XDWS.DE vs. XESC.DE
XDWS.DE (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDWS.DE is a Consumer Staples 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, XDWS.DE returned 5.93%/yr vs 11.71%/yr for XESC.DE. A 0.50 correlation means they provide meaningful diversification when combined. XDWS.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XDWS.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.DE achieves a 10.89% return, which is significantly higher than XESC.DE's 10.22% return. Over the past 10 years, XDWS.DE has underperformed XESC.DE with an annualized return of 5.93%, while XESC.DE has yielded a comparatively higher 11.71% annualized return.
XDWS.DE
- 1D
- 0.68%
- 1M
- 2.46%
- YTD
- 10.89%
- 6M
- 11.80%
- 1Y
- 11.27%
- 3Y*
- 5.79%
- 5Y*
- 6.11%
- 10Y*
- 5.93%
XESC.DE
- 1D
- 0.00%
- 1M
- 3.37%
- YTD
- 10.22%
- 6M
- 11.12%
- 1Y
- 22.51%
- 3Y*
- 16.49%
- 5Y*
- 11.96%
- 10Y*
- 11.71%
XDWS.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.DE Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 10.89% | -3.35% | 12.59% | -1.54% | -0.07% | 22.38% | -1.93% | 25.90% | -5.86% | 2.82% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 10.22% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XDWS.DE and XESC.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 22, 2010 | 0.50 |
Over the past year, the correlation between XDWS.DE and XESC.DE has dropped to 0.06 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
XDWS.DE vs. XESC.DE — Risk / Return Rank
XDWS.DE
XESC.DE
XDWS.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.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.
| XDWS.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.26 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 2.07 | -0.79 |
| Martin ratioReturn relative to average drawdown | 2.81 | 7.20 | -4.39 |
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Drawdowns
XDWS.DE vs. XESC.DE - Drawdown Comparison
The maximum XDWS.DE drawdown since its inception was -36.24%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XDWS.DE and XESC.DE.
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Drawdown Indicators
| XDWS.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.24% | -46.74% | +10.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.79% | -10.88% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -11.90% | -16.53% | +4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -12.45% | -23.33% | +10.88% |
Max Drawdown (10Y)Largest decline over 10 years | -24.41% | -38.51% | +14.10% |
Current DrawdownCurrent decline from peak | -1.89% | -0.89% | -1.00% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -9.06% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 3.13% | +0.87% |
Volatility
XDWS.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.DE) has a higher volatility of 4.51% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.56%. This indicates that XDWS.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
| XDWS.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 3.56% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 10.42% | 13.25% | -2.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.42% | 16.01% | -3.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.43% | 17.56% | -6.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 17.96% | -4.64% |
XDWS.DE vs. XESC.DE - Expense Ratio Comparison
XDWS.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
XDWS.DE vs. XESC.DE - Dividend Comparison
Neither XDWS.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWS.DE and XESC.DE have a correlation of 0.06, 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 XDWS.DE.
XDWS.DE is categorized as Consumer Staples Equities, while XESC.DE is Europe Equities. XDWS.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 XDWS.DE and 0.09% for XESC.DE.
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