XDEQ.DE vs. XESC.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.38%/yr vs 10.49%/yr for XESC.DE. A 0.69 correlation means they provide meaningful diversification when combined. XDEQ.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XDEQ.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 9.48% return, which is significantly higher than XESC.DE's 7.20% return. Over the past 10 years, XDEQ.DE has outperformed XESC.DE with an annualized return of 12.38%, while XESC.DE has yielded a comparatively lower 10.49% annualized return.
XDEQ.DE
- 1D
- 0.79%
- 1M
- 3.10%
- YTD
- 9.48%
- 6M
- 9.63%
- 1Y
- 19.01%
- 3Y*
- 15.18%
- 5Y*
- 11.42%
- 10Y*
- 12.38%
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%
XDEQ.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 9.48% | 2.87% | 23.81% | 21.83% | -14.94% | 34.64% | 4.47% | 34.18% | -3.32% | 7.04% |
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 XDEQ.DE and XESC.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.69 |
The correlation between XDEQ.DE and XESC.DE has been stable across timeframes, ranging from 0.66 to 0.76 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. XESC.DE — Risk / Return Rank
XDEQ.DE
XESC.DE
XDEQ.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.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.
| XDEQ.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.18 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 1.45 | +1.60 |
| Martin ratioReturn relative to average drawdown | 12.17 | 4.94 | +7.24 |
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
| XDEQ.DE | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 0.98 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.65 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.57 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.32 | +0.48 |
Drawdowns
XDEQ.DE vs. XESC.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and XESC.DE.
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Drawdown Indicators
| XDEQ.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -45.38% | +13.22% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -10.88% | +4.66% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -16.53% | -4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -23.33% | +2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | -38.51% | +6.35% |
Current DrawdownCurrent decline from peak | 0.00% | -0.53% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -8.39% | +3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 3.19% | -1.63% |
Volatility
XDEQ.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 4.90%. This indicates that XDEQ.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
| XDEQ.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 4.90% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 13.02% | -5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 16.01% | -5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 17.54% | -3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 18.27% | -2.92% |
XDEQ.DE vs. XESC.DE - Expense Ratio Comparison
XDEQ.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
XDEQ.DE vs. XESC.DE - Dividend Comparison
Neither XDEQ.DE nor XESC.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor 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% |
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
XDEQ.DE and XESC.DE have a correlation of 0.76, 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 XDEQ.DE.
XDEQ.DE is categorized as Global Equities, while XESC.DE is Europe Equities. XDEQ.DE tracks MSCI ACWI NR USD, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XDEQ.DE and 0.09% for XESC.DE.
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