XDEP.DE vs. XESC.DE
XDEP.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDEP.DE is a European Corporate Bonds fund tracking the iBoxx® EUR Corporates Yield Plus, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, XDEP.DE returned 0.29%/yr vs 11.50%/yr for XESC.DE. At a 0.33 correlation, their price movements are largely independent. XDEP.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XDEP.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEP.DE achieves a 0.60% return, which is significantly lower than XESC.DE's 7.20% return.
XDEP.DE
- 1D
- 0.09%
- 1M
- 0.22%
- YTD
- 0.60%
- 6M
- 0.55%
- 1Y
- 2.53%
- 3Y*
- 5.50%
- 5Y*
- 0.29%
- 10Y*
- —
XESC.DE
- 1D
- 0.76%
- 1M
- 1.88%
- YTD
- 7.20%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XDEP.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.60% | 3.58% | 5.25% | 9.38% | -15.31% | -0.31% | 2.90% | 8.79% | -2.58% | 3.64% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XDEP.DE and XESC.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016 | 0.33 |
Over the past year, XDEP.DE and XESC.DE have become more correlated (0.54) than their long-term average of 0.33, meaning their price movements have been converging.
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Return for Risk
XDEP.DE vs. XESC.DE — Risk / Return Rank
XDEP.DE
XESC.DE
XDEP.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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.
| XDEP.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.18 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.45 | -0.75 |
| Martin ratioReturn relative to average drawdown | 2.39 | 4.94 | -2.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDEP.DE | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 0.98 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.65 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.32 | -0.02 |
Drawdowns
XDEP.DE vs. XESC.DE - Drawdown Comparison
The maximum XDEP.DE drawdown since its inception was -19.79%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XDEP.DE and XESC.DE.
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Drawdown Indicators
| XDEP.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.79% | -45.38% | +25.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -10.88% | +7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -3.22% | -16.53% | +13.31% |
Max Drawdown (5Y)Largest decline over 5 years | -19.79% | -23.33% | +3.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -0.90% | -0.53% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -8.39% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 3.19% | -2.24% |
Volatility
XDEP.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) is 1.21%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 4.90%. This indicates that XDEP.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
| XDEP.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 4.90% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 13.02% | -9.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.47% | 16.01% | -12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.72% | 17.54% | -12.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.28% | 18.27% | -12.99% |
XDEP.DE vs. XESC.DE - Expense Ratio Comparison
XDEP.DE has a 0.25% 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
XDEP.DE vs. XESC.DE - Dividend Comparison
XDEP.DE's dividend yield for the trailing twelve months is around 2.88%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 2.88% | 2.73% | 2.26% | 1.68% | 2.51% | 1.53% | 1.85% | 1.40% | 0.72% | 0.00% | 0.00% | 0.00% |
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% | 3.19% |
Frequently Asked Questions
XDEP.DE and XESC.DE have a correlation of 0.54, 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 0.25% for XDEP.DE.
XDEP.DE is categorized as European Corporate Bonds, while XESC.DE is Europe Equities. XDEP.DE tracks iBoxx® EUR Corporates Yield Plus, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XDEP.DE and 0.09% for XESC.DE.
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