XDG6.DE vs. XSX6.DE
XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDG6.DE is a Water Equities fund tracking the MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, XDG6.DE returned -0.40%/yr vs 13.95%/yr for XSX6.DE. A 0.64 correlation means they provide meaningful diversification when combined. XDG6.DE charges 0.35%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDG6.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDG6.DE achieves a -2.76% return, which is significantly lower than XSX6.DE's 7.40% return.
XDG6.DE
- 1D
- -0.16%
- 1M
- -1.00%
- YTD
- -2.76%
- 6M
- -2.57%
- 1Y
- -5.32%
- 3Y*
- -0.40%
- 5Y*
- —
- 10Y*
- —
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%
XDG6.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XDG6.DE Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C | -2.76% | -6.75% | 5.72% | 3.49% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 7.45% |
Correlation
The correlation between XDG6.DE and XSX6.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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.64 |
The correlation between XDG6.DE and XSX6.DE has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.
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Return for Risk
XDG6.DE vs. XSX6.DE — Risk / Return Rank
XDG6.DE
XSX6.DE
XDG6.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.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.
| XDG6.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.24 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.62 | 1.73 | -2.35 |
| Martin ratioReturn relative to average drawdown | -1.28 | 6.55 | -7.83 |
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
| XDG6.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.46 | 1.26 | -1.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.59 | -0.61 |
Drawdowns
XDG6.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDG6.DE drawdown since its inception was -17.80%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XDG6.DE and XSX6.DE.
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Drawdown Indicators
| XDG6.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.80% | -36.05% | +18.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -9.46% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -16.37% | -1.43% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -15.65% | -1.56% | -14.09% |
Average DrawdownAverage peak-to-trough decline | -6.37% | -5.27% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 2.50% | +1.91% |
Volatility
XDG6.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) has a higher volatility of 7.49% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XDG6.DE's price experiences larger fluctuations and is considered to be riskier 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
| XDG6.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 4.26% | +3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.27% | 10.73% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 12.95% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.80% | 14.44% | -2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.80% | 15.61% | -3.81% |
XDG6.DE vs. XSX6.DE - Expense Ratio Comparison
XDG6.DE has a 0.35% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.
Dividends
XDG6.DE vs. XSX6.DE - Dividend Comparison
Neither XDG6.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XDG6.DE and XSX6.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, 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 0.35% for XDG6.DE.
XDG6.DE is categorized as Water Equities, while XSX6.DE is Europe Equities. XDG6.DE tracks MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.35% for XDG6.DE and 0.20% for XSX6.DE.
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