XCS5.DE vs. DBX5.DE
XCS5.DE (Xtrackers MSCI India Swap UCITS ETF 1C) and DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) are both Asia Pacific Equities funds from Xtrackers - XCS5.DE tracks the MSCI India while DBX5.DE tracks the MSCI Taiwan 20/35 Custom. Both are passively managed. Over the past 10 years, XCS5.DE returned 6.41%/yr vs 22.04%/yr for DBX5.DE. A 0.52 correlation means they provide meaningful diversification when combined. XCS5.DE charges 0.75%/yr vs 0.65%/yr for DBX5.DE.
Performance
XCS5.DE vs. DBX5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCS5.DE achieves a -11.32% return, which is significantly lower than DBX5.DE's 69.45% return. Over the past 10 years, XCS5.DE has underperformed DBX5.DE with an annualized return of 6.41%, while DBX5.DE has yielded a comparatively higher 22.04% annualized return.
XCS5.DE
- 1D
- 1.17%
- 1M
- -1.71%
- YTD
- -11.32%
- 6M
- -12.06%
- 1Y
- -14.48%
- 3Y*
- 2.32%
- 5Y*
- 3.97%
- 10Y*
- 6.41%
DBX5.DE
- 1D
- -1.95%
- 1M
- 14.40%
- YTD
- 69.45%
- 6M
- 74.72%
- 1Y
- 112.23%
- 3Y*
- 40.65%
- 5Y*
- 22.99%
- 10Y*
- 22.04%
XCS5.DE vs. DBX5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XCS5.DE Xtrackers MSCI India Swap UCITS ETF 1C | -11.32% | -10.02% | 16.45% | 14.97% | -2.23% | 34.65% | 2.15% | 9.29% | -4.71% | 20.21% |
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C | 69.45% | 18.33% | 31.08% | 24.15% | -25.19% | 37.79% | 24.51% | 39.18% | -5.55% | 12.67% |
Correlation
The correlation between XCS5.DE and DBX5.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2011 | 0.52 |
The correlation between XCS5.DE and DBX5.DE shifts across timeframes, from 0.35 (3 years) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XCS5.DE vs. DBX5.DE — Risk / Return Rank
XCS5.DE
DBX5.DE
XCS5.DE vs. DBX5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) and Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.
| XCS5.DE | DBX5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.49 | ||
| Sortino ratioReturn per unit of downside risk | -6.58 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.74 | -0.87 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 12.09 | -12.81 |
| Martin ratioReturn relative to average drawdown | -1.49 | 35.84 | -37.32 |
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
| XCS5.DE | DBX5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | 4.62 | -5.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 1.05 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 1.06 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.54 | -0.29 |
Drawdowns
XCS5.DE vs. DBX5.DE - Drawdown Comparison
The maximum XCS5.DE drawdown since its inception was -41.37%, smaller than the maximum DBX5.DE drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for XCS5.DE and DBX5.DE.
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Drawdown Indicators
| XCS5.DE | DBX5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.37% | -55.28% | +13.91% |
Max Drawdown (1Y)Largest decline over 1 year | -20.16% | -9.23% | -10.93% |
Max Drawdown (3Y)Largest decline over 3 years | -28.79% | -30.81% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | -32.62% | +3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -41.37% | -32.62% | -8.75% |
Current DrawdownCurrent decline from peak | -25.66% | -1.97% | -23.69% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -11.61% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.73% | 3.12% | +6.61% |
Volatility
XCS5.DE vs. DBX5.DE - Volatility Comparison
The current volatility for Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) is 5.61%, while Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a volatility of 10.28%. This indicates that XCS5.DE experiences smaller price fluctuations and is considered to be less risky than DBX5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCS5.DE | DBX5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 10.28% | -4.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 19.59% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 24.18% | -7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 21.58% | -5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 20.55% | -0.16% |
XCS5.DE vs. DBX5.DE - Expense Ratio Comparison
XCS5.DE has a 0.75% expense ratio, which is higher than DBX5.DE's 0.65% expense ratio.
Dividends
XCS5.DE vs. DBX5.DE - Dividend Comparison
Neither XCS5.DE nor DBX5.DE has paid dividends to shareholders.
Frequently Asked Questions
XCS5.DE and DBX5.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBX5.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBX5.DE is cheaper with a 0.65% expense ratio, compared with 0.75% for XCS5.DE.
XCS5.DE tracks MSCI India, while DBX5.DE tracks MSCI Taiwan 20/35 Custom. Their fees differ too: 0.75% for XCS5.DE and 0.65% for DBX5.DE.
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