XGLF.DE vs. XESC.DE
XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XGLF.DE is a Emerging Markets Equities fund tracking the MSCI GCC Countries ex Select Securities Index, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XGLF.DE returned 8.00%/yr vs 11.67%/yr for XESC.DE. At a 0.35 correlation, their price movements are largely independent. XGLF.DE charges 0.65%/yr vs 0.09%/yr for XESC.DE.
Performance
XGLF.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XGLF.DE achieves a 6.06% return, which is significantly lower than XESC.DE's 11.96% return. Over the past 10 years, XGLF.DE has underperformed XESC.DE with an annualized return of 8.00%, while XESC.DE has yielded a comparatively higher 11.67% annualized return.
XGLF.DE
- 1D
- 0.50%
- 1M
- 2.01%
- 6M
- 5.05%
- YTD
- 6.06%
- 1Y
- 5.74%
- 3Y*
- 3.33%
- 5Y*
- 5.16%
- 10Y*
- 8.00%
XESC.DE
- 1D
- 0.00%
- 1M
- 5.24%
- 6M
- 10.86%
- YTD
- 11.96%
- 1Y
- 22.20%
- 3Y*
- 16.35%
- 5Y*
- 12.51%
- 10Y*
- 11.67%
XGLF.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 6.06% | -5.36% | 9.58% | 0.55% | 1.24% | 48.84% | -9.49% | 9.50% | 22.95% | -7.49% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 11.96% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XGLF.DE and XESC.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2015 | 0.35 |
The correlation between XGLF.DE and XESC.DE shifts across timeframes, from 0.23 (3 years) to 0.35 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XGLF.DE vs. XESC.DE — Risk / Return Rank
XGLF.DE
XESC.DE
XGLF.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.
| XGLF.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.25 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 2.04 | -1.41 |
| Martin ratioReturn relative to average drawdown | 1.39 | 7.10 | -5.70 |
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Drawdowns
XGLF.DE vs. XESC.DE - Drawdown Comparison
The maximum XGLF.DE drawdown since its inception was -42.15%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XGLF.DE and XESC.DE.
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Drawdown Indicators
| XGLF.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.15% | -46.74% | +4.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -10.88% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -18.41% | -16.53% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -31.29% | -23.33% | -7.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.16% | -38.51% | +3.35% |
Current DrawdownCurrent decline from peak | -17.78% | 0.00% | -17.78% |
Average DrawdownAverage peak-to-trough decline | -18.26% | -9.05% | -9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.13% | +0.98% |
Volatility
XGLF.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) has a higher volatility of 4.44% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.86%. This indicates that XGLF.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
| XGLF.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 3.86% | +0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 13.34% | -4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 16.07% | -3.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.35% | 17.58% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 17.93% | +0.41% |
XGLF.DE vs. XESC.DE - Expense Ratio Comparison
XGLF.DE has a 0.65% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.
Dividends
XGLF.DE vs. XESC.DE - Dividend Comparison
Neither XGLF.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XGLF.DE and XESC.DE have a correlation of 0.30, 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 0.65% for XGLF.DE.
XGLF.DE is categorized as Emerging Markets Equities, while XESC.DE is Europe Equities. XGLF.DE tracks MSCI GCC Countries ex Select Securities Index, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.65% for XGLF.DE and 0.09% for XESC.DE.
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