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XDAX.L vs. TSCO.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDAX.L vs. TSCO.L

Last updated Jun 13, 2026

XDAX.L (Xtrackers DAX UCITS ETF 1C) is Europe Equities fund tracking the FSE DAX TR EUR, while TSCO.L (Tesco PLC) is a stock. Over the past 10 years, XDAX.L returned 7.87%/yr vs 15.99%/yr for TSCO.L. At a 0.35 correlation, their price movements are largely independent.

Performance

XDAX.L vs. TSCO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX UCITS ETF 1C (XDAX.L) and Tesco PLC (TSCO.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDAX.L achieves a -1.06% return, which is significantly lower than TSCO.L's 9.36% return. Over the past 10 years, XDAX.L has underperformed TSCO.L with an annualized return of 7.87%, while TSCO.L has yielded a comparatively higher 15.99% annualized return.

XDAX.L

1D
1.70%
1M
1.66%
YTD
-1.06%
6M
-0.40%
1Y
4.61%
3Y*
14.74%
5Y*
9.05%
10Y*
7.87%

TSCO.L

1D
0.87%
1M
4.53%
YTD
9.36%
6M
9.61%
1Y
24.71%
3Y*
26.28%
5Y*
19.99%
10Y*
15.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDAX.L vs. TSCO.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDAX.L
Xtrackers DAX UCITS ETF 1C		-1.06%28.81%13.14%17.20%-7.58%7.86%9.38%16.48%-17.14%-0.54%
TSCO.L
Tesco PLC		9.36%24.45%31.78%34.79%-18.79%30.32%-5.37%38.15%-7.70%1.70%

Correlation

The correlation between XDAX.L and TSCO.L is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.35

Over the past year, the correlation between XDAX.L and TSCO.L has dropped to 0.01 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

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Xtrackers DAX UCITS ETF 1C

Tesco PLC

Often compared with XDAX.L:
XDAX.L vs. DBXD.DEXDAX.L vs. ISF.LXDAX.L vs. CACX.LXDAX.L vs. EUHD.LXDAX.L vs. 100D.LXDAX.L vs. IEFV.LXDAX.L vs. ^GDAXI
Often compared with TSCO.L:
TSCO.L vs. AV.LTSCO.L vs. NWG.LTSCO.L vs. JSAIYTSCO.L vs. WMTTSCO.L vs. UGLTSCO.L vs. VWRP.LTSCO.L vs. MSFT

Return for Risk

XDAX.L vs. TSCO.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDAX.L
XDAX.L Risk / Return Rank: 1414
Overall Rank
XDAX.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 1515
Martin Ratio Rank
TSCO.L
TSCO.L Risk / Return Rank: 7474
Overall Rank
TSCO.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 7171
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDAX.L vs. TSCO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (XDAX.L) and Tesco PLC (TSCO.L). 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.

XDAX.LTSCO.LDifference
Sharpe ratioReturn per unit of total volatility
0.30
1.14

-0.84

Sortino ratioReturn per unit of downside risk
0.53
1.66

-1.13

Omega ratioGain probability vs. loss probability

1.06

1.21

-0.15

Calmar ratioReturn relative to maximum drawdown

0.36

1.88

-1.52

Martin ratioReturn relative to average drawdown

1.13

4.60

-3.47

XDAX.L vs. TSCO.L - Sharpe Ratio Comparison

The current XDAX.L Sharpe Ratio is 0.30, which is lower than the TSCO.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of XDAX.L and TSCO.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XDAX.L vs. TSCO.L - Drawdown Comparison

The maximum XDAX.L drawdown since its inception was -53.95%, smaller than the maximum TSCO.L drawdown of -63.40%. Use the drawdown chart below to compare losses from any high point for XDAX.L and TSCO.L.

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Drawdown Indicators

XDAX.LTSCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.95%

-63.40%

+9.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-13.12%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-20.76%

+6.78%

Max Drawdown (5Y)

Largest decline over 5 years

-23.44%

-32.40%

+8.96%

Max Drawdown (10Y)

Largest decline over 10 years

-43.99%

-32.40%

-11.59%

Current Drawdown

Current decline from peak

-4.51%

-3.60%

-0.91%

Average Drawdown

Average peak-to-trough decline

-13.19%

-23.62%

+10.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

5.36%

-1.30%

Volatility

XDAX.L vs. TSCO.L - Volatility Comparison

The current volatility for Xtrackers DAX UCITS ETF 1C (XDAX.L) is 4.27%, while Tesco PLC (TSCO.L) has a volatility of 7.05%. This indicates that XDAX.L experiences smaller price fluctuations and is considered to be less risky than TSCO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDAX.LTSCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

7.05%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

17.16%

-4.63%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

21.55%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

20.28%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

22.53%

-2.99%

Dividends

XDAX.L vs. TSCO.L - Dividend Comparison

XDAX.L has not paid dividends to shareholders, while TSCO.L's dividend yield for the trailing twelve months is around 3.07%.

PositionTTM202520242023202220212020201920182017
TSCO.L
Tesco PLC		3.07%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%
XDAX.L
Xtrackers DAX UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XDAX.L and TSCO.L have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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