PortfoliosLab logoPortfoliosLab logo
XGEZ.DE vs. XESC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGEZ.DE vs. XESC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XGEZ.DE achieves a 1.60% return, which is significantly lower than XESC.DE's 9.31% return.


XGEZ.DE

1D
0.00%
1M
1.09%
YTD
1.60%
6M
1.74%
1Y
0.26%
3Y*
1.15%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGEZ.DE vs. XESC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
1.60%-2.16%-0.51%8.88%-0.36%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
9.31%22.24%11.06%22.50%10.30%

Correlation

The correlation between XGEZ.DE and XESC.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2022

0.17

Over the past year, XGEZ.DE and XESC.DE have become more correlated (0.41) than their long-term average of 0.17, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XGEZ.DE vs. XESC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XGEZ.DE
XGEZ.DE Risk / Return Rank: 99
Overall Rank
XGEZ.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XGEZ.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XGEZ.DE Omega Ratio Rank: 88
Omega Ratio Rank
XGEZ.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
XGEZ.DE Martin Ratio Rank: 99
Martin Ratio Rank

XESC.DE
XESC.DE Risk / Return Rank: 4444
Overall Rank
XESC.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 4646
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.

XGEZ.DE vs. XESC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.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.


XGEZ.DEXESC.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.29

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.01

1.25

-0.23

Calmar ratioReturn relative to maximum drawdown

0.06

1.96

-1.90

Martin ratioReturn relative to average drawdown

0.12

6.81

-6.69

XGEZ.DE vs. XESC.DE - Sharpe Ratio Comparison

The current XGEZ.DE Sharpe Ratio is 0.04, which is lower than the XESC.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of XGEZ.DE and XESC.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XGEZ.DE vs. XESC.DE - Drawdown Comparison

The maximum XGEZ.DE drawdown since its inception was -13.63%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XGEZ.DE and XESC.DE.


Loading charts...

Drawdown Indicators


XGEZ.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.63%

-46.74%

+33.11%

Max Drawdown (1Y)

Largest decline over 1 year

-4.70%

-10.88%

+6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-7.88%

-16.53%

+8.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

Current Drawdown

Current decline from peak

-3.99%

-1.71%

-2.28%

Average Drawdown

Average peak-to-trough decline

-5.39%

-9.06%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

3.13%

-1.02%

Volatility

XGEZ.DE vs. XESC.DE - Volatility Comparison

The current volatility for Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) is 1.75%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.52%. This indicates that XGEZ.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.


Loading charts...

Volatility by Period


XGEZ.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

3.52%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

5.23%

13.23%

-8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

6.42%

16.03%

-9.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.92%

17.56%

-7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

17.98%

-8.06%

XGEZ.DE vs. XESC.DE - Expense Ratio Comparison

XGEZ.DE has a 0.18% 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

XGEZ.DE vs. XESC.DE - Dividend Comparison

XGEZ.DE's dividend yield for the trailing twelve months is around 2.06%, while XESC.DE has not paid dividends to shareholders.


PositionTTM202520242023
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
0.00%0.00%0.00%0.00%
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
2.06%1.99%2.07%1.27%

Frequently Asked Questions


XGEZ.DE and XESC.DE have a correlation of 0.41, 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 0.18% for XGEZ.DE.

XGEZ.DE is categorized as European Government Bonds, while XESC.DE is Europe Equities. XGEZ.DE tracks iBoxx® EUR Eurozone Sovereigns Green Bonds Capped, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.18% for XGEZ.DE and 0.09% for XESC.DE.

Portfolio Optimizer

Find the right allocation for XGEZ.DE and XESC.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer