XD9U.DE vs. XESC.DE
XD9U.DE (Xtrackers MSCI USA UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XD9U.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XD9U.DE returned 15.09%/yr vs 11.87%/yr for XESC.DE. A 0.68 correlation means they provide meaningful diversification when combined. XD9U.DE charges 0.07%/yr vs 0.09%/yr for XESC.DE.
Performance
XD9U.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XD9U.DE achieves a 10.62% return, which is significantly higher than XESC.DE's 9.31% return. Over the past 10 years, XD9U.DE has outperformed XESC.DE with an annualized return of 15.09%, while XESC.DE has yielded a comparatively lower 11.87% annualized return.
XD9U.DE
- 1D
- -1.03%
- 1M
- 0.25%
- YTD
- 10.62%
- 6M
- 10.86%
- 1Y
- 24.34%
- 3Y*
- 19.00%
- 5Y*
- 13.39%
- 10Y*
- 15.09%
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XD9U.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD9U.DE Xtrackers MSCI USA UCITS ETF 1C | 10.62% | 4.61% | 32.32% | 23.38% | -15.69% | 38.72% | 9.42% | 34.69% | -1.29% | 6.77% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XD9U.DE and XESC.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 28, 2014 | 0.68 |
The correlation between XD9U.DE and XESC.DE shifts across timeframes, from 0.55 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XD9U.DE vs. XESC.DE — Risk / Return Rank
XD9U.DE
XESC.DE
XD9U.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA UCITS ETF 1C (XD9U.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.
| XD9U.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.25 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 1.96 | +1.36 |
| Martin ratioReturn relative to average drawdown | 11.39 | 6.81 | +4.58 |
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Drawdowns
XD9U.DE vs. XESC.DE - Drawdown Comparison
The maximum XD9U.DE drawdown since its inception was -34.10%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XD9U.DE and XESC.DE.
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Drawdown Indicators
| XD9U.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.10% | -46.74% | +12.64% |
Max Drawdown (1Y)Largest decline over 1 year | -7.30% | -10.88% | +3.58% |
Max Drawdown (3Y)Largest decline over 3 years | -23.68% | -16.53% | -7.15% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -23.33% | -0.35% |
Max Drawdown (10Y)Largest decline over 10 years | -34.10% | -38.51% | +4.41% |
Current DrawdownCurrent decline from peak | -1.03% | -1.71% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -9.06% | +4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 3.13% | -1.00% |
Volatility
XD9U.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI USA UCITS ETF 1C (XD9U.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) have volatilities of 3.39% and 3.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XD9U.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.39% | 3.52% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | 13.23% | -5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 16.03% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 17.56% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.98% | -1.75% |
XD9U.DE vs. XESC.DE - Expense Ratio Comparison
XD9U.DE has a 0.07% expense ratio, which is lower than XESC.DE's 0.09% 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
XD9U.DE vs. XESC.DE - Dividend Comparison
Neither XD9U.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XD9U.DE and XESC.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD9U.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD9U.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for XESC.DE.
XD9U.DE is categorized as Large Cap Blend Equities, while XESC.DE is Europe Equities. XD9U.DE tracks MSCI USA, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.07% for XD9U.DE and 0.09% for XESC.DE.
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