DXSK.DE vs. XDEQ.DE
DXSK.DE (Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C) and XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) are both exchange-traded funds - DXSK.DE is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Staples ESG Screened 20-35, while XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 10 years, DXSK.DE returned 1.68%/yr vs 12.38%/yr for XDEQ.DE. A 0.51 correlation means they provide meaningful diversification when combined. DXSK.DE charges 0.17%/yr vs 0.25%/yr for XDEQ.DE.
Performance
DXSK.DE vs. XDEQ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DXSK.DE achieves a -1.77% return, which is significantly lower than XDEQ.DE's 9.48% return. Over the past 10 years, DXSK.DE has underperformed XDEQ.DE with an annualized return of 1.68%, while XDEQ.DE has yielded a comparatively higher 12.38% annualized return.
DXSK.DE
- 1D
- -0.60%
- 1M
- -3.00%
- YTD
- -1.77%
- 6M
- -1.94%
- 1Y
- -8.43%
- 3Y*
- -5.20%
- 5Y*
- -2.86%
- 10Y*
- 1.68%
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
DXSK.DE vs. XDEQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSK.DE Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C | -1.77% | -1.90% | -8.81% | 1.36% | -10.89% | 20.71% | -6.08% | 29.68% | -7.36% | 12.63% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
Correlation
The correlation between DXSK.DE and XDEQ.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.51 |
Over the past year, the correlation between DXSK.DE and XDEQ.DE has dropped to 0.30 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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
DXSK.DE vs. XDEQ.DE — Risk / Return Rank
DXSK.DE
XDEQ.DE
DXSK.DE vs. XDEQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| DXSK.DE | XDEQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.39 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.34 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 3.04 | -3.60 |
| Martin ratioReturn relative to average drawdown | -1.17 | 12.17 | -13.34 |
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
| DXSK.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 1.78 | -2.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.80 | -1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.85 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.80 | -0.42 |
Drawdowns
DXSK.DE vs. XDEQ.DE - Drawdown Comparison
The maximum DXSK.DE drawdown since its inception was -39.67%, which is greater than XDEQ.DE's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for DXSK.DE and XDEQ.DE.
Loading charts...
Drawdown Indicators
| DXSK.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.67% | -32.16% | -7.51% |
Max Drawdown (1Y)Largest decline over 1 year | -16.96% | -6.22% | -10.74% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -20.59% | +1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.50% | -20.59% | -3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -29.70% | -32.16% | +2.46% |
Current DrawdownCurrent decline from peak | -21.72% | 0.00% | -21.72% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -4.75% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.08% | 1.56% | +6.52% |
Volatility
DXSK.DE vs. XDEQ.DE - Volatility Comparison
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) has a higher volatility of 5.14% compared to Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) at 2.36%. This indicates that DXSK.DE's price experiences larger fluctuations and is considered to be riskier than XDEQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DXSK.DE | XDEQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 2.36% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 7.32% | +5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.55% | 10.64% | +4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 14.12% | -0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.39% | 15.35% | -0.96% |
DXSK.DE vs. XDEQ.DE - Expense Ratio Comparison
DXSK.DE has a 0.17% expense ratio, which is lower than XDEQ.DE's 0.25% 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
DXSK.DE vs. XDEQ.DE - Dividend Comparison
Neither DXSK.DE nor XDEQ.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSK.DE and XDEQ.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DXSK.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DXSK.DE is cheaper with a 0.17% expense ratio, compared with 0.25% for XDEQ.DE.
DXSK.DE is categorized as Consumer Staples Equities, while XDEQ.DE is Global Equities. DXSK.DE tracks MSCI Europe Consumer Staples ESG Screened 20-35, while XDEQ.DE tracks MSCI ACWI NR USD. Their fees differ too: 0.17% for DXSK.DE and 0.25% for XDEQ.DE.
Find the right allocation for DXSK.DE and XDEQ.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