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XGSD.L vs. XIEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGSD.L vs. XIEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and Xtrackers MSCI Europe UCITS ETF (XIEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XGSD.L is traded in GBp, while XIEE.DE is traded in EUR. To make them comparable, the XIEE.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGSD.L achieves a 13.95% return, which is significantly higher than XIEE.DE's 8.13% return. Over the past 10 years, XGSD.L has underperformed XIEE.DE with an annualized return of 10.39%, while XIEE.DE has yielded a comparatively higher 10.94% annualized return.


XGSD.L

1D
1.33%
1M
2.47%
YTD
13.95%
6M
14.83%
1Y
32.98%
3Y*
19.53%
5Y*
11.28%
10Y*
10.39%

XIEE.DE

1D
1.82%
1M
4.58%
YTD
8.13%
6M
9.15%
1Y
19.90%
3Y*
14.32%
5Y*
10.17%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGSD.L vs. XIEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
13.95%25.51%9.10%2.82%4.27%14.85%-3.40%16.23%-5.61%7.01%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
8.13%26.59%3.37%13.41%-4.17%16.14%2.33%21.17%-9.73%14.91%

Correlation

The correlation between XGSD.L and XIEE.DE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.71

The correlation between XGSD.L and XIEE.DE has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.

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Return for Risk

XGSD.L vs. XIEE.DE — Risk / Return Rank

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

XGSD.L
XGSD.L Risk / Return Rank: 9696
Overall Rank
XGSD.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XGSD.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XGSD.L Omega Ratio Rank: 9696
Omega Ratio Rank
XGSD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
XGSD.L Martin Ratio Rank: 9595
Martin Ratio Rank

XIEE.DE
XIEE.DE Risk / Return Rank: 4343
Overall Rank
XIEE.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4848
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.

XGSD.L vs. XIEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) and Xtrackers MSCI Europe UCITS ETF (XIEE.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.


XGSD.LXIEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.19

Omega ratioGain probability vs. loss probability

1.71

1.28

+0.43

Calmar ratioReturn relative to maximum drawdown

6.89

1.82

+5.07

Martin ratioReturn relative to average drawdown

25.72

7.04

+18.68

XGSD.L vs. XIEE.DE - Sharpe Ratio Comparison

The current XGSD.L Sharpe Ratio is 3.81, which is higher than the XIEE.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of XGSD.L and XIEE.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

XGSD.L vs. XIEE.DE - Drawdown Comparison

The maximum XGSD.L drawdown since its inception was -63.91%, which is greater than XIEE.DE's maximum drawdown of -28.00%. Use the drawdown chart below to compare losses from any high point for XGSD.L and XIEE.DE.


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Drawdown Indicators


XGSD.LXIEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.91%

-28.00%

-35.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.76%

-10.87%

+6.11%

Max Drawdown (3Y)

Largest decline over 3 years

-11.54%

-13.81%

+2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-15.92%

+0.55%

Max Drawdown (10Y)

Largest decline over 10 years

-31.91%

-28.00%

-3.91%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.21%

-5.73%

-6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

2.82%

-1.54%

Volatility

XGSD.L vs. XIEE.DE - Volatility Comparison

The current volatility for Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D (XGSD.L) is 2.48%, while Xtrackers MSCI Europe UCITS ETF (XIEE.DE) has a volatility of 3.82%. This indicates that XGSD.L experiences smaller price fluctuations and is considered to be less risky than XIEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGSD.LXIEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

3.82%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

6.53%

11.68%

-5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

8.62%

13.47%

-4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.41%

14.20%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

17.38%

-3.39%

XGSD.L vs. XIEE.DE - Expense Ratio Comparison

XGSD.L has a 0.50% expense ratio, which is higher than XIEE.DE's 0.12% expense ratio.


Dividends

XGSD.L vs. XIEE.DE - Dividend Comparison

XGSD.L's dividend yield for the trailing twelve months is around 4.11%, more than XIEE.DE's 2.39% yield.


PositionTTM20252024202320222021202020192018201720162015
XGSD.L
Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D
4.11%4.60%6.38%7.51%8.71%4.76%5.34%4.30%4.68%3.56%2.74%2.11%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.39%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%0.00%

Frequently Asked Questions


XGSD.L and XIEE.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.50% for XGSD.L.

XGSD.L is categorized as Global Equity Income, while XIEE.DE is Europe Equities. XGSD.L tracks STOXX Global Select Dividend 100, while XIEE.DE tracks MSCI Europe. Their fees differ too: 0.50% for XGSD.L and 0.12% for XIEE.DE.

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