XESC.DE vs. XDW0.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, XESC.DE returned 10.49%/yr vs 9.20%/yr for XDW0.DE. At a 0.42 correlation, their price movements are largely independent. XESC.DE charges 0.09%/yr vs 0.25%/yr for XDW0.DE.
Performance
XESC.DE vs. XDW0.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 lower than XDW0.DE's 32.75% return. Over the past 10 years, XESC.DE has outperformed XDW0.DE with an annualized return of 10.49%, while XDW0.DE has yielded a comparatively lower 9.20% 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%
XDW0.DE
- 1D
- -0.47%
- 1M
- -0.80%
- YTD
- 32.75%
- 6M
- 29.37%
- 1Y
- 45.08%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
XESC.DE vs. XDW0.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% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between XESC.DE and XDW0.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.42 |
The correlation between XESC.DE and XDW0.DE shifts across timeframes, from -0.15 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XESC.DE vs. XDW0.DE — Risk / Return Rank
XESC.DE
XDW0.DE
XESC.DE vs. XDW0.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 World Energy UCITS ETF 1C (XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.98 | -1.54 |
| Martin ratioReturn relative to average drawdown | 4.94 | 9.92 | -4.98 |
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 | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.10 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.84 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.35 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.37 | -0.04 |
Drawdowns
XESC.DE vs. XDW0.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -45.38%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for XESC.DE and XDW0.DE.
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Drawdown Indicators
| XESC.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.38% | -61.44% | +16.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -15.05% | +4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -23.71% | +7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -23.71% | +0.38% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -61.44% | +22.93% |
Current DrawdownCurrent decline from peak | -0.53% | -7.38% | +6.85% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -13.84% | +5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 4.53% | -1.34% |
Volatility
XESC.DE vs. XDW0.DE - Volatility Comparison
The current volatility for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) is 4.90%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that XESC.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 6.96% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 18.42% | -5.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 21.48% | -5.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 24.04% | -6.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 26.02% | -7.75% |
XESC.DE vs. XDW0.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than XDW0.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. XDW0.DE - Dividend Comparison
Neither XESC.DE nor XDW0.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy 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 XDW0.DE have a correlation of -0.15, 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 XDW0.DE.
XESC.DE is categorized as Europe Equities, while XDW0.DE is Energy Equities. XESC.DE tracks MSCI EMU NR EUR, while XDW0.DE tracks MSCI World/Energy NR USD. Their fees differ too: 0.09% for XESC.DE and 0.25% for XDW0.DE.
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