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

Performance

XESC.DE vs. XQUA.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XESC.DE
XESC.DE Risk / Return Rank: 4444
Overall Rank
XESC.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 4646
Martin Ratio Rank

XQUA.DE
XQUA.DE Risk / Return Rank: 5252
Overall Rank
XQUA.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XQUA.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
XQUA.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XQUA.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
XQUA.DE Martin Ratio Rank: 4848
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. 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.DEXQUA.DEDifference
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

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

The current XESC.DE Sharpe Ratio is 1.33, which is comparable to the XQUA.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of XESC.DE and XQUA.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. 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.DEXQUA.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.71%

-3.63%

+1.92%

Average Drawdown

Average peak-to-trough decline

-9.06%

-8.29%

-0.77%

Ulcer Index

Depth 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.DEXQUA.DEDifference

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%.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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