XDEQ.DE vs. XSX6.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.38%/yr vs 9.14%/yr for XSX6.DE. A 0.73 correlation means they provide meaningful diversification when combined. XDEQ.DE charges 0.25%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDEQ.DE vs. XSX6.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 XSX6.DE's 7.40% return. Over the past 10 years, XDEQ.DE has outperformed XSX6.DE with an annualized return of 12.38%, while XSX6.DE has yielded a comparatively lower 9.14% 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%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XDEQ.DE vs. XSX6.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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XDEQ.DE and XSX6.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.73 |
The correlation between XDEQ.DE and XSX6.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. XSX6.DE — Risk / Return Rank
XDEQ.DE
XSX6.DE
XDEQ.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.24 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 1.73 | +1.31 |
| Martin ratioReturn relative to average drawdown | 12.17 | 6.55 | +5.62 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.26 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.66 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.58 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.59 | +0.21 |
Drawdowns
XDEQ.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.16%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and XSX6.DE.
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Drawdown Indicators
| XDEQ.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -36.05% | +3.89% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -9.46% | +3.24% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -16.37% | -4.22% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -20.84% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -32.16% | -36.05% | +3.89% |
Current DrawdownCurrent decline from peak | 0.00% | -1.56% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -5.27% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 2.50% | -0.94% |
Volatility
XDEQ.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.36%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 4.26% | -1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 10.73% | -3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 12.95% | -2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.12% | 14.44% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.35% | 15.61% | -0.26% |
XDEQ.DE vs. XSX6.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than XSX6.DE's 0.20% 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. XSX6.DE - Dividend Comparison
Neither XDEQ.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEQ.DE and XSX6.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for XDEQ.DE.
XDEQ.DE is categorized as Global Equities, while XSX6.DE is Europe Equities. XDEQ.DE tracks MSCI ACWI NR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for XDEQ.DE and 0.20% for XSX6.DE.
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