XDPE.DE vs. XESC.DE
XDPE.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc)) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDPE.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XDPE.DE returned 12.45%/yr vs 11.67%/yr for XESC.DE. A 0.75 correlation means they provide meaningful diversification when combined. XDPE.DE charges 0.20%/yr vs 0.09%/yr for XESC.DE.
Performance
XDPE.DE vs. XESC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDPE.DE achieves a 7.74% return, which is significantly lower than XESC.DE's 11.96% return. Over the past 10 years, XDPE.DE has outperformed XESC.DE with an annualized return of 12.45%, while XESC.DE has yielded a comparatively lower 11.67% annualized return.
XDPE.DE
- 1D
- 0.19%
- 1M
- -1.02%
- 6M
- 8.95%
- YTD
- 7.74%
- 1Y
- 17.57%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 10Y*
- 12.45%
XESC.DE
- 1D
- 0.00%
- 1M
- 5.24%
- 6M
- 10.86%
- YTD
- 11.96%
- 1Y
- 22.20%
- 3Y*
- 16.35%
- 5Y*
- 12.51%
- 10Y*
- 11.67%
XDPE.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDPE.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) | 7.74% | 15.08% | 22.74% | 23.31% | -21.95% | 28.44% | 15.08% | 27.18% | -8.63% | 18.89% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 11.96% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XDPE.DE and XESC.DE is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015 | 0.75 |
The correlation between XDPE.DE and XESC.DE has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XDPE.DE vs. XESC.DE — Risk / Return Rank
XDPE.DE
XESC.DE
XDPE.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.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.
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.
| XDPE.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.04 | -0.02 |
| Martin ratioReturn relative to average drawdown | 8.11 | 7.10 | +1.02 |
Loading charts...
Drawdowns
XDPE.DE vs. XESC.DE - Drawdown Comparison
The maximum XDPE.DE drawdown since its inception was -34.35%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XDPE.DE and XESC.DE.
Loading charts...
Drawdown Indicators
| XDPE.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.35% | -46.74% | +12.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -10.88% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -18.52% | -16.53% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.17% | -23.33% | -2.84% |
Max Drawdown (10Y)Largest decline over 10 years | -34.35% | -38.51% | +4.16% |
Current DrawdownCurrent decline from peak | -1.57% | 0.00% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -9.05% | +3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 3.13% | -0.97% |
Volatility
XDPE.DE vs. XESC.DE - Volatility Comparison
Xtrackers S&P 500 UCITS ETF EUR Hedged (Acc) (XDPE.DE) has a higher volatility of 4.08% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.86%. This indicates that XDPE.DE's price experiences larger fluctuations and is considered to be riskier than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XDPE.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.86% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 13.34% | -4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 16.07% | -3.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 17.58% | -1.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 17.93% | -1.65% |
XDPE.DE vs. XESC.DE - Expense Ratio Comparison
XDPE.DE has a 0.20% 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
XDPE.DE vs. XESC.DE - Dividend Comparison
Neither XDPE.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XDPE.DE and XESC.DE have a correlation of 0.67, 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 0.20% for XDPE.DE.
XDPE.DE is categorized as S&P 500, while XESC.DE is Europe Equities. XDPE.DE tracks S&P 500 Index (EUR Hedged), while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.20% for XDPE.DE and 0.09% for XESC.DE.
Find the right allocation for XDPE.DE and XESC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer