PortfoliosLab logoPortfoliosLab logo
XDWU.DE vs. XESC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWU.DE vs. XESC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XDWU.DE achieves a 12.38% return, which is significantly higher than XESC.DE's 9.31% return. Over the past 10 years, XDWU.DE has underperformed XESC.DE with an annualized return of 8.86%, while XESC.DE has yielded a comparatively higher 11.87% annualized return.


XDWU.DE

1D
0.56%
1M
1.97%
YTD
12.38%
6M
13.24%
1Y
21.63%
3Y*
14.42%
5Y*
11.25%
10Y*
8.86%

XESC.DE

1D
0.00%
1M
2.56%
YTD
9.31%
6M
10.20%
1Y
21.31%
3Y*
16.40%
5Y*
11.78%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWU.DE vs. XESC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWU.DE
Xtrackers MSCI World Utilities UCITS ETF 1C
12.38%11.38%19.84%-3.21%2.24%19.80%-4.88%25.27%6.79%-0.21%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
9.31%22.24%11.06%22.50%-8.87%23.54%-2.88%30.09%-12.09%10.25%

Correlation

The correlation between XDWU.DE and XESC.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.21

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

0.29

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

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2010

0.45

Over the past year, the correlation between XDWU.DE and XESC.DE has dropped to 0.21 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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

XDWU.DE vs. XESC.DE — Risk / Return Rank

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

XDWU.DE
XDWU.DE Risk / Return Rank: 5555
Overall Rank
XDWU.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XDWU.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XDWU.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XDWU.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
XDWU.DE Martin Ratio Rank: 5050
Martin Ratio Rank

XESC.DE
XESC.DE Risk / Return Rank: 4444
Overall Rank
XESC.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 4646
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.

XDWU.DE vs. XESC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.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.


XDWU.DEXESC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.95

1.96

+0.99

Martin ratioReturn relative to average drawdown

7.42

6.81

+0.61

XDWU.DE vs. XESC.DE - Sharpe Ratio Comparison

The current XDWU.DE Sharpe Ratio is 1.67, which is comparable to the XESC.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of XDWU.DE and XESC.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.


Loading charts...

Drawdowns

XDWU.DE vs. XESC.DE - Drawdown Comparison

The maximum XDWU.DE drawdown since its inception was -42.00%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XDWU.DE and XESC.DE.


Loading charts...

Drawdown Indicators


XDWU.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.00%

-46.74%

+4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-10.88%

+3.58%

Max Drawdown (3Y)

Largest decline over 3 years

-12.69%

-16.53%

+3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-23.26%

-23.33%

+0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-33.61%

-38.51%

+4.90%

Current Drawdown

Current decline from peak

-1.56%

-1.71%

+0.15%

Average Drawdown

Average peak-to-trough decline

-12.47%

-9.06%

-3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.13%

-0.22%

Volatility

XDWU.DE vs. XESC.DE - Volatility Comparison

Xtrackers MSCI World Utilities UCITS ETF 1C (XDWU.DE) has a higher volatility of 4.22% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.52%. This indicates that XDWU.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


XDWU.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

3.52%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

13.23%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

13.00%

16.03%

-3.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

17.56%

-3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

17.98%

+0.02%

XDWU.DE vs. XESC.DE - Expense Ratio Comparison

XDWU.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

XDWU.DE vs. XESC.DE - Dividend Comparison

Neither XDWU.DE nor XESC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDWU.DE and XESC.DE have a correlation of 0.21, 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 XDWU.DE.

XDWU.DE is categorized as Utilities Equities, while XESC.DE is Europe Equities. XDWU.DE tracks MSCI World/Utilities NR USD, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XDWU.DE and 0.09% for XESC.DE.

Portfolio Optimizer

Find the right allocation for XDWU.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