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XCEU.DE vs. XNZE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCEU.DE vs. XNZE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI EMU Climate Transition UCITS ETF 1C (XCEU.DE) and Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.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, XCEU.DE achieves a 8.87% return, which is significantly lower than XNZE.DE's 9.92% return.


XCEU.DE

1D
0.24%
1M
2.46%
YTD
8.87%
6M
10.63%
1Y
16.08%
3Y*
14.38%
5Y*
10Y*

XNZE.DE

1D
0.62%
1M
4.62%
YTD
9.92%
6M
10.75%
1Y
14.11%
3Y*
11.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCEU.DE vs. XNZE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XCEU.DE
Xtrackers MSCI EMU Climate Transition UCITS ETF 1C
8.87%19.79%9.57%5.60%
XNZE.DE
Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C
9.92%13.33%5.47%7.05%

Correlation

The correlation between XCEU.DE and XNZE.DE is 0.95, 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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.95

The correlation between XCEU.DE and XNZE.DE has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

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Return for Risk

XCEU.DE vs. XNZE.DE — Risk / Return Rank

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

XCEU.DE
XCEU.DE Risk / Return Rank: 3232
Overall Rank
XCEU.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XCEU.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
XCEU.DE Omega Ratio Rank: 3232
Omega Ratio Rank
XCEU.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
XCEU.DE Martin Ratio Rank: 3636
Martin Ratio Rank

XNZE.DE
XNZE.DE Risk / Return Rank: 2828
Overall Rank
XNZE.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XNZE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XNZE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XNZE.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XNZE.DE Martin Ratio Rank: 3030
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.

XCEU.DE vs. XNZE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU Climate Transition UCITS ETF 1C (XCEU.DE) and Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.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.


XCEU.DEXNZE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratioReturn relative to maximum drawdown

1.51

1.25

+0.26

Martin ratioReturn relative to average drawdown

5.43

4.26

+1.17

XCEU.DE vs. XNZE.DE - Sharpe Ratio Comparison

The current XCEU.DE Sharpe Ratio is 1.09, which is comparable to the XNZE.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XCEU.DE and XNZE.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


XCEU.DEXNZE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.94

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.65

+0.29

Drawdowns

XCEU.DE vs. XNZE.DE - Drawdown Comparison

The maximum XCEU.DE drawdown since its inception was -14.98%, smaller than the maximum XNZE.DE drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for XCEU.DE and XNZE.DE.


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Drawdown Indicators


XCEU.DEXNZE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.98%

-18.68%

+3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-11.49%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-14.98%

-17.36%

+2.38%

Current Drawdown

Current decline from peak

-0.72%

-0.34%

-0.38%

Average Drawdown

Average peak-to-trough decline

-2.47%

-4.16%

+1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.37%

-0.36%

Volatility

XCEU.DE vs. XNZE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI EMU Climate Transition UCITS ETF 1C (XCEU.DE) is 4.62%, while Xtrackers EMU Net Zero Pathway Paris Aligned UCITS ETF 1C (XNZE.DE) has a volatility of 5.15%. This indicates that XCEU.DE experiences smaller price fluctuations and is considered to be less risky than XNZE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XCEU.DEXNZE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

5.15%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

12.62%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

15.33%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

16.84%

-2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.44%

16.84%

-2.40%

XCEU.DE vs. XNZE.DE - Expense Ratio Comparison

XCEU.DE has a 0.12% expense ratio, which is lower than XNZE.DE's 0.15% 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

XCEU.DE vs. XNZE.DE - Dividend Comparison

Neither XCEU.DE nor XNZE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, XCEU.DE and XNZE.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, XCEU.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCEU.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for XNZE.DE.

Both ETFs track MSCI EMU NR EUR. Their fees differ too: 0.12% for XCEU.DE and 0.15% for XNZE.DE.

Portfolio Optimizer

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