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XEUM.L vs. XXSC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XEUM.L vs. XXSC.L

Last updated Jun 5, 2026

XEUM.L (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C) and XXSC.L (Xtrackers MSCI Europe Small Cap UCITS ETF 1C) are both Europe Equities funds from DWS - XEUM.L tracks the MSCI Europe NR EUR while XXSC.L tracks the MSCI Europe Small Cap NR EUR. Both are passively managed. Over the past 10 years, XEUM.L returned 10.25%/yr vs 8.44%/yr for XXSC.L. Their correlation of 0.82 suggests significant overlap in exposure. XEUM.L charges 0.12%/yr vs 0.30%/yr for XXSC.L.

Performance

XEUM.L vs. XXSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XEUM.L having a 6.34% return and XXSC.L slightly higher at 6.58%. Over the past 10 years, XEUM.L has outperformed XXSC.L with an annualized return of 10.25%, while XXSC.L has yielded a comparatively lower 8.44% annualized return.

XEUM.L

1D
0.52%
1M
1.25%
YTD
6.34%
6M
8.49%
1Y
17.86%
3Y*
12.48%
5Y*
8.79%
10Y*
10.25%

XXSC.L

1D
0.56%
1M
0.62%
YTD
6.58%
6M
9.27%
1Y
15.32%
3Y*
11.84%
5Y*
4.26%
10Y*
8.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEUM.L vs. XXSC.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XEUM.L
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C		6.34%22.70%2.86%14.00%-5.29%14.84%9.94%23.14%-12.46%19.05%
XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C		6.58%22.28%0.76%10.44%-17.50%15.39%10.55%24.87%-14.91%23.58%

Correlation

The correlation between XEUM.L and XXSC.L is 0.84, 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

0.84

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

0.85

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

0.86

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

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2013

0.82

The correlation between XEUM.L and XXSC.L has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

XEUM.L vs. XXSC.L - Sectors Allocation Comparison

Sectors
XEUM.L
XXSC.L

Financial Services

24.4%
15.3%

Industrials

19.5%
26.6%

Healthcare

14.1%
7.3%

Technology

9.7%
7.4%

Consumer Defensive

7.2%
3.5%

Consumer Cyclical

5.8%
11.4%

Utilities

5.4%
2.5%

Basic Materials

5.0%
7.5%

Energy

4.2%
5.1%

Communication Services

3.9%
5.0%

Real Estate

0.9%
8.3%

Financial Services

XEUM.L
24.4%
XXSC.L
15.3%

Industrials

XEUM.L
19.5%
XXSC.L
26.6%

Healthcare

XEUM.L
14.1%
XXSC.L
7.3%

Technology

XEUM.L
9.7%
XXSC.L
7.4%

Consumer Defensive

XEUM.L
7.2%
XXSC.L
3.5%

Consumer Cyclical

XEUM.L
5.8%
XXSC.L
11.4%

Utilities

XEUM.L
5.4%
XXSC.L
2.5%

Basic Materials

XEUM.L
5.0%
XXSC.L
7.5%

Energy

XEUM.L
4.2%
XXSC.L
5.1%

Communication Services

XEUM.L
3.9%
XXSC.L
5.0%

Real Estate

XEUM.L
0.9%
XXSC.L
8.3%

Compare stocks, funds, or ETFs

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Xtrackers MSCI Europe ESG Screened UCITS ETF 1C

Xtrackers MSCI Europe Small Cap UCITS ETF 1C

Often compared with XEUM.L:
XEUM.L vs. VERX.LXEUM.L vs. XDNS.LXEUM.L vs. XCX6.LXEUM.L vs. IMV.LXEUM.L vs. LCPE.LXEUM.L vs. XAUS.LXEUM.L vs. XDEM.L
Often compared with XXSC.L:
XXSC.L vs. IUSQ.DEXXSC.L vs. AYEW.DEXXSC.L vs. CES1.LXXSC.L vs. EMIM.LXXSC.L vs. SPYXXSC.L vs. EUNL.DEXXSC.L vs. XDEV.L

Return for Risk

XEUM.L vs. XXSC.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XEUM.L
XEUM.L Risk / Return Rank: 4040
Overall Rank
XEUM.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XEUM.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
XEUM.L Omega Ratio Rank: 4343
Omega Ratio Rank
XEUM.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
XEUM.L Martin Ratio Rank: 3838
Martin Ratio Rank
XXSC.L
XXSC.L Risk / Return Rank: 3434
Overall Rank
XXSC.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XXSC.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XXSC.L Omega Ratio Rank: 3636
Omega Ratio Rank
XXSC.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
XXSC.L Martin Ratio Rank: 3535
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.

XEUM.L vs. XXSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L). 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.

XEUM.LXXSC.LDifference
Sharpe ratioReturn per unit of total volatility
1.45
1.25

+0.21

Sortino ratioReturn per unit of downside risk
2.08
1.80

+0.28

Omega ratioGain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratioReturn relative to maximum drawdown

1.68

1.44

+0.24

Martin ratioReturn relative to average drawdown

5.91

5.17

+0.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XEUM.L vs. XXSC.L - Sharpe Ratio Comparison

The current XEUM.L Sharpe Ratio is 1.45, which is comparable to the XXSC.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of XEUM.L and XXSC.L, 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

XEUM.LXXSC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.25

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.27

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.55

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.76

-0.09

Drawdowns

XEUM.L vs. XXSC.L - Drawdown Comparison

The maximum XEUM.L drawdown since its inception was -30.91%, smaller than the maximum XXSC.L drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for XEUM.L and XXSC.L.

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Drawdown Indicators

XEUM.LXXSC.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.91%

-35.12%

+4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-10.79%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-12.84%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.79%

-30.74%

+12.95%

Max Drawdown (10Y)

Largest decline over 10 years

-30.91%

-35.12%

+4.21%

Current Drawdown

Current decline from peak

-1.32%

-1.31%

-0.01%

Average Drawdown

Average peak-to-trough decline

-4.17%

-7.53%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

3.02%

+0.03%

Volatility

XEUM.L vs. XXSC.L - Volatility Comparison

Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) have volatilities of 4.01% and 3.95%, 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.

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Volatility by Period

XEUM.LXXSC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

3.95%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

10.48%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

12.50%

-0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

16.01%

-2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%

16.27%

-1.28%

XEUM.L vs. XXSC.L - Expense Ratio Comparison

XEUM.L has a 0.12% expense ratio, which is lower than XXSC.L's 0.30% expense ratio.

Dividends

XEUM.L vs. XXSC.L - Dividend Comparison

Neither XEUM.L nor XXSC.L has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
XEUM.L
Xtrackers MSCI Europe ESG Screened 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%0.00%
XXSC.L
Xtrackers MSCI Europe Small Cap 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%1.95%

Frequently Asked Questions

XEUM.L and XXSC.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEUM.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEUM.L is cheaper with a 0.12% expense ratio, compared with 0.30% for XXSC.L.

XEUM.L tracks MSCI Europe NR EUR, while XXSC.L tracks MSCI Europe Small Cap NR EUR. Their fees differ too: 0.12% for XEUM.L and 0.30% for XXSC.L.

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