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XESC.DE vs. XSX6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XESC.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.DE). The values are adjusted to include any dividend payments, if applicable.

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XESC.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
-1.45%22.24%11.06%22.50%-8.87%23.54%-2.88%30.09%-12.09%10.25%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
1.24%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%

Returns By Period

In the year-to-date period, XESC.DE achieves a -1.45% return, which is significantly lower than XSX6.DE's 1.24% return. Over the past 10 years, XESC.DE has outperformed XSX6.DE with an annualized return of 9.98%, while XSX6.DE has yielded a comparatively lower 8.94% annualized return.


XESC.DE

1D
-0.63%
1M
-1.12%
YTD
-1.45%
6M
1.37%
1Y
10.47%
3Y*
12.96%
5Y*
10.71%
10Y*
9.98%

XSX6.DE

1D
-0.17%
1M
-0.86%
YTD
1.24%
6M
5.95%
1Y
14.31%
3Y*
12.38%
5Y*
9.61%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XESC.DE vs. XSX6.DE - Expense Ratio Comparison

XESC.DE has a 0.09% expense ratio, which is lower than XSX6.DE's 0.20% 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%.


Return for Risk

XESC.DE vs. XSX6.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: 3434
Overall Rank
XESC.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 2727
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 4444
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 5353
Overall Rank
XSX6.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 6363
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. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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.DEXSX6.DEDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.94

-0.34

Sortino ratio

Return per unit of downside risk

0.91

1.28

-0.37

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

1.34

1.84

-0.50

Martin ratio

Return relative to average drawdown

4.95

7.39

-2.45

XESC.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current XESC.DE Sharpe Ratio is 0.60, which is lower than the XSX6.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XESC.DE and XSX6.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XESC.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.94

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.67

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.57

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.58

-0.28

Correlation

The correlation between XESC.DE and XSX6.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XESC.DE vs. XSX6.DE - Dividend Comparison

Neither XESC.DE nor XSX6.DE has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XESC.DE vs. XSX6.DE - Drawdown Comparison

The maximum XESC.DE drawdown since its inception was -45.38%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XESC.DE and XSX6.DE.


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Drawdown Indicators


XESC.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.38%

-36.05%

-9.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-10.14%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-20.84%

-2.49%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

-36.05%

-2.46%

Current Drawdown

Current decline from peak

-7.56%

-5.45%

-2.11%

Average Drawdown

Average peak-to-trough decline

-8.44%

-5.30%

-3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.36%

+0.59%

Volatility

XESC.DE vs. XSX6.DE - Volatility Comparison

Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 6.36% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 5.71%. This indicates that XESC.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

5.71%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

9.14%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

15.21%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

14.25%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.21%

15.57%

+2.64%