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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 14.86% return, which is significantly higher than ^STOXX's 7.15% return. Over the past 10 years, XESP.DE has outperformed ^STOXX with an annualized return of 14.03%, while ^STOXX has yielded a comparatively lower 7.03% annualized return.


XESP.DE

1D
0.87%
1M
6.89%
YTD
14.86%
6M
15.90%
1Y
48.43%
3Y*
32.37%
5Y*
20.37%
10Y*
14.03%

^STOXX

1D
0.08%
1M
1.14%
YTD
7.15%
6M
7.89%
1Y
18.28%
3Y*
11.91%
5Y*
6.78%
10Y*
7.03%
*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
14.86%58.64%14.63%26.81%-1.62%10.85%-10.20%15.89%-12.41%12.92%
^STOXX
STOXX Europe 600 Index
7.15%17.42%5.39%12.74%-13.06%22.10%-3.83%23.78%-13.61%7.68%

Correlation

The correlation between XESP.DE and ^STOXX is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.76

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

0.74

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

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2011

0.80

The correlation between XESP.DE and ^STOXX has been stable across timeframes, ranging from 0.74 to 0.80 - 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: 9090
Overall Rank
XESP.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 8888
Martin Ratio Rank

^STOXX
^STOXX Risk / Return Rank: 5151
Overall Rank
^STOXX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 5555
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 5656
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4343
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 5151
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+1.41

Sortino ratioReturn per unit of downside risk

+1.67

Omega ratioGain probability vs. loss probability

1.51

1.27

+0.23

Calmar ratioReturn relative to maximum drawdown

4.74

1.85

+2.89

Martin ratioReturn relative to average drawdown

16.84

6.73

+10.12

XESP.DE vs. ^STOXX - Sharpe Ratio Comparison

The current XESP.DE Sharpe Ratio is 2.85, which is higher than the ^STOXX Sharpe Ratio of 1.45. 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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Drawdowns

XESP.DE vs. ^STOXX - Drawdown Comparison

The maximum XESP.DE drawdown since its inception was -40.70%, smaller than the maximum ^STOXX drawdown of -60.54%. 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

-40.70%

-60.54%

+19.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.17%

-9.56%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.92%

-16.56%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-18.56%

-22.55%

+3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-39.03%

-35.55%

-3.48%

Current Drawdown

Current decline from peak

-0.10%

-0.65%

+0.55%

Average Drawdown

Average peak-to-trough decline

-10.06%

-14.59%

+4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.61%

+0.26%

Volatility

XESP.DE vs. ^STOXX - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESP.DE) has a higher volatility of 4.20% compared to STOXX Europe 600 Index (^STOXX) at 2.80%. 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

4.20%

2.80%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

10.28%

+4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

12.23%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

14.20%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

15.27%

+3.17%

Frequently Asked Questions


XESP.DE and ^STOXX have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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