XMAW.DE vs. XESC.DE
XMAW.DE (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XMAW.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XMAW.DE returned 12.79%/yr vs 11.87%/yr for XESC.DE. A 0.79 correlation means they provide meaningful diversification when combined. XMAW.DE charges 0.25%/yr vs 0.09%/yr for XESC.DE.
Performance
XMAW.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMAW.DE achieves a 12.73% return, which is significantly higher than XESC.DE's 9.31% return. Over the past 10 years, XMAW.DE has outperformed XESC.DE with an annualized return of 12.79%, while XESC.DE has yielded a comparatively lower 11.87% annualized return.
XMAW.DE
- 1D
- -0.48%
- 1M
- 1.10%
- YTD
- 12.73%
- 6M
- 13.27%
- 1Y
- 27.47%
- 3Y*
- 18.63%
- 5Y*
- 11.66%
- 10Y*
- 12.79%
XESC.DE
- 1D
- 0.00%
- 1M
- 2.56%
- YTD
- 9.31%
- 6M
- 10.20%
- 1Y
- 21.31%
- 3Y*
- 16.40%
- 5Y*
- 11.78%
- 10Y*
- 11.87%
XMAW.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMAW.DE Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 12.73% | 8.96% | 25.40% | 19.44% | -15.41% | 29.34% | 5.48% | 30.21% | -6.22% | 9.13% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 9.31% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XMAW.DE and XESC.DE is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2014 | 0.79 |
The correlation between XMAW.DE and XESC.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.
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Return for Risk
XMAW.DE vs. XESC.DE — Risk / Return Rank
XMAW.DE
XESC.DE
XMAW.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.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.
| XMAW.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.07 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.25 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 1.96 | +1.82 |
| Martin ratioReturn relative to average drawdown | 15.03 | 6.81 | +8.22 |
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Drawdowns
XMAW.DE vs. XESC.DE - Drawdown Comparison
The maximum XMAW.DE drawdown since its inception was -33.51%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XMAW.DE and XESC.DE.
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Drawdown Indicators
| XMAW.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -46.74% | +13.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.24% | -10.88% | +3.64% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -16.53% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -23.33% | +1.24% |
Max Drawdown (10Y)Largest decline over 10 years | -33.51% | -38.51% | +5.00% |
Current DrawdownCurrent decline from peak | -1.27% | -1.71% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -9.06% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.13% | -1.31% |
Volatility
XMAW.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.DE) has a higher volatility of 3.74% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 3.52%. This indicates that XMAW.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
| XMAW.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 3.52% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.07% | 13.23% | -4.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 16.03% | -3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 17.56% | -3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.21% | 17.98% | -2.77% |
XMAW.DE vs. XESC.DE - Expense Ratio Comparison
XMAW.DE has a 0.25% expense ratio, which is higher than XESC.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XMAW.DE vs. XESC.DE - Dividend Comparison
Neither XMAW.DE nor XESC.DE has paid dividends to shareholders.
Frequently Asked Questions
XMAW.DE and XESC.DE have a correlation of 0.75, 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 0.25% for XMAW.DE.
XMAW.DE is categorized as Global Equities, while XESC.DE is Europe Equities. XMAW.DE tracks MSCI ACWI NR USD, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XMAW.DE and 0.09% for XESC.DE.
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