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XESP.DE vs. DBXD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XESP.DE vs. DBXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESP.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE). The values are adjusted to include any dividend payments, if applicable.

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XESP.DE vs. DBXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XESP.DE
Xtrackers Spanish Equity UCITS ETF
2.14%58.64%14.65%26.79%-1.62%10.88%-10.20%15.86%-12.41%-1.69%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
-4.98%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%4.27%

Returns By Period

In the year-to-date period, XESP.DE achieves a 2.14% return, which is significantly higher than DBXD.DE's -4.98% return.


XESP.DE

1D
3.16%
1M
-1.34%
YTD
2.14%
6M
15.36%
1Y
38.38%
3Y*
28.07%
5Y*
19.38%
10Y*

DBXD.DE

1D
2.73%
1M
-5.25%
YTD
-4.98%
6M
-3.47%
1Y
3.07%
3Y*
13.66%
5Y*
8.53%
10Y*
8.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XESP.DE vs. DBXD.DE - Expense Ratio Comparison

XESP.DE has a 0.30% expense ratio, which is higher than DBXD.DE's 0.09% expense ratio.


Return for Risk

XESP.DE vs. DBXD.DE — 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: 9090
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 9090
Martin Ratio Rank

DBXD.DE
DBXD.DE Risk / Return Rank: 1616
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1919
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. DBXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESP.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.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.


XESP.DEDBXD.DEDifference

Sharpe ratio

Return per unit of total volatility

2.07

0.17

+1.90

Sortino ratio

Return per unit of downside risk

2.59

0.36

+2.24

Omega ratio

Gain probability vs. loss probability

1.39

1.05

+0.34

Calmar ratio

Return relative to maximum drawdown

3.54

0.30

+3.24

Martin ratio

Return relative to average drawdown

12.58

1.01

+11.57

XESP.DE vs. DBXD.DE - Sharpe Ratio Comparison

The current XESP.DE Sharpe Ratio is 2.07, which is higher than the DBXD.DE Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of XESP.DE and DBXD.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


XESP.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

0.17

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

0.50

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.30

+0.23

Correlation

The correlation between XESP.DE and DBXD.DE is 0.77, 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

XESP.DE vs. DBXD.DE - Dividend Comparison

Neither XESP.DE nor DBXD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XESP.DE vs. DBXD.DE - Drawdown Comparison

The maximum XESP.DE drawdown since its inception was -39.02%, smaller than the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for XESP.DE and DBXD.DE.


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Drawdown Indicators


XESP.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.02%

-54.98%

+15.96%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-12.28%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-18.59%

-26.70%

+8.11%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

Current Drawdown

Current decline from peak

-4.98%

-8.34%

+3.36%

Average Drawdown

Average peak-to-trough decline

-7.47%

-11.40%

+3.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.64%

-0.63%

Volatility

XESP.DE vs. DBXD.DE - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESP.DE) has a higher volatility of 7.32% compared to Xtrackers DAX UCITS ETF 1C (DBXD.DE) at 6.90%. This indicates that XESP.DE's price experiences larger fluctuations and is considered to be riskier than DBXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XESP.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

6.90%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

11.40%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

17.66%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.48%

16.93%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.74%

18.30%

+0.44%