XESC.DE vs. XDG6.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and XDG6.DE (Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C) are both exchange-traded funds - XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while XDG6.DE is a Water Equities fund tracking the MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select. Both are passively managed. Over the past 3 years, XESC.DE returned 15.59%/yr vs -0.40%/yr for XDG6.DE. A 0.54 correlation means they provide meaningful diversification when combined. XESC.DE charges 0.09%/yr vs 0.35%/yr for XDG6.DE.
Performance
XESC.DE vs. XDG6.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 XDG6.DE's -2.76% 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%
XDG6.DE
- 1D
- -0.16%
- 1M
- -0.31%
- YTD
- -2.76%
- 6M
- -2.57%
- 1Y
- -5.66%
- 3Y*
- -0.40%
- 5Y*
- —
- 10Y*
- —
XESC.DE vs. XDG6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 10.87% |
XDG6.DE Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C | -2.76% | -6.75% | 5.72% | 3.49% |
Correlation
The correlation between XESC.DE and XDG6.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023 | 0.54 |
The correlation between XESC.DE and XDG6.DE has been stable across timeframes, ranging from 0.50 to 0.54 - a consistent structural relationship.
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Return for Risk
XESC.DE vs. XDG6.DE — Risk / Return Rank
XESC.DE
XDG6.DE
XESC.DE vs. XDG6.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 Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.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 | XDG6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.44 | ||
| Sortino ratioReturn per unit of downside risk | +2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.93 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | -0.62 | +2.06 |
| Martin ratioReturn relative to average drawdown | 4.94 | -1.28 | +6.22 |
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 | XDG6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | -0.46 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | -0.02 | +0.34 |
Drawdowns
XESC.DE vs. XDG6.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -45.38%, which is greater than XDG6.DE's maximum drawdown of -17.80%. Use the drawdown chart below to compare losses from any high point for XESC.DE and XDG6.DE.
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Drawdown Indicators
| XESC.DE | XDG6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.38% | -17.80% | -27.58% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -9.14% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -17.80% | +1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | — | — |
Current DrawdownCurrent decline from peak | -0.53% | -15.65% | +15.12% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -6.37% | -2.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 4.41% | -1.22% |
Volatility
XESC.DE vs. XDG6.DE - Volatility Comparison
The current volatility for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) is 4.90%, while Xtrackers MSCI Global SDG 6 Clean Water & Sanitation UCITS ETF 1C (XDG6.DE) has a volatility of 7.49%. This indicates that XESC.DE experiences smaller price fluctuations and is considered to be less risky than XDG6.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 | XDG6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 7.49% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 10.27% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 12.26% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 11.80% | +5.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 11.80% | +6.47% |
XESC.DE vs. XDG6.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than XDG6.DE's 0.35% expense ratio.
Dividends
XESC.DE vs. XDG6.DE - Dividend Comparison
Neither XESC.DE nor XDG6.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDG6.DE Xtrackers MSCI Global SDG 6 Clean Water & Sanitation 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
XESC.DE and XDG6.DE have a correlation of 0.50, 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 XDG6.DE.
XESC.DE is categorized as Europe Equities, while XDG6.DE is Water Equities. XESC.DE tracks MSCI EMU NR EUR, while XDG6.DE tracks MSCI ACWI IMI SDG 6 Clean Water and Sanitation Select. Their fees differ too: 0.09% for XESC.DE and 0.35% for XDG6.DE.
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