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XESC.DE vs. DBX4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XESC.DE vs. DBX4.DE

Last updated Jun 5, 2026

XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and DBX4.DE (Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF) are both exchange-traded funds - XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while DBX4.DE is a ESG fund tracking the MSCI EM EMEA Low Carbon SRI Selection Capped Index. Both are passively managed. Over the past 10 years, XESC.DE returned 10.49%/yr vs 6.92%/yr for DBX4.DE. A 0.59 correlation means they provide meaningful diversification when combined. XESC.DE charges 0.09%/yr vs 0.65%/yr for DBX4.DE.

Performance

XESC.DE vs. DBX4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XESC.DE achieves a 7.20% return, which is significantly higher than DBX4.DE's 2.42% return. Over the past 10 years, XESC.DE has outperformed DBX4.DE with an annualized return of 10.49%, while DBX4.DE has yielded a comparatively lower 6.92% annualized return.

XESC.DE

1D
0.76%
1M
4.61%
YTD
7.20%
6M
8.63%
1Y
15.79%
3Y*
15.59%
5Y*
11.50%
10Y*
10.49%

DBX4.DE

1D
-0.48%
1M
1.15%
YTD
2.42%
6M
8.92%
1Y
22.78%
3Y*
18.40%
5Y*
8.89%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESC.DE vs. DBX4.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
DBX4.DE
Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF		2.42%26.97%16.81%0.20%1.24%17.99%-15.66%17.52%-12.44%8.88%

Correlation

The correlation between XESC.DE and DBX4.DE is 0.65, 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

0.65

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

0.57

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

0.55

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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2008

0.59

The correlation between XESC.DE and DBX4.DE shifts across timeframes, from 0.54 (10 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.

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Xtrackers EURO STOXX 50 UCITS ETF 1C

Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF

Often compared with XESC.DE:
XESC.DE vs. LYP6.DEXESC.DE vs. XSX6.DEXESC.DE vs. SXRT.DEXESC.DE vs. IJPN.LXESC.DE vs. SCHGXESC.DE vs. IDWR.LXESC.DE vs. SXR8.DE
Often compared with DBX4.DE:
DBX4.DE vs. XDRE.DEDBX4.DE vs. V3YL.DEDBX4.DE vs. ZA30.DEDBX4.DE vs. V3YA.DEDBX4.DE vs. XZSP.DEDBX4.DE vs. QDVD.DEDBX4.DE vs. WELE.DE

Return for Risk

XESC.DE vs. DBX4.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XESC.DE
XESC.DE Risk / Return Rank: 3030
Overall Rank
XESC.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 3333
Martin Ratio Rank
DBX4.DE
DBX4.DE Risk / Return Rank: 3333
Overall Rank
DBX4.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
DBX4.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
DBX4.DE Omega Ratio Rank: 3434
Omega Ratio Rank
DBX4.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
DBX4.DE Martin Ratio Rank: 3232
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.

XESC.DE vs. DBX4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.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.

XESC.DEDBX4.DEDifference
Sharpe ratioReturn per unit of total volatility
0.98
1.13

-0.15

Sortino ratioReturn per unit of downside risk
1.54
1.78

-0.23

Omega ratioGain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratioReturn relative to maximum drawdown

1.45

1.54

-0.09

Martin ratioReturn relative to average drawdown

4.94

4.76

+0.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XESC.DE vs. DBX4.DE - Sharpe Ratio Comparison

The current XESC.DE Sharpe Ratio is 0.98, which is comparable to the DBX4.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XESC.DE and DBX4.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

XESC.DEDBX4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.13

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.52

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.37

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.11

+0.22

Drawdowns

XESC.DE vs. DBX4.DE - Drawdown Comparison

The maximum XESC.DE drawdown since its inception was -45.38%, smaller than the maximum DBX4.DE drawdown of -60.48%. Use the drawdown chart below to compare losses from any high point for XESC.DE and DBX4.DE.

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Drawdown Indicators

XESC.DEDBX4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.38%

-60.48%

+15.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-14.73%

+3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-16.82%

+0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-22.70%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

-40.52%

+2.01%

Current Drawdown

Current decline from peak

-0.53%

-7.60%

+7.07%

Average Drawdown

Average peak-to-trough decline

-8.39%

-16.01%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

4.77%

-1.58%

Volatility

XESC.DE vs. DBX4.DE - Volatility Comparison

The current volatility for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) is 4.90%, while Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF (DBX4.DE) has a volatility of 5.72%. This indicates that XESC.DE experiences smaller price fluctuations and is considered to be less risky than DBX4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XESC.DEDBX4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.72%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

17.36%

-4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

20.09%

-4.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

17.15%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

20.86%

-2.59%

XESC.DE vs. DBX4.DE - Expense Ratio Comparison

XESC.DE has a 0.09% expense ratio, which is lower than DBX4.DE's 0.65% expense ratio.

Dividends

XESC.DE vs. DBX4.DE - Dividend Comparison

Neither XESC.DE nor DBX4.DE has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DBX4.DE
Xtrackers MSCI EM Europe Middle East & Africa Swap UCITS ETF		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

XESC.DE and DBX4.DE have a correlation of 0.65, 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 0.65% for DBX4.DE.

XESC.DE is categorized as Europe Equities, while DBX4.DE is ESG. XESC.DE tracks MSCI EMU NR EUR, while DBX4.DE tracks MSCI EM EMEA Low Carbon SRI Selection Capped Index. Their fees differ too: 0.09% for XESC.DE and 0.65% for DBX4.DE.

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