XESC.DE vs. XSVT.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and XSVT.DE (Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C) are both exchange-traded funds - XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while XSVT.DE is a Commodities fund tracking the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Both are passively managed. Over the past 3 years, XESC.DE returned 15.59%/yr vs 16.36%/yr for XSVT.DE. At a 0.04 correlation, their price movements are largely independent. XESC.DE charges 0.09%/yr vs 0.29%/yr for XSVT.DE.
Performance
XESC.DE vs. XSVT.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 XSVT.DE's 21.63% 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%
XSVT.DE
- 1D
- -0.53%
- 1M
- 1.39%
- YTD
- 21.63%
- 6M
- 26.61%
- 1Y
- 43.07%
- 3Y*
- 16.36%
- 5Y*
- —
- 10Y*
- —
XESC.DE vs. XSVT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -5.25% |
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 21.63% | 14.36% | 15.10% | -12.67% | 14.63% |
Correlation
The correlation between XESC.DE and XSVT.DE is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022 | 0.04 |
The correlation between XESC.DE and XSVT.DE shifts across timeframes, from -0.11 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XESC.DE vs. XSVT.DE — Risk / Return Rank
XESC.DE
XSVT.DE
XESC.DE vs. XSVT.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 Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.41 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 4.58 | -3.14 |
| Martin ratioReturn relative to average drawdown | 4.94 | 10.89 | -5.95 |
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 | XSVT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 2.31 | -1.33 |
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 | 0.61 | -0.29 |
Drawdowns
XESC.DE vs. XSVT.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -45.38%, which is greater than XSVT.DE's maximum drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for XESC.DE and XSVT.DE.
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Drawdown Indicators
| XESC.DE | XSVT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.38% | -27.57% | -17.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -9.35% | -1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -15.97% | -0.56% |
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% | -1.81% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -14.41% | +6.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.95% | -0.76% |
Volatility
XESC.DE vs. XSVT.DE - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 4.90% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) at 4.33%. This indicates that XESC.DE's price experiences larger fluctuations and is considered to be riskier than XSVT.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 | XSVT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.33% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 15.57% | -2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 18.53% | -2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 18.83% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 18.83% | -0.56% |
XESC.DE vs. XSVT.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than XSVT.DE's 0.29% expense ratio.
Dividends
XESC.DE vs. XSVT.DE - Dividend Comparison
Neither XESC.DE nor XSVT.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSVT.DE Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XESC.DE and XSVT.DE have a correlation of -0.11, 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 0.29% for XSVT.DE.
XESC.DE is categorized as Europe Equities, while XSVT.DE is Commodities. XESC.DE tracks MSCI EMU NR EUR, while XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. Their fees differ too: 0.09% for XESC.DE and 0.29% for XSVT.DE.
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