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

Performance

XESC.DE vs. VVSM.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 VanEck Semiconductor UCITS ETF (VVSM.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 lower than VVSM.DE's 88.80% return.


XESC.DE

1D
0.76%
1M
3.14%
YTD
7.20%
6M
8.64%
1Y
18.16%
3Y*
15.59%
5Y*
11.50%
10Y*
10.49%

VVSM.DE

1D
5.78%
1M
14.92%
YTD
88.80%
6M
94.46%
1Y
164.58%
3Y*
55.11%
5Y*
38.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
7.20%22.24%11.06%22.50%-8.87%23.54%2.37%
VVSM.DE
VanEck Semiconductor UCITS ETF
88.80%33.22%31.47%70.20%-32.79%58.38%-15.76%

Correlation

The correlation between XESC.DE and VVSM.DE is 0.54, 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

0.54

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

0.55

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

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2020

0.61

The correlation between XESC.DE and VVSM.DE has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.

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Return for Risk

XESC.DE vs. VVSM.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

VVSM.DE
VVSM.DE Risk / Return Rank: 9797
Overall Rank
VVSM.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VVSM.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
VVSM.DE Omega Ratio Rank: 9494
Omega Ratio Rank
VVSM.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
VVSM.DE Martin Ratio Rank: 9898
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. VVSM.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 VanEck Semiconductor UCITS ETF (VVSM.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.DEVVSM.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.84

Sortino ratioReturn per unit of downside risk

-3.39

Omega ratioGain probability vs. loss probability

1.18

1.63

-0.45

Calmar ratioReturn relative to maximum drawdown

1.45

13.76

-12.31

Martin ratioReturn relative to average drawdown

4.94

44.81

-39.87

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

The current XESC.DE Sharpe Ratio is 0.98, which is lower than the VVSM.DE Sharpe Ratio of 4.82. The chart below compares the historical Sharpe Ratios of XESC.DE and VVSM.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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Drawdowns

XESC.DE vs. VVSM.DE - Drawdown Comparison

The maximum XESC.DE drawdown since its inception was -45.93%, which is greater than VVSM.DE's maximum drawdown of -37.65%. Use the drawdown chart below to compare losses from any high point for XESC.DE and VVSM.DE.


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Drawdown Indicators


XESC.DEVVSM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.93%

-37.65%

-8.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-11.65%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

-37.52%

+20.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-37.65%

+14.32%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

Current Drawdown

Current decline from peak

-0.53%

-1.32%

+0.79%

Average Drawdown

Average peak-to-trough decline

-8.57%

-10.48%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

3.58%

-0.39%

Volatility

XESC.DE vs. VVSM.DE - Volatility Comparison

The current volatility for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) is 4.90%, while VanEck Semiconductor UCITS ETF (VVSM.DE) has a volatility of 13.48%. This indicates that XESC.DE experiences smaller price fluctuations and is considered to be less risky than VVSM.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.DEVVSM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.90%

13.48%

-8.58%

Volatility (6M)

Calculated over the trailing 6-month period

13.02%

26.15%

-13.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

33.27%

-17.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

31.43%

-13.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

31.86%

-13.59%

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

XESC.DE has a 0.09% expense ratio, which is lower than VVSM.DE's 0.35% expense ratio.


Dividends

XESC.DE vs. VVSM.DE - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
VVSM.DE
VanEck Semiconductor 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 VVSM.DE have a correlation of 0.54, 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 0.35% for VVSM.DE.

XESC.DE is categorized as Europe Equities, while VVSM.DE is Semiconductors. XESC.DE tracks MSCI EMU NR EUR, while VVSM.DE tracks MVIS US Listed Semiconductor 10% Capped ESG Index. They also come from different issuers: Xtrackers and VanEck. Their fees differ too: 0.09% for XESC.DE and 0.35% for VVSM.DE.

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