XDWC.DE vs. XESC.DE
XDWC.DE (Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDWC.DE is a Consumer Discretionary Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XDWC.DE returned 10.79%/yr vs 10.49%/yr for XESC.DE. A 0.71 correlation means they provide meaningful diversification when combined. XDWC.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XDWC.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWC.DE achieves a -1.81% return, which is significantly lower than XESC.DE's 7.20% return. Both investments have delivered pretty close results over the past 10 years, with XDWC.DE having a 10.79% annualized return and XESC.DE not far behind at 10.49%.
XDWC.DE
- 1D
- 0.60%
- 1M
- -0.32%
- YTD
- -1.81%
- 6M
- -1.64%
- 1Y
- 6.47%
- 3Y*
- 9.81%
- 5Y*
- 5.80%
- 10Y*
- 10.79%
XESC.DE
- 1D
- 0.76%
- 1M
- 1.88%
- YTD
- 7.20%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XDWC.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWC.DE Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C | -1.81% | -4.03% | 29.38% | 31.32% | -29.77% | 27.54% | 24.23% | 30.98% | -2.57% | 8.58% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XDWC.DE and XESC.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.71 |
The correlation between XDWC.DE and XESC.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
XDWC.DE vs. XESC.DE — Risk / Return Rank
XDWC.DE
XESC.DE
XDWC.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.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.
| XDWC.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.18 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 1.45 | -1.01 |
| Martin ratioReturn relative to average drawdown | 1.20 | 4.94 | -3.74 |
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
| XDWC.DE | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 0.98 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.65 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.32 | +0.24 |
Drawdowns
XDWC.DE vs. XESC.DE - Drawdown Comparison
The maximum XDWC.DE drawdown since its inception was -35.13%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XDWC.DE and XESC.DE.
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Drawdown Indicators
| XDWC.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.13% | -45.38% | +10.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.75% | -10.88% | -3.87% |
Max Drawdown (3Y)Largest decline over 3 years | -28.08% | -16.53% | -11.55% |
Max Drawdown (5Y)Largest decline over 5 years | -33.47% | -23.33% | -10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -35.13% | -38.51% | +3.38% |
Current DrawdownCurrent decline from peak | -10.10% | -0.53% | -9.57% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -8.39% | +0.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 3.19% | +2.14% |
Volatility
XDWC.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C (XDWC.DE) has a higher volatility of 5.19% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 4.90%. This indicates that XDWC.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.
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Volatility by Period
| XDWC.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 4.90% | +0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.60% | 13.02% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 16.01% | +0.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.53% | 17.54% | +1.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.76% | 18.27% | +0.49% |
XDWC.DE vs. XESC.DE - Expense Ratio Comparison
XDWC.DE has a 0.25% 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
XDWC.DE vs. XESC.DE - Dividend Comparison
Neither XDWC.DE nor XESC.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWC.DE Xtrackers MSCI World Consumer Discretionary UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
Frequently Asked Questions
XDWC.DE and XESC.DE have a correlation of 0.62, 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 0.25% for XDWC.DE.
XDWC.DE is categorized as Consumer Discretionary Equities, while XESC.DE is Europe Equities. XDWC.DE tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XDWC.DE and 0.09% for XESC.DE.
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