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XDGE.DE vs. XSX6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDGE.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) (XDGE.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDGE.DE achieves a -0.24% return, which is significantly lower than XSX6.DE's 11.63% return. Over the past 10 years, XDGE.DE has underperformed XSX6.DE with an annualized return of 0.13%, while XSX6.DE has yielded a comparatively higher 10.16% annualized return.


XDGE.DE

1D
0.10%
1M
0.29%
6M
0.05%
YTD
-0.24%
1Y
2.22%
3Y*
2.89%
5Y*
-2.37%
10Y*
0.13%

XSX6.DE

1D
0.00%
1M
4.56%
6M
10.88%
YTD
11.63%
1Y
22.49%
3Y*
15.24%
5Y*
10.32%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDGE.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDGE.DE
Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist)
-0.24%5.66%-0.80%6.42%-19.81%-2.73%8.97%14.64%-7.06%5.12%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
11.63%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%

Correlation

The correlation between XDGE.DE and XSX6.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2016

0.15

Over the past year, XDGE.DE and XSX6.DE have become more correlated (0.44) than their long-term average of 0.15, meaning their price movements have been converging.

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Return for Risk

XDGE.DE vs. XSX6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDGE.DE
XDGE.DE Risk / Return Rank: 1515
Overall Rank
XDGE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XDGE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XDGE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XDGE.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XDGE.DE Martin Ratio Rank: 1717
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 6363
Overall Rank
XSX6.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XDGE.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) (XDGE.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.

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.


XDGE.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.07

1.32

-0.25

Calmar ratioReturn relative to maximum drawdown

0.60

2.37

-1.76

Martin ratioReturn relative to average drawdown

1.47

9.17

-7.70

XDGE.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current XDGE.DE Sharpe Ratio is 0.41, which is lower than the XSX6.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of XDGE.DE and XSX6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XDGE.DE vs. XSX6.DE - Drawdown Comparison

The maximum XDGE.DE drawdown since its inception was -27.36%, smaller than the maximum XSX6.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XDGE.DE and XSX6.DE.


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Drawdown Indicators


XDGE.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-36.06%

+8.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

-9.46%

+5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-8.34%

-16.37%

+8.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-20.84%

-6.14%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

-36.06%

+8.70%

Current Drawdown

Current decline from peak

-13.43%

0.00%

-13.43%

Average Drawdown

Average peak-to-trough decline

-9.14%

-5.24%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

2.44%

-0.94%

Volatility

XDGE.DE vs. XSX6.DE - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) (XDGE.DE) is 1.16%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 3.11%. This indicates that XDGE.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


XDGE.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

3.11%

-1.95%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

10.96%

-6.91%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

13.02%

-7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.40%

14.46%

-6.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.03%

15.23%

-7.20%

XDGE.DE vs. XSX6.DE - Expense Ratio Comparison

XDGE.DE has a 0.21% 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

XDGE.DE vs. XSX6.DE - Dividend Comparison

XDGE.DE's dividend yield for the trailing twelve months is around 4.58%, while XSX6.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
XDGE.DE
Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist)
4.58%4.71%5.47%3.79%7.81%3.10%4.79%2.91%2.56%1.70%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XDGE.DE and XSX6.DE have a correlation of 0.44, 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 0.21% for XDGE.DE.

XDGE.DE is categorized as Corporate Bonds, while XSX6.DE is Europe Equities. XDGE.DE tracks Bloomberg USD Liquid Investment Grade Corporate Index (EUR Hedged), while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.21% for XDGE.DE and 0.20% for XSX6.DE.

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