XGSD.L vs. XIEE.DE
XGSD.L (Xtrackers Stoxx Global Select Dividend 100 Swap UCITS ETF 1D) and XIEE.DE (Xtrackers MSCI Europe UCITS ETF) are both exchange-traded funds - XGSD.L is a Global Equity Income fund tracking the STOXX Global Select Dividend 100, while XIEE.DE is a Europe Equities fund tracking the MSCI Europe. Both are passively managed. Over the past 10 years, XGSD.L returned 10.39%/yr vs 10.94%/yr for XIEE.DE. A 0.71 correlation means they provide meaningful diversification when combined. XGSD.L charges 0.50%/yr vs 0.12%/yr for XIEE.DE.
Performance
XGSD.L vs. XIEE.DE - Performance Comparison
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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%
XGSD.L vs. XIEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XGSD.L
XIEE.DE
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.L | XIEE.DE | Difference | |
|---|---|---|---|
| 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 |
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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.L | XIEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -12.21% | -5.73% | -6.48% |
Ulcer IndexDepth 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.L | XIEE.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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