XGLE.DE vs. XESC.DE
XGLE.DE (Xtrackers II Eurozone Government Bond UCITS ETF) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XGLE.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XGLE.DE returned -0.35%/yr vs 10.49%/yr for XESC.DE. At a correlation of -0.01, they often move in opposite directions. Both charge a 0.09% expense ratio.
Performance
XGLE.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGLE.DE achieves a 0.07% return, which is significantly lower than XESC.DE's 7.20% return. Over the past 10 years, XGLE.DE has underperformed XESC.DE with an annualized return of -0.35%, while XESC.DE has yielded a comparatively higher 10.49% annualized return.
XGLE.DE
- 1D
- 0.04%
- 1M
- 0.56%
- YTD
- 0.07%
- 6M
- 0.02%
- 1Y
- -0.07%
- 3Y*
- 2.36%
- 5Y*
- -2.30%
- 10Y*
- -0.35%
XESC.DE
- 1D
- 0.76%
- 1M
- 4.61%
- YTD
- 7.20%
- 6M
- 8.63%
- 1Y
- 15.79%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XGLE.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGLE.DE Xtrackers II Eurozone Government Bond UCITS ETF | 0.07% | 0.67% | 1.55% | 6.76% | -18.18% | -3.62% | 4.64% | 6.63% | 0.92% | -0.10% |
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 XGLE.DE and XESC.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2008 | -0.01 |
The correlation between XGLE.DE and XESC.DE shifts across timeframes, from -0.01 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XGLE.DE vs. XESC.DE — Risk / Return Rank
XGLE.DE
XESC.DE
XGLE.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.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.
| XGLE.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.18 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.45 | -1.47 |
| Martin ratioReturn relative to average drawdown | -0.05 | 4.94 | -4.98 |
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
| XGLE.DE | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.98 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.65 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.57 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.32 | +0.15 |
Drawdowns
XGLE.DE vs. XESC.DE - Drawdown Comparison
The maximum XGLE.DE drawdown since its inception was -22.59%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XGLE.DE and XESC.DE.
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Drawdown Indicators
| XGLE.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.59% | -45.38% | +22.79% |
Max Drawdown (1Y)Largest decline over 1 year | -3.47% | -10.88% | +7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -4.02% | -16.53% | +12.51% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -23.33% | +1.62% |
Max Drawdown (10Y)Largest decline over 10 years | -22.59% | -38.51% | +15.92% |
Current DrawdownCurrent decline from peak | -14.18% | -0.53% | -13.65% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -8.39% | +3.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 3.19% | -1.81% |
Volatility
XGLE.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) is 1.78%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 4.90%. This indicates that XGLE.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
| XGLE.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 4.90% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.66% | 13.02% | -9.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 16.01% | -11.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 17.54% | -11.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.61% | 18.27% | -12.66% |
XGLE.DE vs. XESC.DE - Expense Ratio Comparison
Both XGLE.DE and XESC.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XGLE.DE vs. XESC.DE - Dividend Comparison
Neither XGLE.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% |
XGLE.DE Xtrackers II Eurozone Government Bond UCITS ETF | 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
XGLE.DE and XESC.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XGLE.DE and XESC.DE have the same expense ratio: 0.09% per year.
XGLE.DE is categorized as European Government Bonds, while XESC.DE is Europe Equities. XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone, while XESC.DE tracks MSCI EMU NR EUR.
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