EXH8.DE vs. XZEC.DE

Last updated Jun 5, 2026

EXH8.DE (iShares STOXX Europe 600 Retail UCITS ETF (DE)) and XZEC.DE (Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF) are both Consumer Staples Equities funds - EXH8.DE tracks the STOXX® Europe 600 Retail while XZEC.DE tracks the MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. Both are passively managed. Over the past 3 years, EXH8.DE returned 12.48%/yr vs 2.19%/yr for XZEC.DE. A 0.77 correlation means they provide meaningful diversification when combined. EXH8.DE charges 0.46%/yr vs 0.17%/yr for XZEC.DE.

Performance

EXH8.DE vs. XZEC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) and Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EXH8.DE achieves a -1.84% return, which is significantly lower than XZEC.DE's 3.52% return.

EXH8.DE

• 1D: 0.97%
• 1M: 4.30%
• YTD: -1.84%
• 6M: 0.34%
• 1Y: 6.63%
• 3Y*: 12.48%
• 5Y*: 1.95%
• 10Y*: 6.32%

XZEC.DE

• 1D: 1.36%
• 1M: 0.98%
• YTD: 3.52%
• 6M: 3.97%
• 1Y: 11.54%
• 3Y*: 2.19%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EXH8.DE vs. XZEC.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE)	-1.84%	13.47%	10.93%	36.87%	-30.57%	-5.37%
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF	3.52%	1.95%	3.52%	16.28%	-16.49%	0.39%

Correlation

The correlation between EXH8.DE and XZEC.DE is 0.70, 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021	0.77

The correlation between EXH8.DE and XZEC.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

Return for Risk

EXH8.DE vs. XZEC.DE — Risk / Return Rank

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

EXH8.DE

EXH8.DE Risk / Return Rank: 14
EXH8.DE Sharpe Ratio Rank: 14
EXH8.DE Sortino Ratio Rank: 14
EXH8.DE Omega Ratio Rank: 14
EXH8.DE Calmar Ratio Rank: 15
EXH8.DE Martin Ratio Rank: 14

XZEC.DE

XZEC.DE Risk / Return Rank: 22
XZEC.DE Sharpe Ratio Rank: 22
XZEC.DE Sortino Ratio Rank: 22
XZEC.DE Omega Ratio Rank: 21
XZEC.DE Calmar Ratio Rank: 22
XZEC.DE Martin Ratio Rank: 22

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.

EXH8.DE vs. XZEC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) and Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.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.

	EXH8.DE	XZEC.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.33	0.73	-0.40
Sortino ratio: Return per unit of downside risk	0.61	1.17	-0.56
Omega ratio: Gain probability vs. loss probability	1.07	1.13	-0.06
Calmar ratio: Return relative to maximum drawdown	0.48	0.98	-0.50
Martin ratio: Return relative to average drawdown	1.09	2.63	-1.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXH8.DE vs. XZEC.DE - Sharpe Ratio Comparison

The current EXH8.DE Sharpe Ratio is 0.33, which is lower than the XZEC.DE Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of EXH8.DE and XZEC.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.

Sharpe Ratios by Period

	EXH8.DE	XZEC.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	0.73	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.09	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.32	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.06	+0.24

Drawdowns

EXH8.DE vs. XZEC.DE - Drawdown Comparison

The maximum EXH8.DE drawdown since its inception was -54.89%, which is greater than XZEC.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for EXH8.DE and XZEC.DE.

Drawdown Indicators

	EXH8.DE	XZEC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-54.89%	-30.22%	-24.67%
Max Drawdown (1Y) Largest decline over 1 year	-12.96%	-11.27%	-1.69%
Max Drawdown (3Y) Largest decline over 3 years	-19.54%	-23.79%	+4.25%
Max Drawdown (5Y) Largest decline over 5 years	-48.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.60%	—	—
Current Drawdown Current decline from peak	-3.99%	-4.58%	+0.59%
Average Drawdown Average peak-to-trough decline	-16.64%	-10.22%	-6.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.67%	4.19%	+1.48%

Volatility

EXH8.DE vs. XZEC.DE - Volatility Comparison

iShares STOXX Europe 600 Retail UCITS ETF (DE) (EXH8.DE) has a higher volatility of 6.03% compared to Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) at 4.04%. This indicates that EXH8.DE's price experiences larger fluctuations and is considered to be riskier than XZEC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EXH8.DE	XZEC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.03%	4.04%	+1.99%
Volatility (6M) Calculated over the trailing 6-month period	15.20%	11.07%	+4.13%
Volatility (1Y) Calculated over the trailing 1-year period	18.59%	15.07%	+3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.53%	20.02%	+1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.73%	20.02%	-0.29%

EXH8.DE vs. XZEC.DE - Expense Ratio Comparison

EXH8.DE has a 0.46% expense ratio, which is higher than XZEC.DE's 0.17% expense ratio.

Dividends

EXH8.DE vs. XZEC.DE - Dividend Comparison

EXH8.DE's dividend yield for the trailing twelve months is around 2.13%, while XZEC.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EXH8.DE iShares STOXX Europe 600 Retail UCITS ETF (DE)	2.13%	2.30%	2.40%	2.34%	3.25%	1.04%	1.26%	2.10%	3.20%	2.91%	2.88%	3.27%
XZEC.DE Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EXH8.DE and XZEC.DE in my portfolio?

EXH8.DE and XZEC.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EXH8.DE or XZEC.DE?

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

Which ETF is cheaper, EXH8.DE or XZEC.DE?

XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.46% for EXH8.DE.

What is the main difference between EXH8.DE and XZEC.DE?

EXH8.DE tracks STOXX® Europe 600 Retail, while XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.46% for EXH8.DE and 0.17% for XZEC.DE.