XESC.DE vs. XY4P.DE
XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) and XY4P.DE (Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF) are both exchange-traded funds - XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while XY4P.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus. Both are passively managed. Over the past 10 years, XESC.DE returned 10.49%/yr vs 0.56%/yr for XY4P.DE. At a 0.22 correlation, their price movements are largely independent. XESC.DE charges 0.09%/yr vs 0.15%/yr for XY4P.DE.
Performance
XESC.DE vs. XY4P.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 higher than XY4P.DE's -0.03% return. Over the past 10 years, XESC.DE has outperformed XY4P.DE with an annualized return of 10.49%, while XY4P.DE has yielded a comparatively lower 0.56% annualized return.
XESC.DE
- 1D
- 0.76%
- 1M
- 1.88%
- YTD
- 7.20%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XY4P.DE
- 1D
- 0.06%
- 1M
- -0.03%
- YTD
- -0.03%
- 6M
- 0.03%
- 1Y
- 0.60%
- 3Y*
- 3.35%
- 5Y*
- -1.34%
- 10Y*
- 0.56%
XESC.DE vs. XY4P.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% |
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF | -0.03% | 1.69% | 3.52% | 8.01% | -17.35% | -2.95% | 5.93% | 9.55% | -0.61% | 0.53% |
Correlation
The correlation between XESC.DE and XY4P.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2010 | 0.22 |
Over the past year, XESC.DE and XY4P.DE have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.
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Return for Risk
XESC.DE vs. XY4P.DE — Risk / Return Rank
XESC.DE
XY4P.DE
XESC.DE vs. XY4P.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 iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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 | XY4P.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.92 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.01 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.07 | +1.38 |
| Martin ratioReturn relative to average drawdown | 4.94 | 0.19 | +4.74 |
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 | XY4P.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.06 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | -0.20 | +0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.09 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.40 | -0.07 |
Drawdowns
XESC.DE vs. XY4P.DE - Drawdown Comparison
The maximum XESC.DE drawdown since its inception was -45.38%, which is greater than XY4P.DE's maximum drawdown of -20.52%. Use the drawdown chart below to compare losses from any high point for XESC.DE and XY4P.DE.
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Drawdown Indicators
| XESC.DE | XY4P.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.38% | -20.52% | -24.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -3.95% | -6.93% |
Max Drawdown (3Y)Largest decline over 3 years | -16.53% | -4.07% | -12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.33% | -20.11% | -3.22% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -20.52% | -17.99% |
Current DrawdownCurrent decline from peak | -0.53% | -9.19% | +8.66% |
Average DrawdownAverage peak-to-trough decline | -8.39% | -5.49% | -2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 1.43% | +1.76% |
Volatility
XESC.DE vs. XY4P.DE - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a higher volatility of 4.90% compared to Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) at 1.77%. This indicates that XESC.DE's price experiences larger fluctuations and is considered to be riskier than XY4P.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 | XY4P.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 1.77% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 3.88% | +9.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.01% | 4.57% | +11.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 6.49% | +11.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 6.49% | +11.78% |
XESC.DE vs. XY4P.DE - Expense Ratio Comparison
XESC.DE has a 0.09% expense ratio, which is lower than XY4P.DE's 0.15% 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. XY4P.DE - Dividend Comparison
Neither XESC.DE nor XY4P.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% |
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus 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% |
Frequently Asked Questions
XESC.DE and XY4P.DE have a correlation of 0.44, 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 0.15% for XY4P.DE.
XESC.DE is categorized as Europe Equities, while XY4P.DE is European Government Bonds. XESC.DE tracks MSCI EMU NR EUR, while XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus. Their fees differ too: 0.09% for XESC.DE and 0.15% for XY4P.DE.
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