XD5E.DE vs. XSX6.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both Europe Equities funds from Xtrackers - XD5E.DE tracks the MSCI EMU NR EUR while XSX6.DE tracks the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.03%/yr vs 9.14%/yr for XSX6.DE. With a 0.96 correlation, they move nearly in lockstep. XD5E.DE charges 0.12%/yr vs 0.20%/yr for XSX6.DE.
Performance
XD5E.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly higher than XSX6.DE's 7.40% return. Over the past 10 years, XD5E.DE has outperformed XSX6.DE with an annualized return of 10.03%, while XSX6.DE has yielded a comparatively lower 9.14% annualized return.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XD5E.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XD5E.DE and XSX6.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.96 |
The correlation between XD5E.DE and XSX6.DE has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.
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Return for Risk
XD5E.DE vs. XSX6.DE — Risk / Return Rank
XD5E.DE
XSX6.DE
XD5E.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
| XD5E.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.73 | +0.02 |
| Martin ratioReturn relative to average drawdown | 6.40 | 6.55 | -0.15 |
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
| XD5E.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.26 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.66 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.58 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.59 | -0.04 |
Drawdowns
XD5E.DE vs. XSX6.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and XSX6.DE.
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Drawdown Indicators
| XD5E.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -36.05% | -1.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -9.46% | -0.80% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -16.37% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -20.84% | -3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -36.05% | -1.99% |
Current DrawdownCurrent decline from peak | -0.44% | -1.56% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -5.27% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.50% | +0.32% |
Volatility
XD5E.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a higher volatility of 4.54% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XD5E.DE's price experiences larger fluctuations and is considered to be riskier 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
| XD5E.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 4.26% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 10.73% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 12.95% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.44% | +1.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 15.61% | +1.42% |
XD5E.DE vs. XSX6.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than XSX6.DE's 0.20% 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
XD5E.DE vs. XSX6.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.96, XD5E.DE and XSX6.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, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XSX6.DE.
XD5E.DE tracks MSCI EMU NR EUR, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.12% for XD5E.DE and 0.20% for XSX6.DE.
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