DXSG.DE vs. XSX6.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - DXSG.DE is a Communications Equities fund tracking the MSCI Europe Communication Services 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, DXSG.DE returned 1.87%/yr vs 9.14%/yr for XSX6.DE. A 0.68 correlation means they provide meaningful diversification when combined. DXSG.DE charges 0.17%/yr vs 0.20%/yr for XSX6.DE.
Performance
DXSG.DE vs. XSX6.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 lower than XSX6.DE's 7.40% return. Over the past 10 years, DXSG.DE has underperformed XSX6.DE with an annualized return of 1.87%, while XSX6.DE has yielded a comparatively higher 9.14% annualized 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
DXSG.DE vs. XSX6.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% |
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 DXSG.DE and XSX6.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
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 | 0.68 |
Over the past year, the correlation between DXSG.DE and XSX6.DE has dropped to 0.33 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
DXSG.DE vs. XSX6.DE — Risk / Return Rank
DXSG.DE
XSX6.DE
DXSG.DE vs. XSX6.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 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.
| DXSG.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.83 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.24 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 1.73 | -2.21 |
| Martin ratioReturn relative to average drawdown | -0.91 | 6.55 | -7.46 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 1.26 | -1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.66 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.58 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.59 | -0.43 |
Drawdowns
DXSG.DE vs. XSX6.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and XSX6.DE.
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Drawdown Indicators
| DXSG.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -36.05% | -11.33% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -9.46% | -7.52% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -16.37% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -20.84% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | -36.05% | -1.28% |
Current DrawdownCurrent decline from peak | -9.16% | -1.56% | -7.60% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -5.27% | -14.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 2.50% | +6.39% |
Volatility
DXSG.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C (DXSG.DE) has a higher volatility of 5.43% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that DXSG.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
| DXSG.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.26% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 10.73% | +1.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 12.95% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 14.44% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 15.61% | +0.27% |
DXSG.DE vs. XSX6.DE - Expense Ratio Comparison
DXSG.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
DXSG.DE vs. XSX6.DE - Dividend Comparison
Neither DXSG.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSG.DE and XSX6.DE have a correlation of 0.33, 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 0.20% for XSX6.DE.
DXSG.DE is categorized as Communications Equities, while XSX6.DE is Europe Equities. DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.17% for DXSG.DE and 0.20% for XSX6.DE.
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