XG12.DE vs. XESC.DE
XG12.DE (Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XG12.DE is a Global Equities fund tracking the MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 3 years, XG12.DE returned 13.98%/yr vs 16.40%/yr for XESC.DE. A 0.66 correlation means they provide meaningful diversification when combined. XG12.DE charges 0.35%/yr vs 0.09%/yr for XESC.DE.
Performance
XG12.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XG12.DE achieves a 40.21% return, which is significantly higher than XESC.DE's 9.31% return.
XG12.DE
- 1D
- 0.00%
- 1M
- 3.12%
- YTD
- 40.21%
- 6M
- 41.26%
- 1Y
- 54.18%
- 3Y*
- 13.98%
- 5Y*
- —
- 10Y*
- —
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XG12.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XG12.DE Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C | 40.21% | 8.69% | -4.44% | -8.34% | -5.33% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -2.86% |
Correlation
The correlation between XG12.DE and XESC.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.66 |
The correlation between XG12.DE and XESC.DE has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.
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Return for Risk
XG12.DE vs. XESC.DE — Risk / Return Rank
XG12.DE
XESC.DE
XG12.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
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.
| XG12.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.25 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.83 | 1.96 | +0.87 |
| Martin ratioReturn relative to average drawdown | 6.01 | 6.81 | -0.80 |
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Drawdowns
XG12.DE vs. XESC.DE - Drawdown Comparison
The maximum XG12.DE drawdown since its inception was -32.01%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XG12.DE and XESC.DE.
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Drawdown Indicators
| XG12.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -46.74% | +14.73% |
Max Drawdown (1Y)Largest decline over 1 year | -19.16% | -10.88% | -8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -16.53% | -8.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.33% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -1.47% | -1.71% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -14.81% | -9.06% | -5.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.01% | 3.13% | +5.88% |
Volatility
XG12.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI Global SDG 12 Circular Economy UCITS ETF 1C (XG12.DE) has a higher volatility of 6.79% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.52%. This indicates that XG12.DE's price experiences larger fluctuations and is considered to be riskier than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XG12.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 3.52% | +3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 13.54% | 13.23% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.66% | 16.03% | +11.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.08% | 17.56% | +3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 17.98% | +3.10% |
XG12.DE vs. XESC.DE - Expense Ratio Comparison
XG12.DE has a 0.35% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.
Dividends
XG12.DE vs. XESC.DE - Dividend Comparison
Neither XG12.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XG12.DE and XESC.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.35% for XG12.DE.
XG12.DE is categorized as Global Equities, while XESC.DE is Europe Equities. XG12.DE tracks MSCI ACWI IMI SDG 12 Responsible Consumption and Production Select, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.35% for XG12.DE and 0.09% for XESC.DE.
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