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XMVE.DE vs. H4ZZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMVE.DE vs. H4ZZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XMVE.DE

1D
-0.87%
1M
-2.04%
6M
6.70%
YTD
10.01%
1Y
18.74%
3Y*
14.73%
5Y*
9.87%
10Y*

H4ZZ.DE

1D
0.13%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMVE.DE vs. H4ZZ.DE - Yearly Performance Comparison


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Return for Risk

XMVE.DE vs. H4ZZ.DE — Risk / Return Rank

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

XMVE.DE
XMVE.DE Risk / Return Rank: 4949
Overall Rank
XMVE.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XMVE.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XMVE.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XMVE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XMVE.DE Martin Ratio Rank: 5353
Martin Ratio Rank

H4ZZ.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XMVE.DE vs. H4ZZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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.


XMVE.DEH4ZZ.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.85

Martin ratioReturn relative to average drawdown

6.79

XMVE.DE vs. H4ZZ.DE - Sharpe Ratio Comparison


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Drawdowns

XMVE.DE vs. H4ZZ.DE - Drawdown Comparison

The maximum XMVE.DE drawdown since its inception was -33.33%, which is greater than H4ZZ.DE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XMVE.DE and H4ZZ.DE.


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Drawdown Indicators


XMVE.DEH4ZZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

0.00%

-33.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

Max Drawdown (3Y)

Largest decline over 3 years

-15.52%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

Current Drawdown

Current decline from peak

-2.68%

0.00%

-2.68%

Average Drawdown

Average peak-to-trough decline

-5.10%

0.00%

-5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

Volatility

XMVE.DE vs. H4ZZ.DE - Volatility Comparison


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Volatility by Period


XMVE.DEH4ZZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

XMVE.DE vs. H4ZZ.DE - Expense Ratio Comparison

XMVE.DE has a 0.12% expense ratio, which is higher than H4ZZ.DE's 0.05% 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

XMVE.DE vs. H4ZZ.DE - Dividend Comparison

XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, while H4ZZ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
H4ZZ.DE
HSBC Euro Stoxx 50 UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMVE.DE
Xtrackers MSCI EMU ESG Screened UCITS ETF
2.45%2.62%2.92%2.64%4.73%1.87%6.84%0.00%0.68%

Frequently Asked Questions


On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.12% for XMVE.DE.

XMVE.DE tracks MSCI EMU Select ESG Screened, while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.12% for XMVE.DE and 0.05% for H4ZZ.DE.

Portfolio Optimizer

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