XESC.L vs. MSCI
Compare and contrast key facts about Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) and MSCI Inc. (MSCI).
XESC.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Aug 29, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XESC.L or MSCI.
Key characteristics
| XESC.L | MSCI | |
|---|---|---|
| YTD Return | 6.96% | -0.76% |
| 1Y Return | 15.64% | 5.60% |
| 3Y Return (Ann) | 8.63% | -3.67% |
| 5Y Return (Ann) | 8.43% | 19.97% |
| 10Y Return (Ann) | 7.95% | 29.16% |
| Sharpe Ratio | 1.20 | 0.22 |
| Daily Std Dev | 13.07% | 28.04% |
| Max Drawdown | -34.48% | -69.06% |
| Current Drawdown | -5.57% | -15.14% |
Correlation
The correlation between XESC.L and MSCI is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XESC.L vs. MSCI - Performance Comparison
In the year-to-date period, XESC.L achieves a 6.96% return, which is significantly higher than MSCI's -0.76% return. Over the past 10 years, XESC.L has underperformed MSCI with an annualized return of 7.95%, while MSCI has yielded a comparatively higher 29.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XESC.L vs. MSCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) and MSCI Inc. (MSCI). 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.
Dividends
XESC.L vs. MSCI - Dividend Comparison
XESC.L has not paid dividends to shareholders, while MSCI's dividend yield for the trailing twelve months is around 1.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.L 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% |
MSCI MSCI Inc. | 1.11% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% |
Drawdowns
XESC.L vs. MSCI - Drawdown Comparison
The maximum XESC.L drawdown since its inception was -34.48%, smaller than the maximum MSCI drawdown of -69.06%. Use the drawdown chart below to compare losses from any high point for XESC.L and MSCI. For additional features, visit the drawdowns tool.
Volatility
XESC.L vs. MSCI - Volatility Comparison
Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.L) and MSCI Inc. (MSCI) have volatilities of 4.21% and 4.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.