XESC.DE vs. XQUA.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and XQUA.DE (Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D) are both exchange-traded funds - XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while XQUA.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD. Both are passively managed. Over the past 10 years, XESC.DE returned 11.87%/yr vs 1.85%/yr for XQUA.DE. At a 0.22 correlation, their price movements are largely independent. XESC.DE charges 0.09%/yr vs 0.45%/yr for XQUA.DE.
Performance
XESC.DE vs. XQUA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XESC.DE achieves a 9.31% return, which is significantly higher than XQUA.DE's 4.67% return. Over the past 10 years, XESC.DE has outperformed XQUA.DE with an annualized return of 11.87%, while XQUA.DE has yielded a comparatively lower 1.85% annualized return.
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XQUA.DE
- 1D
- 0.00%
- 1M
- 3.31%
- YTD
- 4.67%
- 6M
- 5.02%
- 1Y
- 9.87%
- 3Y*
- 3.51%
- 5Y*
- 0.78%
- 10Y*
- 1.85%
XESC.DE vs. XQUA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 4.67% | -1.36% | 5.24% | 3.95% | -12.55% | 6.78% | -2.76% | 17.84% | 1.06% | -5.20% |
Correlation
The correlation between XESC.DE and XQUA.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 6, 2016 | 0.22 |
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Return for Risk
XESC.DE vs. XQUA.DE — Risk / Return Rank
XESC.DE
XQUA.DE
XESC.DE vs. XQUA.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 ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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 | XQUA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.96 | 2.42 | -0.46 |
| Martin ratioReturn relative to average drawdown | 6.81 | 7.35 | -0.54 |
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Drawdowns
XESC.DE vs. XQUA.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -46.74%, which is greater than XQUA.DE's maximum drawdown of -20.21%. Use the drawdown chart below to compare losses from any high point for XESC.DE and XQUA.DE.
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Drawdown Indicators
| XESC.DE | XQUA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.74% | -20.21% | -26.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -4.06% | -6.82% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -11.47% | -5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -16.16% | -7.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -20.21% | -18.30% |
Current DrawdownCurrent decline from peak | -1.71% | -3.63% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -9.06% | -8.29% | -0.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.34% | +1.79% |
Volatility
XESC.DE vs. XQUA.DE - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 3.52% compared to Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) at 1.23%. This indicates that XESC.DE's price experiences larger fluctuations and is considered to be riskier than XQUA.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 | XQUA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | 1.23% | +2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.23% | 3.82% | +9.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 6.22% | +9.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 8.34% | +9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 8.83% | +9.15% |
XESC.DE vs. XQUA.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than XQUA.DE's 0.45% expense ratio.
Dividends
XESC.DE vs. XQUA.DE - Dividend Comparison
XESC.DE has not paid dividends to shareholders, while XQUA.DE's dividend yield for the trailing twelve months is around 4.45%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 4.45% | 4.80% | 4.40% | 4.34% | 7.07% | 3.83% | 4.92% | 4.19% | 3.08% | 3.74% |
Frequently Asked Questions
XESC.DE and XQUA.DE have a correlation of 0.14, 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 0.45% for XQUA.DE.
XESC.DE is categorized as Europe Equities, while XQUA.DE is Emerging Markets Bonds. XESC.DE tracks MSCI EMU NR EUR, while XQUA.DE tracks JPM EMBI Global Diversified TR USD. Their fees differ too: 0.09% for XESC.DE and 0.45% for XQUA.DE.
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