communication Sector UCITS ETF USD (Acc)) are both Communications Equities funds - DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35 while IU5C.DE tracks the S&P 500 Capped 35/20 Communication Services. Both are passively managed. Over the past 5 years, DXSG.DE returned 5.78%/yr vs 12.43%/yr for IU5C.DE. At a 0.40 correlation, their price movements are largely independent. DXSG.DE charges 0.17%/yr vs 0.15%/yr for IU5C.DE.
Performance
DXSG.DE vs. IU5C.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSG.DE achieves a 5.28% return, which is significantly higher than IU5C.DE's 3.08% return.
DXSG.DE
- 1D
- -0.08%
- 1M
- 3.12%
- YTD
- 5.28%
- 6M
- 6.42%
- 1Y
- -9.16%
- 3Y*
- 9.90%
- 5Y*
- 5.78%
- 10Y*
- 1.87%
IU5C.DE
- 1D
- 1.39%
- 1M
- -2.99%
- YTD
- 3.08%
- 6M
- 0.70%
- 1Y
- 17.66%
- 3Y*
- 23.65%
- 5Y*
- 12.43%
- 10Y*
- —
DXSG.DE vs. IU5C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | 1.47% |
IU5C.DE iShares S&P 500 Communication Sector UCITS ETF USD (Acc) | 3.08% | 12.25% | 46.75% | 50.73% | -37.12% | 31.78% | 11.48% | 35.88% | -11.68% |
Correlation
The correlation between DXSG.DE and IU5C.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.40 |
The correlation between DXSG.DE and IU5C.DE shifts across timeframes, from 0.24 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DXSG.DE vs. IU5C.DE — Risk / Return Rank
DXSG.DE
IU5C.DE
DXSG.DE vs. IU5C.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 S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.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 | IU5C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.23 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.32 | -2.80 |
| Martin ratioReturn relative to average drawdown | -0.91 | 7.89 | -8.80 |
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
| DXSG.DE | IU5C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 1.35 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.64 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.73 | -0.56 |
Drawdowns
DXSG.DE vs. IU5C.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, which is greater than IU5C.DE's maximum drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and IU5C.DE.
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Drawdown Indicators
| DXSG.DE | IU5C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -39.23% | -8.15% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -8.06% | -8.92% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -23.61% | +6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -39.23% | +19.00% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | — | — |
Current DrawdownCurrent decline from peak | -9.16% | -4.21% | -4.95% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -8.63% | -11.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 2.37% | +6.52% |
Volatility
DXSG.DE vs. IU5C.DE - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) has a higher volatility of 5.43% compared to iShares S&P 500 Communication Sector UCITS ETF USD (Acc) (IU5C.DE) at 4.12%. This indicates that DXSG.DE's price experiences larger fluctuations and is considered to be riskier than IU5C.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.DE | IU5C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.12% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 9.51% | +2.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 13.87% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 19.30% | -5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 19.91% | -4.03% |
DXSG.DE vs. IU5C.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is higher than IU5C.DE's 0.15% 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
DXSG.DE vs. IU5C.DE - Dividend Comparison
Neither DXSG.DE nor IU5C.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and IU5C.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IU5C.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IU5C.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for DXSG.DE.
DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while IU5C.DE tracks S&P 500 Capped 35/20 Communication Services. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for DXSG.DE and 0.15% for IU5C.DE.
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