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XESP.DE vs. ^STOXX
Performance
Return for Risk
Drawdowns
Volatility

Performance

XESP.DE vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESP.DE) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XESP.DE achieves a 7.33% return, which is significantly higher than ^STOXX's 5.45% return.


XESP.DE

1D
0.58%
1M
3.73%
YTD
7.33%
6M
11.53%
1Y
35.86%
3Y*
29.44%
5Y*
18.91%
10Y*

^STOXX

1D
0.52%
1M
2.42%
YTD
5.45%
6M
7.88%
1Y
13.33%
3Y*
10.73%
5Y*
6.65%
10Y*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XESP.DE vs. ^STOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XESP.DE
Xtrackers Spanish Equity UCITS ETF
7.33%58.64%14.65%26.79%-1.62%10.88%-10.20%15.86%-12.41%-1.69%
^STOXX
STOXX Europe 600 Index
5.45%16.66%5.98%12.73%-12.90%22.25%-4.04%23.16%-13.24%2.37%

Correlation

The correlation between XESP.DE and ^STOXX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2017

0.80

The correlation between XESP.DE and ^STOXX has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

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Return for Risk

XESP.DE vs. ^STOXX — Risk / Return Rank

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

XESP.DE
XESP.DE Risk / Return Rank: 6666
Overall Rank
XESP.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 6868
Martin Ratio Rank

^STOXX
^STOXX Risk / Return Rank: 4545
Overall Rank
^STOXX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4646
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4242
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
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.

XESP.DE vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESP.DE) and STOXX Europe 600 Index (^STOXX). 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.


XESP.DE^STOXXDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.31

Omega ratioGain probability vs. loss probability

1.38

1.20

+0.17

Calmar ratioReturn relative to maximum drawdown

3.51

1.37

+2.14

Martin ratioReturn relative to average drawdown

12.31

4.91

+7.40

XESP.DE vs. ^STOXX - Sharpe Ratio Comparison

The current XESP.DE Sharpe Ratio is 2.12, which is higher than the ^STOXX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of XESP.DE and ^STOXX, 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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Sharpe Ratios by Period


XESP.DE^STOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.07

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.47

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.31

+0.25

Drawdowns

XESP.DE vs. ^STOXX - Drawdown Comparison

The maximum XESP.DE drawdown since its inception was -39.02%, smaller than the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for XESP.DE and ^STOXX.


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Drawdown Indicators


XESP.DE^STOXXDifference

Max Drawdown

Largest peak-to-trough decline

-39.02%

-61.04%

+22.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-9.56%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.93%

-16.56%

+3.63%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-22.55%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-35.55%

Current Drawdown

Current decline from peak

-0.54%

-1.48%

+0.94%

Average Drawdown

Average peak-to-trough decline

-7.37%

-16.77%

+9.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.67%

+0.24%

Volatility

XESP.DE vs. ^STOXX - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESP.DE) has a higher volatility of 4.48% compared to STOXX Europe 600 Index (^STOXX) at 3.63%. This indicates that XESP.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XESP.DE^STOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

3.63%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.04%

10.21%

+3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.86%

12.22%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.68%

13.98%

+2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

15.31%

+3.47%

Frequently Asked Questions


XESP.DE and ^STOXX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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