XD9E.DE vs. XESC.DE
XD9E.DE (Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc)) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XD9E.DE is a Large Cap Blend Equities fund tracking the MSCI USA Index (EUR Hedged), while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, XD9E.DE returned 9.77%/yr vs 12.51%/yr for XESC.DE. A 0.75 correlation means they provide meaningful diversification when combined. XD9E.DE charges 0.12%/yr vs 0.09%/yr for XESC.DE.
Performance
XD9E.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD9E.DE achieves a 7.69% return, which is significantly lower than XESC.DE's 11.96% return.
XD9E.DE
- 1D
- 0.17%
- 1M
- -0.94%
- 6M
- 8.68%
- YTD
- 7.69%
- 1Y
- 17.37%
- 3Y*
- 17.80%
- 5Y*
- 9.77%
- 10Y*
- —
XESC.DE
- 1D
- 0.00%
- 1M
- 5.24%
- 6M
- 10.86%
- YTD
- 11.96%
- 1Y
- 22.20%
- 3Y*
- 16.35%
- 5Y*
- 12.51%
- 10Y*
- 11.67%
XD9E.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XD9E.DE Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) | 7.69% | 14.99% | 22.93% | 24.29% | -23.21% | 26.83% | 18.09% | 27.42% | -7.23% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 11.96% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -11.94% |
Correlation
The correlation between XD9E.DE and XESC.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2018 | 0.75 |
The correlation between XD9E.DE and XESC.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
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Return for Risk
XD9E.DE vs. XESC.DE — Risk / Return Rank
XD9E.DE
XESC.DE
XD9E.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
| XD9E.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.04 | -0.08 |
| Martin ratioReturn relative to average drawdown | 7.74 | 7.10 | +0.65 |
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Drawdowns
XD9E.DE vs. XESC.DE - Drawdown Comparison
The maximum XD9E.DE drawdown since its inception was -34.71%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XD9E.DE and XESC.DE.
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Drawdown Indicators
| XD9E.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -46.74% | +12.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -10.88% | +2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -16.53% | -2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.10% | -23.33% | -3.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -1.50% | 0.00% | -1.50% |
Average DrawdownAverage peak-to-trough decline | -6.09% | -9.05% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 3.13% | -0.89% |
Volatility
XD9E.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI USA UCITS ETF EUR Hedged (Acc) (XD9E.DE) has a higher volatility of 4.08% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.86%. This indicates that XD9E.DE's price experiences larger fluctuations and is considered to be riskier than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XD9E.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.86% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.24% | 13.34% | -4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 16.07% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.29% | 17.58% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.46% | 17.93% | -0.47% |
XD9E.DE vs. XESC.DE - Expense Ratio Comparison
XD9E.DE has a 0.12% expense ratio, which is higher than XESC.DE's 0.09% 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
XD9E.DE vs. XESC.DE - Dividend Comparison
Neither XD9E.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XD9E.DE and XESC.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for XD9E.DE.
XD9E.DE is categorized as Large Cap Blend Equities, while XESC.DE is Europe Equities. XD9E.DE tracks MSCI USA Index (EUR Hedged), while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.12% for XD9E.DE and 0.09% for XESC.DE.
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