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DXSL.DE vs. INDU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSL.DE vs. INDU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) and Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXSL.DE achieves a 8.84% return, which is significantly higher than INDU.DE's 7.12% return. Over the past 10 years, DXSL.DE has underperformed INDU.DE with an annualized return of 11.00%, while INDU.DE has yielded a comparatively higher 11.95% 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%

INDU.DE

1D
0.52%
1M
2.01%
YTD
7.12%
6M
9.36%
1Y
13.18%
3Y*
17.43%
5Y*
10.99%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSL.DE vs. INDU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
INDU.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist
7.12%23.70%14.73%23.09%-18.53%27.51%5.83%37.09%-14.02%17.04%

Correlation

The correlation between DXSL.DE and INDU.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2008

0.90

The correlation between DXSL.DE and INDU.DE has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

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Return for Risk

DXSL.DE vs. INDU.DE — Risk / Return Rank

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

DXSL.DE
DXSL.DE Risk / Return Rank: 2424
Overall Rank
DXSL.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DXSL.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
DXSL.DE Omega Ratio Rank: 2323
Omega Ratio Rank
DXSL.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
DXSL.DE Martin Ratio Rank: 2828
Martin Ratio Rank

INDU.DE
INDU.DE Risk / Return Rank: 2222
Overall Rank
INDU.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
INDU.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
INDU.DE Omega Ratio Rank: 2121
Omega Ratio Rank
INDU.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
INDU.DE Martin Ratio Rank: 2626
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.

DXSL.DE vs. INDU.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 Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.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.DEINDU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.15

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

1.10

1.00

+0.10

Martin ratioReturn relative to average drawdown

3.89

3.46

+0.43

DXSL.DE vs. INDU.DE - Sharpe Ratio Comparison

The current DXSL.DE Sharpe Ratio is 0.75, which is comparable to the INDU.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of DXSL.DE and INDU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DXSL.DEINDU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

0.65

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.55

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.61

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.65

-0.27

Drawdowns

DXSL.DE vs. INDU.DE - Drawdown Comparison

The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than INDU.DE's maximum drawdown of -42.05%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and INDU.DE.


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Drawdown Indicators


DXSL.DEINDU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.54%

-42.05%

-16.49%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-13.10%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-20.06%

-18.84%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-31.06%

-30.87%

-0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-42.05%

+0.13%

Current Drawdown

Current decline from peak

-3.07%

-2.42%

-0.65%

Average Drawdown

Average peak-to-trough decline

-10.00%

-6.41%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.80%

-0.05%

Volatility

DXSL.DE vs. INDU.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) is 6.00%, while Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist (INDU.DE) has a volatility of 6.52%. This indicates that DXSL.DE experiences smaller price fluctuations and is considered to be less risky than INDU.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.DEINDU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

6.52%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

15.78%

16.88%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

20.22%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.22%

19.64%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

19.93%

-0.29%

DXSL.DE vs. INDU.DE - Expense Ratio Comparison

DXSL.DE has a 0.17% expense ratio, which is lower than INDU.DE's 0.30% expense ratio.


Dividends

DXSL.DE vs. INDU.DE - Dividend Comparison

DXSL.DE has not paid dividends to shareholders, while INDU.DE's dividend yield for the trailing twelve months is around 1.53%.


PositionTTM202520242023202220212020201920182017
DXSL.DE
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INDU.DE
Lyxor STOXX Europe 600 Industrial Goods & Services UCITS ETF Dist
1.53%1.64%1.80%1.56%2.56%1.18%1.37%1.79%2.34%0.15%

Frequently Asked Questions


With a correlation of 0.90, DXSL.DE and INDU.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DXSL.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSL.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for INDU.DE.

DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while INDU.DE tracks STOXX® Europe 600 Industrial Goods & Services. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.17% for DXSL.DE and 0.30% for INDU.DE.

Portfolio Optimizer

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