XESC.DE vs. EUN0.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) are both Europe Equities funds - XESC.DE tracks the MSCI EMU NR EUR while EUN0.DE tracks the MSCI Europe Minimum Volatility. Both are passively managed. Over the past 10 years, XESC.DE returned 10.49%/yr vs 6.66%/yr for EUN0.DE. Their correlation of 0.81 suggests significant overlap in exposure. XESC.DE charges 0.09%/yr vs 0.25%/yr for EUN0.DE.
Performance
XESC.DE vs. EUN0.DE - Performance Comparison
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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 EUN0.DE's 5.60% return. Over the past 10 years, XESC.DE has outperformed EUN0.DE with an annualized return of 10.49%, while EUN0.DE has yielded a comparatively lower 6.66% 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%
EUN0.DE
- 1D
- 0.54%
- 1M
- 0.57%
- YTD
- 5.60%
- 6M
- 6.91%
- 1Y
- 5.46%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
XESC.DE vs. EUN0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | -4.02% | 24.17% | -4.36% | 9.14% |
Correlation
The correlation between XESC.DE and EUN0.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2013 | 0.81 |
The correlation between XESC.DE and EUN0.DE shifts across timeframes, from 0.64 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XESC.DE vs. EUN0.DE — Risk / Return Rank
XESC.DE
EUN0.DE
XESC.DE vs. EUN0.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 iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.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.DE | EUN0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.11 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.76 | +0.69 |
| Martin ratioReturn relative to average drawdown | 4.94 | 1.97 | +2.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XESC.DE | EUN0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.62 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.66 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.53 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.63 | -0.31 |
Drawdowns
XESC.DE vs. EUN0.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -45.38%, which is greater than EUN0.DE's maximum drawdown of -30.68%. Use the drawdown chart below to compare losses from any high point for XESC.DE and EUN0.DE.
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Drawdown Indicators
| XESC.DE | EUN0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.38% | -30.68% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -7.16% | -3.72% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -10.73% | -5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -19.64% | -3.69% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -30.68% | -7.83% |
Current DrawdownCurrent decline from peak | -0.53% | -3.12% | +2.59% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -4.69% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 2.76% | +0.43% |
Volatility
XESC.DE vs. EUN0.DE - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 4.90% compared to iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) at 3.03%. This indicates that XESC.DE's price experiences larger fluctuations and is considered to be riskier than EUN0.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.DE | EUN0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 3.03% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 7.20% | +5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 8.77% | +7.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 11.02% | +6.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 12.51% | +5.76% |
XESC.DE vs. EUN0.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than EUN0.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XESC.DE vs. EUN0.DE - Dividend Comparison
Neither XESC.DE nor EUN0.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility 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 EUN0.DE have a correlation of 0.64, 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 EUN0.DE.
XESC.DE tracks MSCI EMU NR EUR, while EUN0.DE tracks MSCI Europe Minimum Volatility. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XESC.DE and 0.25% for EUN0.DE.
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