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

Performance

XESC.DE vs. DBXD.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 DAX UCITS ETF 1C (DBXD.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 DBXD.DE's 1.35% return. Over the past 10 years, XESC.DE has outperformed DBXD.DE with an annualized return of 10.49%, while DBXD.DE has yielded a comparatively lower 8.92% 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%

DBXD.DE

1D
0.50%
1M
2.02%
YTD
1.35%
6M
3.97%
1Y
2.31%
3Y*
15.51%
5Y*
9.16%
10Y*
8.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESC.DE vs. DBXD.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%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
1.35%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%12.12%

Correlation

The correlation between XESC.DE and DBXD.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.92

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

0.94

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

0.94

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

0.93

The correlation between XESC.DE and DBXD.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

XESC.DE vs. DBXD.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

DBXD.DE
DBXD.DE Risk / Return Rank: 1111
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1212
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. DBXD.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 DAX UCITS ETF 1C (DBXD.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.DEDBXD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.18

1.04

+0.15

Calmar ratioReturn relative to maximum drawdown

1.45

0.19

+1.26

Martin ratioReturn relative to average drawdown

4.94

0.58

+4.36

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

The current XESC.DE Sharpe Ratio is 0.98, which is higher than the DBXD.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of XESC.DE and DBXD.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.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.14

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.53

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.48

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.31

+0.01

Drawdowns

XESC.DE vs. DBXD.DE - Drawdown Comparison

The maximum XESC.DE drawdown since its inception was -45.38%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for XESC.DE and DBXD.DE.


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Drawdown Indicators


XESC.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.38%

-54.98%

+9.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-12.28%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-15.92%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-26.70%

+3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

-38.83%

+0.32%

Current Drawdown

Current decline from peak

-0.53%

-2.23%

+1.70%

Average Drawdown

Average peak-to-trough decline

-8.39%

-11.34%

+2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.97%

-0.78%

Volatility

XESC.DE vs. DBXD.DE - Volatility Comparison

Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE) have volatilities of 4.90% and 5.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XESC.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

5.10%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

12.95%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

16.13%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

17.16%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

18.35%

-0.08%

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

Both XESC.DE and DBXD.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

XESC.DE vs. DBXD.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
DBXD.DE
Xtrackers DAX 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%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


With a correlation of 0.90, XESC.DE and DBXD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XESC.DE and DBXD.DE have the same expense ratio: 0.09% per year.

XESC.DE tracks MSCI EMU NR EUR, while DBXD.DE tracks DAX®.

Portfolio Optimizer

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