DXSL.DE vs. XSX6.DE
DXSL.DE (Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - DXSL.DE is a Industrials Equities fund tracking the MSCI Europe Industrials ESG Screened 20-35, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, DXSL.DE returned 11.00%/yr vs 9.14%/yr for XSX6.DE. Their correlation of 0.86 suggests significant overlap in exposure. DXSL.DE charges 0.17%/yr vs 0.20%/yr for XSX6.DE.
Performance
DXSL.DE vs. XSX6.DE - Performance Comparison
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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 XSX6.DE's 7.40% return. Over the past 10 years, DXSL.DE has outperformed XSX6.DE with an annualized return of 11.00%, while XSX6.DE has yielded a comparatively lower 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
DXSL.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between DXSL.DE and XSX6.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2009 | 0.86 |
The correlation between DXSL.DE and XSX6.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
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Return for Risk
DXSL.DE vs. XSX6.DE — Risk / Return Rank
DXSL.DE
XSX6.DE
DXSL.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.24 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.73 | -0.63 |
| Martin ratioReturn relative to average drawdown | 3.89 | 6.55 | -2.66 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 1.26 | -0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.66 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.58 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.59 | -0.22 |
Drawdowns
DXSL.DE vs. XSX6.DE - Drawdown Comparison
The maximum DXSL.DE drawdown since its inception was -58.54%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for DXSL.DE and XSX6.DE.
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Drawdown Indicators
| DXSL.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.54% | -36.05% | -22.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -9.46% | -3.75% |
Max Drawdown (3Y)Largest decline over 3 years | -20.06% | -16.37% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | -31.06% | -20.84% | -10.22% |
Max Drawdown (10Y)Largest decline over 10 years | -41.92% | -36.05% | -5.87% |
Current DrawdownCurrent decline from peak | -3.07% | -1.56% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -5.27% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.50% | +1.25% |
Volatility
DXSL.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Europe Industrials ESG Screened UCITS ETF 1C (DXSL.DE) has a higher volatility of 6.00% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that DXSL.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 4.26% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 15.78% | 10.73% | +5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 12.95% | +6.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.22% | 14.44% | +4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 15.61% | +4.03% |
DXSL.DE vs. XSX6.DE - Expense Ratio Comparison
DXSL.DE has a 0.17% expense ratio, which is lower than XSX6.DE's 0.20% 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
DXSL.DE vs. XSX6.DE - Dividend Comparison
Neither DXSL.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
DXSL.DE and XSX6.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.20% for XSX6.DE.
DXSL.DE is categorized as Industrials Equities, while XSX6.DE is Europe Equities. DXSL.DE tracks MSCI Europe Industrials ESG Screened 20-35, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.17% for DXSL.DE and 0.20% for XSX6.DE.
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