XMVE.DE vs. XESC.DE
XMVE.DE (Xtrackers MSCI EMU ESG Screened UCITS ETF) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both Europe Equities funds from Xtrackers - XMVE.DE tracks the MSCI EMU Select ESG Screened while XESC.DE tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, XMVE.DE returned 9.87%/yr vs 12.49%/yr for XESC.DE. Their correlation of 0.92 suggests significant overlap in exposure. XMVE.DE charges 0.12%/yr vs 0.09%/yr for XESC.DE.
Performance
XMVE.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMVE.DE achieves a 10.01% return, which is significantly lower than XESC.DE's 10.61% return.
XMVE.DE
- 1D
- -0.87%
- 1M
- -2.04%
- 6M
- 6.70%
- YTD
- 10.01%
- 1Y
- 18.74%
- 3Y*
- 14.73%
- 5Y*
- 9.87%
- 10Y*
- —
XESC.DE
- 1D
- 0.00%
- 1M
- -0.14%
- 6M
- 6.37%
- YTD
- 10.61%
- 1Y
- 19.76%
- 3Y*
- 16.03%
- 5Y*
- 12.49%
- 10Y*
- 11.07%
XMVE.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMVE.DE Xtrackers MSCI EMU ESG Screened UCITS ETF | 10.01% | 21.50% | 8.85% | 19.87% | -12.89% | 16.87% | -3.71% | 17.86% | -6.36% | 13.58% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 10.61% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XMVE.DE and XESC.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2016 | 0.92 |
The correlation between XMVE.DE and XESC.DE has been stable across timeframes, ranging from 0.92 to 0.99 - a consistent structural relationship.
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Return for Risk
XMVE.DE vs. XESC.DE — Risk / Return Rank
XMVE.DE
XESC.DE
XMVE.DE vs. XESC.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 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.
| XMVE.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.82 | +0.03 |
| Martin ratioReturn relative to average drawdown | 6.79 | 6.37 | +0.42 |
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Drawdowns
XMVE.DE vs. XESC.DE - Drawdown Comparison
The maximum XMVE.DE drawdown since its inception was -33.33%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XMVE.DE and XESC.DE.
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Drawdown Indicators
| XMVE.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.33% | -46.74% | +13.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.11% | -10.88% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -16.53% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | -23.33% | -1.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -2.68% | -1.98% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -9.03% | +3.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.11% | -0.36% |
Volatility
XMVE.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) have volatilities of 3.86% and 3.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMVE.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 3.98% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.41% | 13.36% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.80% | 16.09% | -1.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 17.55% | -1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.46% | 17.91% | -2.45% |
XMVE.DE vs. XESC.DE - Expense Ratio Comparison
XMVE.DE has a 0.12% 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
XMVE.DE vs. XESC.DE - Dividend Comparison
XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 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
With a correlation of 0.98, XMVE.DE and XESC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.12% for XMVE.DE.
XMVE.DE tracks MSCI EMU Select ESG Screened, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.12% for XMVE.DE and 0.09% for XESC.DE.
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