XQUA.DE vs. XSX6.DE
XQUA.DE (Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XQUA.DE is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, XQUA.DE returned 1.37%/yr vs 9.14%/yr for XSX6.DE. At a 0.27 correlation, their price movements are largely independent. XQUA.DE charges 0.45%/yr vs 0.20%/yr for XSX6.DE.
Performance
XQUA.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XQUA.DE achieves a 1.67% return, which is significantly lower than XSX6.DE's 7.40% return. Over the past 10 years, XQUA.DE has underperformed XSX6.DE with an annualized return of 1.37%, while XSX6.DE has yielded a comparatively higher 9.14% annualized return.
XQUA.DE
- 1D
- -0.04%
- 1M
- 1.14%
- YTD
- 1.67%
- 6M
- 0.76%
- 1Y
- 5.29%
- 3Y*
- 1.89%
- 5Y*
- 0.43%
- 10Y*
- 1.37%
XSX6.DE
- 1D
- 0.59%
- 1M
- 0.87%
- YTD
- 7.40%
- 6M
- 10.04%
- 1Y
- 16.19%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XQUA.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 1.67% | -1.83% | 4.80% | 3.61% | -12.81% | 6.04% | -3.38% | 17.25% | 0.48% | -5.38% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between XQUA.DE and XSX6.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2016 | 0.27 |
The correlation between XQUA.DE and XSX6.DE shifts across timeframes, from 0.16 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XQUA.DE vs. XSX6.DE — Risk / Return Rank
XQUA.DE
XSX6.DE
XQUA.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
| XQUA.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.73 | -0.45 |
| Martin ratioReturn relative to average drawdown | 3.54 | 6.55 | -3.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XQUA.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.26 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.66 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | 0.58 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.59 | -0.43 |
Drawdowns
XQUA.DE vs. XSX6.DE - Drawdown Comparison
The maximum XQUA.DE drawdown since its inception was -20.18%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XQUA.DE and XSX6.DE.
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Drawdown Indicators
| XQUA.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.18% | -36.05% | +15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -9.46% | +5.34% |
Max Drawdown (3Y)Largest decline over 3 years | -11.44% | -16.37% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -16.68% | -20.84% | +4.16% |
Max Drawdown (10Y)Largest decline over 10 years | -20.18% | -36.05% | +15.87% |
Current DrawdownCurrent decline from peak | -8.97% | -1.56% | -7.41% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -5.27% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 2.50% | -1.01% |
Volatility
XQUA.DE vs. XSX6.DE - Volatility Comparison
The current volatility for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) is 1.13%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XQUA.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XQUA.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 4.26% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 10.73% | -6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 12.95% | -7.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 14.44% | -6.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.85% | 15.61% | -6.76% |
XQUA.DE vs. XSX6.DE - Expense Ratio Comparison
XQUA.DE has a 0.45% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.
Dividends
XQUA.DE vs. XSX6.DE - Dividend Comparison
XQUA.DE's dividend yield for the trailing twelve months is around 3.90%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 3.90% | 4.38% | 4.01% | 4.02% | 6.75% | 3.16% | 4.33% | 3.72% | 2.50% | 3.53% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XQUA.DE and XSX6.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.45% for XQUA.DE.
XQUA.DE is categorized as Emerging Markets Bonds, while XSX6.DE is Europe Equities. XQUA.DE tracks JPM EMBI Global Diversified TR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.45% for XQUA.DE and 0.20% for XSX6.DE.
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