XDWU.DE vs. XESC.DE
XDWU.DE (Xtrackers MSCI World Utilities UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XDWU.DE is a Utilities Equities fund tracking the MSCI World/Utilities NR USD, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XDWU.DE returned 8.86%/yr vs 11.87%/yr for XESC.DE. At a 0.45 correlation, their price movements are largely independent. XDWU.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XDWU.DE vs. XESC.DE - Performance Comparison
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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%
XDWU.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
XDWU.DE vs. XESC.DE — Risk / Return Rank
XDWU.DE
XESC.DE
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.DE | XESC.DE | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| XDWU.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.56% | -1.71% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -12.47% | -9.06% | -3.41% |
Ulcer IndexDepth 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.
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Volatility by Period
| XDWU.DE | XESC.DE | Difference | |
|---|---|---|---|
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.
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.
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