XDND.DE vs. XSX6.DE
XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XDND.DE is a Dividend fund tracking the MSCI North America High Dividend Yield Index, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XDND.DE returned 9.54%/yr vs 10.16%/yr for XSX6.DE. A 0.64 correlation means they provide meaningful diversification when combined. XDND.DE charges 0.39%/yr vs 0.20%/yr for XSX6.DE.
Performance
XDND.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDND.DE achieves a 15.70% return, which is significantly higher than XSX6.DE's 11.63% return. Over the past 10 years, XDND.DE has underperformed XSX6.DE with an annualized return of 9.54%, while XSX6.DE has yielded a comparatively higher 10.16% annualized return.
XDND.DE
- 1D
- 0.33%
- 1M
- 3.13%
- 6M
- 16.23%
- YTD
- 15.70%
- 1Y
- 21.96%
- 3Y*
- 12.11%
- 5Y*
- 9.67%
- 10Y*
- 9.54%
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%
XDND.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 15.70% | 0.21% | 17.37% | 2.26% | 0.85% | 33.35% | -8.47% | 25.76% | -0.21% | 4.27% |
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 XDND.DE and XSX6.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2014 | 0.64 |
Over the past year, the correlation between XDND.DE and XSX6.DE has dropped to 0.39 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
XDND.DE vs. XSX6.DE — Risk / Return Rank
XDND.DE
XSX6.DE
XDND.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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.
| XDND.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.32 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 2.37 | +2.08 |
| Martin ratioReturn relative to average drawdown | 13.43 | 9.17 | +4.26 |
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Drawdowns
XDND.DE vs. XSX6.DE - Drawdown Comparison
The maximum XDND.DE drawdown since its inception was -32.18%, smaller than the maximum XSX6.DE drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for XDND.DE and XSX6.DE.
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Drawdown Indicators
| XDND.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -36.06% | +3.88% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -9.46% | +4.54% |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | -16.37% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -20.84% | +2.71% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | -36.06% | +3.88% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -5.24% | -1.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.44% | -0.81% |
Volatility
XDND.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) is 2.40%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 3.11%. This indicates that XDND.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
| XDND.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 3.11% | -0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 10.96% | -4.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.57% | 13.02% | -3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 14.46% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 15.23% | +0.84% |
XDND.DE vs. XSX6.DE - Expense Ratio Comparison
XDND.DE has a 0.39% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.
Dividends
XDND.DE vs. XSX6.DE - Dividend Comparison
Neither XDND.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XDND.DE and XSX6.DE have a correlation of 0.39, 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 0.39% for XDND.DE.
XDND.DE is categorized as Dividend, while XSX6.DE is Europe Equities. XDND.DE tracks MSCI North America High Dividend Yield Index, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.39% for XDND.DE and 0.20% for XSX6.DE.
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