DXSG.DE vs. XUCM.DE
DXSG.DE (Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C) and XUCM.DE (Xtrackers MSCI USA Communication Services UCITS ETF 1D) are both Communications Equities funds from Xtrackers - DXSG.DE tracks the MSCI Europe Communication Services ESG Screened 20-35 while XUCM.DE tracks the MSCI World/Comm Services NR USD. Both are passively managed. Over the past 5 years, DXSG.DE returned 5.78%/yr vs 11.09%/yr for XUCM.DE. At a 0.36 correlation, their price movements are largely independent. DXSG.DE charges 0.17%/yr vs 0.12%/yr for XUCM.DE.
Performance
DXSG.DE vs. XUCM.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 XUCM.DE's 2.35% 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%
XUCM.DE
- 1D
- 1.39%
- 1M
- -2.88%
- YTD
- 2.35%
- 6M
- -0.01%
- 1Y
- 15.97%
- 3Y*
- 22.36%
- 5Y*
- 11.09%
- 10Y*
- —
DXSG.DE vs. XUCM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 5.28% | 4.40% | 16.70% | 16.80% | -11.47% | 8.71% |
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 2.35% | 10.39% | 45.87% | 50.47% | -38.22% | 26.16% |
Correlation
The correlation between DXSG.DE and XUCM.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 | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2021 | 0.36 |
The correlation between DXSG.DE and XUCM.DE shifts across timeframes, from 0.25 (3 years) to 0.36 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DXSG.DE vs. XUCM.DE — Risk / Return Rank
DXSG.DE
XUCM.DE
DXSG.DE vs. XUCM.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 MSCI USA Communication Services UCITS ETF 1D (XUCM.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 | XUCM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.20 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 2.04 | -2.52 |
| Martin ratioReturn relative to average drawdown | -0.91 | 6.97 | -7.88 |
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 | XUCM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.57 | 1.21 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.56 | -0.14 |
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 | 0.67 | -0.50 |
Drawdowns
DXSG.DE vs. XUCM.DE - Drawdown Comparison
The maximum DXSG.DE drawdown since its inception was -47.38%, which is greater than XUCM.DE's maximum drawdown of -40.85%. Use the drawdown chart below to compare losses from any high point for DXSG.DE and XUCM.DE.
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Drawdown Indicators
| DXSG.DE | XUCM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.38% | -40.85% | -6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -16.98% | -8.34% | -8.64% |
Max Drawdown (3Y)Largest decline over 3 years | -17.28% | -25.07% | +7.79% |
Max Drawdown (5Y)Largest decline over 5 years | -20.23% | -40.85% | +20.62% |
Max Drawdown (10Y)Largest decline over 10 years | -37.33% | — | — |
Current DrawdownCurrent decline from peak | -9.16% | -4.13% | -5.03% |
Average DrawdownAverage peak-to-trough decline | -19.89% | -10.96% | -8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.89% | 2.45% | +6.44% |
Volatility
DXSG.DE vs. XUCM.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 MSCI USA Communication Services UCITS ETF 1D (XUCM.DE) at 4.25%. This indicates that DXSG.DE's price experiences larger fluctuations and is considered to be riskier than XUCM.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 | XUCM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 4.25% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.35% | 9.71% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.82% | 14.07% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.73% | 19.62% | -5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.88% | 19.44% | -3.56% |
DXSG.DE vs. XUCM.DE - Expense Ratio Comparison
DXSG.DE has a 0.17% expense ratio, which is higher than XUCM.DE's 0.12% 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. XUCM.DE - Dividend Comparison
DXSG.DE has not paid dividends to shareholders, while XUCM.DE's dividend yield for the trailing twelve months is around 0.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DXSG.DE Xtrackers MSCI Europe Communication Services ESG Screened UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUCM.DE Xtrackers MSCI USA Communication Services UCITS ETF 1D | 0.70% | 0.77% | 0.60% | 0.60% | 0.54% |
Frequently Asked Questions
DXSG.DE and XUCM.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, XUCM.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUCM.DE is cheaper with a 0.12% expense ratio, compared with 0.17% for DXSG.DE.
DXSG.DE tracks MSCI Europe Communication Services ESG Screened 20-35, while XUCM.DE tracks MSCI World/Comm Services NR USD. Their fees differ too: 0.17% for DXSG.DE and 0.12% for XUCM.DE.
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