XDDX.DE vs. XESC.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both Europe Equities funds from Xtrackers - XDDX.DE tracks the FSE DAX TR EUR while XESC.DE tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XDDX.DE returned 8.72%/yr vs 11.07%/yr for XESC.DE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.09% expense ratio.
Performance
XDDX.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than XESC.DE's 10.61% return. Over the past 10 years, XDDX.DE has underperformed XESC.DE with an annualized return of 8.72%, while XESC.DE has yielded a comparatively higher 11.07% annualized return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
XESC.DE
- 1D
- 0.00%
- 1M
- -0.14%
- 6M
- 6.37%
- YTD
- 10.61%
- 1Y
- 19.76%
- 3Y*
- 16.03%
- 5Y*
- 12.49%
- 10Y*
- 11.07%
XDDX.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 3.12% | 24.70% | -18.53% | 12.16% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 10.61% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XDDX.DE and XESC.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2012 | 0.94 |
The correlation between XDDX.DE and XESC.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
XDDX.DE vs. XESC.DE — Risk / Return Rank
XDDX.DE
XESC.DE
XDDX.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.
| XDDX.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.23 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.82 | -1.31 |
| Martin ratioReturn relative to average drawdown | 1.44 | 6.37 | -4.93 |
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Drawdowns
XDDX.DE vs. XESC.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and XESC.DE.
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Drawdown Indicators
| XDDX.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -46.74% | +8.00% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -10.88% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -16.53% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -23.33% | -3.70% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | -38.51% | -0.23% |
Current DrawdownCurrent decline from peak | -2.10% | -1.98% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -9.03% | +1.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 3.11% | +1.12% |
Volatility
XDDX.DE vs. XESC.DE - Volatility Comparison
Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) have volatilities of 3.88% and 3.98%, 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
| XDDX.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.98% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 13.36% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 16.09% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 17.55% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.91% | +0.16% |
XDDX.DE vs. XESC.DE - Expense Ratio Comparison
Both XDDX.DE and XESC.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDDX.DE vs. XESC.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 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
XDDX.DE and XESC.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE and XESC.DE have the same expense ratio: 0.09% per year.
XDDX.DE tracks FSE DAX TR EUR, while XESC.DE tracks MSCI EMU NR EUR.
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