XG7S.DE vs. XESC.DE
XG7S.DE (Xtrackers Global Government Bond UCITS ETF 5C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XG7S.DE is a Global Bonds fund tracking the Bloomberg Global Aggregate TR USD, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XG7S.DE returned -0.93%/yr vs 10.49%/yr for XESC.DE. At a correlation of -0.08, they often move in opposite directions. XG7S.DE charges 0.20%/yr vs 0.09%/yr for XESC.DE.
Performance
XG7S.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XG7S.DE achieves a 0.23% return, which is significantly lower than XESC.DE's 7.20% return. Over the past 10 years, XG7S.DE has underperformed XESC.DE with an annualized return of -0.93%, while XESC.DE has yielded a comparatively higher 10.49% annualized return.
XG7S.DE
- 1D
- 0.13%
- 1M
- 0.28%
- YTD
- 0.23%
- 6M
- -0.30%
- 1Y
- -0.99%
- 3Y*
- -0.74%
- 5Y*
- -2.42%
- 10Y*
- -0.93%
XESC.DE
- 1D
- 0.76%
- 1M
- 1.88%
- YTD
- 7.20%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XG7S.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 0.23% | -4.70% | 2.17% | 1.03% | -13.47% | 0.52% | 0.56% | 7.95% | 3.41% | -5.58% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XG7S.DE and XESC.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2013 | -0.08 |
The correlation between XG7S.DE and XESC.DE shifts across timeframes, from -0.12 (10 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XG7S.DE vs. XESC.DE — Risk / Return Rank
XG7S.DE
XESC.DE
XG7S.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.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.
| XG7S.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.18 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.45 | -1.91 |
| Martin ratioReturn relative to average drawdown | -0.91 | 4.94 | -5.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XG7S.DE | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | 0.98 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.65 | -1.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.16 | 0.57 | -0.73 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.32 | -0.16 |
Drawdowns
XG7S.DE vs. XESC.DE - Drawdown Comparison
The maximum XG7S.DE drawdown since its inception was -21.08%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XG7S.DE and XESC.DE.
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Drawdown Indicators
| XG7S.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.08% | -45.38% | +24.30% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -10.88% | +8.07% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -16.53% | +8.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.20% | -23.33% | +5.13% |
Max Drawdown (10Y)Largest decline over 10 years | -21.08% | -38.51% | +17.43% |
Current DrawdownCurrent decline from peak | -19.11% | -0.53% | -18.58% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -8.39% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 3.19% | -1.74% |
Volatility
XG7S.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers Global Government Bond UCITS ETF 5C (XG7S.DE) is 1.23%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 4.90%. This indicates that XG7S.DE experiences smaller price fluctuations and is considered to be less risky 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
| XG7S.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.23% | 4.90% | -3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 13.02% | -10.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.98% | 16.01% | -12.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.39% | 17.54% | -11.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.85% | 18.27% | -12.42% |
XG7S.DE vs. XESC.DE - Expense Ratio Comparison
XG7S.DE has a 0.20% expense ratio, which is higher than XESC.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XG7S.DE vs. XESC.DE - Dividend Comparison
Neither XG7S.DE nor XESC.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 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% | 3.19% |
XG7S.DE Xtrackers Global Government Bond UCITS ETF 5C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XG7S.DE and XESC.DE have a correlation of 0.18, 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 0.20% for XG7S.DE.
XG7S.DE is categorized as Global Bonds, while XESC.DE is Europe Equities. XG7S.DE tracks Bloomberg Global Aggregate TR USD, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.20% for XG7S.DE and 0.09% for XESC.DE.
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