XDEE.DE vs. XESC.DE
XDEE.DE (Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDEE.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index (EUR Hedged), while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, XDEE.DE returned 11.69%/yr vs 16.35%/yr for XESC.DE. A 0.70 correlation means they provide meaningful diversification when combined. XDEE.DE charges 0.30%/yr vs 0.09%/yr for XESC.DE.
Performance
XDEE.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEE.DE achieves a 10.42% return, which is significantly lower than XESC.DE's 11.96% return.
XDEE.DE
- 1D
- 0.08%
- 1M
- 2.61%
- 6M
- 11.12%
- YTD
- 10.42%
- 1Y
- 14.68%
- 3Y*
- 11.69%
- 5Y*
- —
- 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%
XDEE.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDEE.DE Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) | 10.42% | 9.31% | 10.02% | 10.87% | -15.34% | 1.66% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 11.96% | 22.24% | 11.06% | 22.50% | -8.87% | 0.35% |
Correlation
The correlation between XDEE.DE and XESC.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021 | 0.70 |
The correlation between XDEE.DE and XESC.DE shifts across timeframes, from 0.60 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEE.DE vs. XESC.DE — Risk / Return Rank
XDEE.DE
XESC.DE
XDEE.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.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.
| XDEE.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.04 | -0.02 |
| Martin ratioReturn relative to average drawdown | 7.08 | 7.10 | -0.02 |
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Drawdowns
XDEE.DE vs. XESC.DE - Drawdown Comparison
The maximum XDEE.DE drawdown since its inception was -22.64%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XDEE.DE and XESC.DE.
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Drawdown Indicators
| XDEE.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -46.74% | +24.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -10.88% | +3.65% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -16.53% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.31% | -9.05% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 3.13% | -1.06% |
Volatility
XDEE.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) is 3.13%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.86%. This indicates that XDEE.DE experiences smaller price fluctuations and is considered to be less risky 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
| XDEE.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 3.86% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.70% | 13.34% | -5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 16.07% | -5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 17.58% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 17.93% | -1.70% |
XDEE.DE vs. XESC.DE - Expense Ratio Comparison
XDEE.DE has a 0.30% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.
Dividends
XDEE.DE vs. XESC.DE - Dividend Comparison
Neither XDEE.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEE.DE and XESC.DE have a correlation of 0.60, 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 0.30% for XDEE.DE.
XDEE.DE is categorized as S&P 500, while XESC.DE is Europe Equities. XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged), while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.30% for XDEE.DE and 0.09% for XESC.DE.
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