DXSL.DE vs. DXSC.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and DXSC.DE (Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C) are both Industrials Equities funds from Xtrackers - DXSL.DE tracks the MSCI Europe Industrials ESG Screened 20-35 while DXSC.DE tracks the MSCI Europe Materials ESG Screened 20-35. Both are passively managed. Over the past 10 years, DXSL.DE returned 11.00%/yr vs 12.15%/yr for DXSC.DE. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.17% expense ratio.
Performance
DXSL.DE vs. DXSC.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DXSL.DE having a 8.84% return and DXSC.DE slightly lower at 8.73%. Over the past 10 years, DXSL.DE has underperformed DXSC.DE with an annualized return of 11.00%, while DXSC.DE has yielded a comparatively higher 12.15% annualized return.
DXSL.DE
- 1D
- 0.45%
- 1M
- -0.31%
- YTD
- 8.84%
- 6M
- 10.88%
- 1Y
- 14.61%
- 3Y*
- 14.15%
- 5Y*
- 9.06%
- 10Y*
- 11.00%
DXSC.DE
- 1D
- -0.44%
- 1M
- 6.46%
- YTD
- 8.73%
- 6M
- 11.33%
- 1Y
- 8.30%
- 3Y*
- 9.32%
- 5Y*
- 4.03%
- 10Y*
- 12.15%
DXSL.DE vs. DXSC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXSL.DE Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C | 8.84% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
DXSC.DE Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C | 8.73% | 8.23% | -1.25% | 18.77% | -13.04% | 26.49% | 13.22% | 22.28% | -12.90% | 22.38% |
Correlation
The correlation between DXSL.DE and DXSC.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2007 | 0.66 |
The correlation between DXSL.DE and DXSC.DE shifts across timeframes, from 0.66 (all time) to 0.77 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DXSL.DE vs. DXSC.DE — Risk / Return Rank
DXSL.DE
DXSC.DE
DXSL.DE vs. DXSC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.
| DXSL.DE | DXSC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.10 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.58 | +0.53 |
| Martin ratioReturn relative to average drawdown | 3.89 | 1.79 | +2.10 |
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
| DXSL.DE | DXSC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.49 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.22 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.51 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.07 | +0.31 |
Drawdowns
DXSL.DE vs. DXSC.DE - Drawdown Comparison
The maximum DXSL.DE drawdown since its inception was -58.54%, smaller than the maximum DXSC.DE drawdown of -73.82%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and DXSC.DE.
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Drawdown Indicators
| DXSL.DE | DXSC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -73.82% | +15.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -14.34% | +1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -17.53% | -2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -25.63% | -5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -41.92% | -44.96% | +3.04% |
Current DrawdownCurrent decline from peak | -3.07% | -1.80% | -1.27% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -30.18% | +20.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 4.61% | -0.86% |
Volatility
DXSL.DE vs. DXSC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) is 6.00%, while Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) has a volatility of 6.43%. This indicates that DXSL.DE experiences smaller price fluctuations and is considered to be less risky than DXSC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXSL.DE | DXSC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.43% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 14.24% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 16.91% | +2.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 17.98% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 23.78% | -4.14% |
DXSL.DE vs. DXSC.DE - Expense Ratio Comparison
Both DXSL.DE and DXSC.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
DXSL.DE vs. DXSC.DE - Dividend Comparison
Neither DXSL.DE nor DXSC.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSL.DE and DXSC.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
DXSL.DE and DXSC.DE have the same expense ratio: 0.17% per year.
DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35.
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