DXSL.DE vs. XESC.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - DXSL.DE is a Industrials Equities fund tracking the MSCI Europe Industrials ESG Screened 20-35, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, DXSL.DE returned 11.20%/yr vs 10.94%/yr for XESC.DE. Their correlation of 0.82 suggests significant overlap in exposure. DXSL.DE charges 0.17%/yr vs 0.09%/yr for XESC.DE.
Performance
DXSL.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DXSL.DE achieves a 9.49% return, which is significantly lower than XESC.DE's 10.32% return. Both investments have delivered pretty close results over the past 10 years, with DXSL.DE having a 11.20% annualized return and XESC.DE not far behind at 10.94%.
DXSL.DE
- 1D
- -0.49%
- 1M
- 1.48%
- 6M
- 5.16%
- YTD
- 9.49%
- 1Y
- 15.10%
- 3Y*
- 14.45%
- 5Y*
- 8.46%
- 10Y*
- 11.20%
XESC.DE
- 1D
- 0.00%
- 1M
- 1.55%
- 6M
- 6.26%
- YTD
- 10.32%
- 1Y
- 19.42%
- 3Y*
- 15.67%
- 5Y*
- 12.08%
- 10Y*
- 10.94%
DXSL.DE vs. XESC.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 | 9.49% | 15.36% | 9.82% | 24.09% | -19.61% | 29.29% | 6.12% | 36.96% | -13.91% | 17.04% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 10.32% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between DXSL.DE and XESC.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2008 | 0.82 |
The correlation between DXSL.DE and XESC.DE has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.
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Return for Risk
DXSL.DE vs. XESC.DE — Risk / Return Rank
DXSL.DE
XESC.DE
DXSL.DE vs. XESC.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 EURO STOXX 50 UCITS ETF 1C (XESC.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DXSL.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 1.79 | -0.65 |
| Martin ratioReturn relative to average drawdown | 3.95 | 6.27 | -2.32 |
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Drawdowns
DXSL.DE vs. XESC.DE - Drawdown Comparison
The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than XESC.DE's maximum drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and XESC.DE.
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Drawdown Indicators
| DXSL.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -46.74% | -11.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -10.88% | -2.33% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -16.53% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -23.33% | -7.73% |
Max Drawdown (10Y)Largest decline over 10 years | -41.92% | -38.51% | -3.41% |
Current DrawdownCurrent decline from peak | -4.55% | -2.24% | -2.31% |
Average DrawdownAverage peak-to-trough decline | -10.57% | -9.04% | -1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.10% | +0.72% |
Volatility
DXSL.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 5.78% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 4.14%. This indicates that DXSL.DE's price experiences larger fluctuations and is considered to be riskier than XESC.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 | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 4.14% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 16.48% | 13.50% | +2.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.80% | 16.17% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.35% | 17.57% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.32% | 17.91% | +1.41% |
DXSL.DE vs. XESC.DE - Expense Ratio Comparison
DXSL.DE has a 0.17% expense ratio, which is higher than XESC.DE's 0.09% 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
DXSL.DE vs. XESC.DE - Dividend Comparison
Neither DXSL.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSL.DE and XESC.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.17% for DXSL.DE.
DXSL.DE is categorized as Industrials Equities, while XESC.DE is Europe Equities. DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.17% for DXSL.DE and 0.09% for XESC.DE.
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