SXRT.DE vs. XESC.DE
Compare and contrast key facts about iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE).
SXRT.DE and XESC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXRT.DE is a passively managed fund by iShares that tracks the performance of the EURO STOXX® 50. It was launched on Jan 26, 2010. XESC.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008. Both SXRT.DE and XESC.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SXRT.DE or XESC.DE.
Key characteristics
| SXRT.DE | XESC.DE | |
|---|---|---|
| YTD Return | 8.93% | 8.92% |
| 1Y Return | 16.79% | 16.71% |
| 3Y Return (Ann) | 6.37% | 6.37% |
| 5Y Return (Ann) | 8.17% | 8.16% |
| 10Y Return (Ann) | 7.59% | 7.57% |
| Sharpe Ratio | 1.15 | 1.15 |
| Sortino Ratio | 1.66 | 1.65 |
| Omega Ratio | 1.20 | 1.20 |
| Calmar Ratio | 1.52 | 1.53 |
| Martin Ratio | 5.32 | 5.30 |
| Ulcer Index | 2.82% | 2.81% |
| Daily Std Dev | 13.12% | 13.08% |
| Max Drawdown | -38.41% | -44.71% |
| Current Drawdown | -5.11% | -5.23% |
Correlation
The correlation between SXRT.DE and XESC.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SXRT.DE vs. XESC.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with SXRT.DE having a 8.93% return and XESC.DE slightly lower at 8.92%. Both investments have delivered pretty close results over the past 10 years, with SXRT.DE having a 7.59% annualized return and XESC.DE not far behind at 7.57%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SXRT.DE vs. XESC.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% 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%.
Risk-Adjusted Performance
SXRT.DE vs. XESC.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.
Dividends
SXRT.DE vs. XESC.DE - Dividend Comparison
Neither SXRT.DE nor XESC.DE has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
Drawdowns
SXRT.DE vs. XESC.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, smaller than the maximum XESC.DE drawdown of -44.71%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and XESC.DE. For additional features, visit the drawdowns tool.
Volatility
SXRT.DE vs. XESC.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) have volatilities of 5.53% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.