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XGLF.DE vs. XESC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGLF.DE vs. XESC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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

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

XGLF.DE
XGLF.DE Risk / Return Rank: 1616
Overall Rank
XGLF.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XGLF.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
XGLF.DE Omega Ratio Rank: 1515
Omega Ratio Rank
XGLF.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XGLF.DE Martin Ratio Rank: 1616
Martin Ratio Rank

XESC.DE
XESC.DE Risk / Return Rank: 4949
Overall Rank
XESC.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 5050
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.

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.DEXESC.DEDifference
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

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

The current XGLF.DE Sharpe Ratio is 0.46, which is lower than the XESC.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XGLF.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.


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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.DEXESC.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-17.78%

0.00%

-17.78%

Average Drawdown

Average peak-to-trough decline

-18.26%

-9.05%

-9.21%

Ulcer Index

Depth 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.DEXESC.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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