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XECT.DE vs. XCTE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XECT.DE vs. XCTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XECT.DE having a 6.46% return and XCTE.DE slightly higher at 6.57%.


XECT.DE

1D
-0.56%
1M
4.21%
YTD
6.46%
6M
9.40%
1Y
14.72%
3Y*
11.71%
5Y*
10Y*

XCTE.DE

1D
-0.98%
1M
4.34%
YTD
6.57%
6M
8.30%
1Y
28.60%
3Y*
10.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XECT.DE vs. XCTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XECT.DE
Xtrackers MSCI Europe Climate Transition UCITS ETF 1C
6.46%16.87%7.18%7.63%
XCTE.DE
Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C
6.57%19.05%22.69%-17.73%

Correlation

The correlation between XECT.DE and XCTE.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.29

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Return for Risk

XECT.DE vs. XCTE.DE — Risk / Return Rank

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

XECT.DE
XECT.DE Risk / Return Rank: 3030
Overall Rank
XECT.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XECT.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XECT.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XECT.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XECT.DE Martin Ratio Rank: 3333
Martin Ratio Rank

XCTE.DE
XCTE.DE Risk / Return Rank: 2727
Overall Rank
XCTE.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XCTE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XCTE.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XCTE.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XCTE.DE Martin Ratio Rank: 1919
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.

XECT.DE vs. XCTE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.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.


XECT.DEXCTE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.21

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.31

1.22

+0.09

Martin ratioReturn relative to average drawdown

4.80

2.11

+2.69

XECT.DE vs. XCTE.DE - Sharpe Ratio Comparison

The current XECT.DE Sharpe Ratio is 1.08, which is comparable to the XCTE.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of XECT.DE and XCTE.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.


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Sharpe Ratios by Period


XECT.DEXCTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.95

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.13

+0.77

Drawdowns

XECT.DE vs. XCTE.DE - Drawdown Comparison

The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum XCTE.DE drawdown of -48.80%. Use the drawdown chart below to compare losses from any high point for XECT.DE and XCTE.DE.


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Drawdown Indicators


XECT.DEXCTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-48.80%

+32.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-23.30%

+12.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-31.31%

+14.68%

Current Drawdown

Current decline from peak

-2.31%

-12.16%

+9.85%

Average Drawdown

Average peak-to-trough decline

-2.28%

-25.75%

+23.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

13.50%

-10.44%

Volatility

XECT.DE vs. XCTE.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) is 5.02%, while Xtrackers Harvest MSCI China Tech 100 UCITS ETF 1C (XCTE.DE) has a volatility of 7.40%. This indicates that XECT.DE experiences smaller price fluctuations and is considered to be less risky than XCTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XECT.DEXCTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

7.40%

-2.38%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

15.04%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

13.52%

29.98%

-16.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

30.38%

-17.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

30.38%

-17.32%

XECT.DE vs. XCTE.DE - Expense Ratio Comparison

XECT.DE has a 0.12% expense ratio, which is lower than XCTE.DE's 0.44% expense ratio.


Dividends

XECT.DE vs. XCTE.DE - Dividend Comparison

Neither XECT.DE nor XCTE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XECT.DE and XCTE.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.44% for XCTE.DE.

XECT.DE is categorized as Europe Equities, while XCTE.DE is Technology Equities. XECT.DE tracks MSCI Europe NR EUR, while XCTE.DE tracks MSCI World/Information Tech NR USD. Their fees differ too: 0.12% for XECT.DE and 0.44% for XCTE.DE.

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