PortfoliosLab logoPortfoliosLab logo
DXSK.DE vs. XUCS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DXSK.DE vs. XUCS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) and Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DXSK.DE vs. XUCS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSK.DE
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C
-2.61%-1.90%-8.81%1.36%-10.89%20.71%-6.08%29.68%-7.36%2.68%
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
7.85%-7.97%21.47%-1.77%5.50%27.57%-0.49%29.85%-4.67%4.10%

Returns By Period

In the year-to-date period, DXSK.DE achieves a -2.61% return, which is significantly lower than XUCS.DE's 7.85% return.


DXSK.DE

1D
1.23%
1M
-10.90%
YTD
-2.61%
6M
-1.27%
1Y
-5.78%
3Y*
-6.25%
5Y*
-1.26%
10Y*
1.95%

XUCS.DE

1D
-0.88%
1M
-6.09%
YTD
7.85%
6M
8.94%
1Y
-1.91%
3Y*
5.87%
5Y*
8.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DXSK.DE vs. XUCS.DE - Expense Ratio Comparison

DXSK.DE has a 0.17% expense ratio, which is higher than XUCS.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%.


Return for Risk

DXSK.DE vs. XUCS.DE — Risk / Return Rank

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

DXSK.DE
DXSK.DE Risk / Return Rank: 55
Overall Rank
DXSK.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
DXSK.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
DXSK.DE Omega Ratio Rank: 55
Omega Ratio Rank
DXSK.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
DXSK.DE Martin Ratio Rank: 44
Martin Ratio Rank

XUCS.DE
XUCS.DE Risk / Return Rank: 99
Overall Rank
XUCS.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XUCS.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XUCS.DE Omega Ratio Rank: 99
Omega Ratio Rank
XUCS.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XUCS.DE Martin Ratio Rank: 99
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.

DXSK.DE vs. XUCS.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 USA Consumer Staples UCITS ETF 1D (XUCS.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.DEXUCS.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.37

-0.13

-0.24

Sortino ratio

Return per unit of downside risk

-0.41

-0.09

-0.33

Omega ratio

Gain probability vs. loss probability

0.95

0.99

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.36

-0.17

-0.19

Martin ratio

Return relative to average drawdown

-0.93

-0.28

-0.65

DXSK.DE vs. XUCS.DE - Sharpe Ratio Comparison

The current DXSK.DE Sharpe Ratio is -0.37, which is lower than the XUCS.DE Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of DXSK.DE and XUCS.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DXSK.DEXUCS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

-0.13

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.65

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.60

-0.22

Correlation

The correlation between DXSK.DE and XUCS.DE is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DXSK.DE vs. XUCS.DE - Dividend Comparison

DXSK.DE has not paid dividends to shareholders, while XUCS.DE's dividend yield for the trailing twelve months is around 1.94%.


TTM20252024202320222021202020192018
DXSK.DE
Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUCS.DE
Xtrackers MSCI USA Consumer Staples UCITS ETF 1D
1.94%2.17%2.09%3.35%3.11%1.88%3.02%2.37%0.78%

Drawdowns

DXSK.DE vs. XUCS.DE - Drawdown Comparison

The maximum DXSK.DE drawdown since its inception was -39.67%, which is greater than XUCS.DE's maximum drawdown of -23.46%. Use the drawdown chart below to compare losses from any high point for DXSK.DE and XUCS.DE.


Loading graphics...

Drawdown Indicators


DXSK.DEXUCS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.67%

-23.46%

-16.21%

Max Drawdown (1Y)

Largest decline over 1 year

-16.96%

-10.32%

-6.64%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-15.64%

-8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.70%

Current Drawdown

Current decline from peak

-22.39%

-7.43%

-14.96%

Average Drawdown

Average peak-to-trough decline

-7.84%

-5.49%

-2.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

5.66%

+0.85%

Volatility

DXSK.DE vs. XUCS.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Consumer Staples ESG Screened UCITS ETF 1C (DXSK.DE) is 3.90%, while Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XUCS.DE) has a volatility of 4.71%. This indicates that DXSK.DE experiences smaller price fluctuations and is considered to be less risky than XUCS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DXSK.DEXUCS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.71%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

10.14%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

14.50%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.50%

13.15%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.25%

14.43%

-0.18%