XESC.DE vs. ROX.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds - XESC.DE tracks the MSCI EMU NR EUR while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, XESC.DE returned 12.49%/yr vs 23.40%/yr for ROX.DE. At a 0.18 correlation, their price movements are largely independent. XESC.DE charges 0.09%/yr vs 1.38%/yr for ROX.DE.
Performance
XESC.DE vs. ROX.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XESC.DE achieves a 10.61% return, which is significantly lower than ROX.DE's 39.19% return.
XESC.DE
- 1D
- 0.00%
- 1M
- -0.14%
- 6M
- 6.37%
- YTD
- 10.61%
- 1Y
- 19.76%
- 3Y*
- 16.03%
- 5Y*
- 12.49%
- 10Y*
- 11.07%
ROX.DE
- 1D
- 0.49%
- 1M
- 15.08%
- 6M
- 23.72%
- YTD
- 39.19%
- 1Y
- 72.38%
- 3Y*
- 35.94%
- 5Y*
- 23.40%
- 10Y*
- —
XESC.DE vs. ROX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 10.61% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -10.48% |
ROX.DE Expat Romania BET UCITS ETF | 39.19% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -15.49% |
Correlation
The correlation between XESC.DE and ROX.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.18 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XESC.DE vs. ROX.DE — Risk / Return Rank
XESC.DE
ROX.DE
XESC.DE vs. ROX.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 Expat Romania BET UCITS ETF (ROX.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.
| XESC.DE | ROX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.62 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 9.10 | -7.29 |
| Martin ratioReturn relative to average drawdown | 6.37 | 28.32 | -21.95 |
Loading charts...
Drawdowns
XESC.DE vs. ROX.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -46.74%, which is greater than ROX.DE's maximum drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for XESC.DE and ROX.DE.
Loading charts...
Drawdown Indicators
| XESC.DE | ROX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.74% | -29.00% | -17.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -7.91% | -2.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -17.52% | +0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -19.51% | -3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | — | — |
Current DrawdownCurrent decline from peak | -1.98% | 0.00% | -1.98% |
Average DrawdownAverage peak-to-trough decline | -9.03% | -5.26% | -3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.55% | +0.56% |
Volatility
XESC.DE vs. ROX.DE - Volatility Comparison
The current volatility for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) is 3.98%, while Expat Romania BET UCITS ETF (ROX.DE) has a volatility of 5.07%. This indicates that XESC.DE experiences smaller price fluctuations and is considered to be less risky than ROX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XESC.DE | ROX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.98% | 5.07% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.36% | 13.79% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.09% | 19.33% | -3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.55% | 19.80% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 21.02% | -3.11% |
XESC.DE vs. ROX.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than ROX.DE's 1.38% expense ratio.
Dividends
XESC.DE vs. ROX.DE - Dividend Comparison
Neither XESC.DE nor ROX.DE has paid dividends to shareholders.
Frequently Asked Questions
XESC.DE and ROX.DE have a correlation of 0.08, 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 1.38% for ROX.DE.
XESC.DE tracks MSCI EMU NR EUR, while ROX.DE tracks BET Index. They also come from different issuers: Xtrackers and Expat. Their fees differ too: 0.09% for XESC.DE and 1.38% for ROX.DE.
Find the right allocation for XESC.DE and ROX.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer