XCS5.DE vs. ESGP.DE
XCS5.DE (Xtrackers MSCI India Swap UCITS ETF 1C) and ESGP.DE (HANetf AuAg ESG Gold Mining UCITS ETF) are both Asia Pacific Equities funds - XCS5.DE tracks the MSCI India while ESGP.DE tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 3 years, XCS5.DE returned 2.32%/yr vs 9.26%/yr for ESGP.DE. At a 0.39 correlation, their price movements are largely independent. XCS5.DE charges 0.75%/yr vs 0.60%/yr for ESGP.DE.
Performance
XCS5.DE vs. ESGP.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 ESGP.DE's 6.87% 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%
ESGP.DE
- 1D
- -0.72%
- 1M
- -0.42%
- YTD
- 6.87%
- 6M
- 8.16%
- 1Y
- 11.61%
- 3Y*
- 9.26%
- 5Y*
- —
- 10Y*
- —
XCS5.DE vs. ESGP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XCS5.DE Xtrackers MSCI India Swap UCITS ETF 1C | -11.32% | -10.02% | 16.45% | 14.97% | -2.23% | 6.21% |
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF | 6.87% | 5.79% | 12.94% | 2.10% | -2.36% | 2.35% |
Correlation
The correlation between XCS5.DE and ESGP.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 2021 | 0.39 |
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Return for Risk
XCS5.DE vs. ESGP.DE — Risk / Return Rank
XCS5.DE
ESGP.DE
XCS5.DE vs. ESGP.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 HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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 | ESGP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.18 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 1.83 | -2.55 |
| Martin ratioReturn relative to average drawdown | -1.49 | 5.36 | -6.84 |
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 | ESGP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.88 | 1.02 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.39 | -0.14 |
Drawdowns
XCS5.DE vs. ESGP.DE - Drawdown Comparison
The maximum XCS5.DE drawdown since its inception was -41.37%, which is greater than ESGP.DE's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for XCS5.DE and ESGP.DE.
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Drawdown Indicators
| XCS5.DE | ESGP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.37% | -20.50% | -20.87% |
Max Drawdown (1Y)Largest decline over 1 year | -20.16% | -6.31% | -13.85% |
Max Drawdown (3Y)Largest decline over 3 years | -28.79% | -20.50% | -8.29% |
Max Drawdown (5Y)Largest decline over 5 years | -28.79% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.37% | — | — |
Current DrawdownCurrent decline from peak | -25.66% | -2.57% | -23.09% |
Average DrawdownAverage peak-to-trough decline | -10.00% | -5.31% | -4.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.73% | 2.16% | +7.57% |
Volatility
XCS5.DE vs. ESGP.DE - Volatility Comparison
Xtrackers MSCI India Swap UCITS ETF 1C (XCS5.DE) has a higher volatility of 5.61% compared to HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) at 3.24%. This indicates that XCS5.DE's price experiences larger fluctuations and is considered to be riskier than ESGP.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 | ESGP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 3.24% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 8.68% | +4.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 11.29% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.22% | 14.54% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 14.54% | +5.85% |
XCS5.DE vs. ESGP.DE - Expense Ratio Comparison
XCS5.DE has a 0.75% expense ratio, which is higher than ESGP.DE's 0.60% expense ratio.
Dividends
XCS5.DE vs. ESGP.DE - Dividend Comparison
Neither XCS5.DE nor ESGP.DE has paid dividends to shareholders.
Frequently Asked Questions
XCS5.DE and ESGP.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESGP.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESGP.DE is cheaper with a 0.60% expense ratio, compared with 0.75% for XCS5.DE.
XCS5.DE tracks MSCI India, while ESGP.DE tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Xtrackers and Invesco. Their fees differ too: 0.75% for XCS5.DE and 0.60% for ESGP.DE.
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