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XCS2.DE vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCS2.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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, XCS2.DE achieves a 8.74% return, which is significantly lower than XSX6.DE's 11.63% return. Over the past 10 years, XCS2.DE has underperformed XSX6.DE with an annualized return of -0.09%, while XSX6.DE has yielded a comparatively higher 10.16% annualized return.


XCS2.DE

1D
0.64%
1M
0.17%
6M
8.57%
YTD
8.74%
1Y
9.20%
3Y*
2.45%
5Y*
-1.91%
10Y*
-0.09%

XSX6.DE

1D
0.00%
1M
4.56%
6M
10.88%
YTD
11.63%
1Y
22.49%
3Y*
15.24%
5Y*
10.32%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCS2.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XCS2.DE
Xtrackers II Australia Government Bond UCITS ETF (Acc)
8.74%-2.17%-1.70%0.78%-13.88%-0.26%4.13%9.65%-0.82%-2.48%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
11.63%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%

Correlation

The correlation between XCS2.DE and XSX6.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

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

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since May 19, 2010

0.22

Over the past year, XCS2.DE and XSX6.DE have become more correlated (0.45) than their long-term average of 0.22, meaning their price movements have been converging.

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Return for Risk

XCS2.DE vs. XSX6.DE — Risk / Return Rank

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

XCS2.DE
XCS2.DE Risk / Return Rank: 3939
Overall Rank
XCS2.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XCS2.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
XCS2.DE Omega Ratio Rank: 3232
Omega Ratio Rank
XCS2.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XCS2.DE Martin Ratio Rank: 4848
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 6363
Overall Rank
XSX6.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 6262
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.

XCS2.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.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.

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.


XCS2.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

2.01

2.37

-0.36

Martin ratioReturn relative to average drawdown

6.68

9.17

-2.50

XCS2.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current XCS2.DE Sharpe Ratio is 1.04, which is lower than the XSX6.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of XCS2.DE and XSX6.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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Drawdowns

XCS2.DE vs. XSX6.DE - Drawdown Comparison

The maximum XCS2.DE drawdown since its inception was -41.58%, which is greater than XSX6.DE's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XCS2.DE and XSX6.DE.


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Drawdown Indicators


XCS2.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.58%

-36.06%

-5.52%

Max Drawdown (1Y)

Largest decline over 1 year

-4.56%

-9.46%

+4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-12.00%

-16.37%

+4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-20.84%

-1.52%

Max Drawdown (10Y)

Largest decline over 10 years

-41.58%

-36.06%

-5.52%

Current Drawdown

Current decline from peak

-32.78%

0.00%

-32.78%

Average Drawdown

Average peak-to-trough decline

-25.75%

-5.24%

-20.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.37%

2.44%

-1.07%

Volatility

XCS2.DE vs. XSX6.DE - Volatility Comparison

The current volatility for Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) is 2.20%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 3.11%. This indicates that XCS2.DE experiences smaller price fluctuations and is considered to be less risky 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


XCS2.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.20%

3.11%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

10.96%

-3.56%

Volatility (1Y)

Calculated over the trailing 1-year period

8.80%

13.02%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.13%

14.46%

-4.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

15.23%

+5.79%

XCS2.DE vs. XSX6.DE - Expense Ratio Comparison

XCS2.DE has a 0.25% expense ratio, which is higher than XSX6.DE's 0.20% 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

XCS2.DE vs. XSX6.DE - Dividend Comparison

Neither XCS2.DE nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XCS2.DE and XSX6.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XCS2.DE.

XCS2.DE is categorized as Government Bonds, while XSX6.DE is Europe Equities. XCS2.DE tracks FTSE Australian Government Bond Index, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for XCS2.DE and 0.20% for XSX6.DE.

Portfolio Optimizer

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