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XQUD.DE vs. XSX6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XQUD.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). The values are adjusted to include any dividend payments, if applicable.

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XQUD.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XQUD.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF
0.63%-1.36%5.23%3.70%-0.16%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
1.24%20.91%8.35%15.54%3.38%

Returns By Period

In the year-to-date period, XQUD.DE achieves a 0.63% return, which is significantly lower than XSX6.DE's 1.24% return.


XQUD.DE

1D
0.47%
1M
-1.38%
YTD
0.63%
6M
1.11%
1Y
-0.35%
3Y*
2.14%
5Y*
10Y*

XSX6.DE

1D
-0.17%
1M
-0.86%
YTD
1.24%
6M
5.95%
1Y
14.31%
3Y*
12.38%
5Y*
9.61%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XQUD.DE vs. XSX6.DE - Expense Ratio Comparison

XQUD.DE has a 0.45% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.


Return for Risk

XQUD.DE vs. XSX6.DE — Risk / Return Rank

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

XQUD.DE
XQUD.DE Risk / Return Rank: 1212
Overall Rank
XQUD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
XQUD.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
XQUD.DE Omega Ratio Rank: 99
Omega Ratio Rank
XQUD.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XQUD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 5353
Overall Rank
XSX6.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 6363
Martin Ratio Rank
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.

XQUD.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 (XQUD.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.


XQUD.DEXSX6.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.04

0.94

-0.98

Sortino ratio

Return per unit of downside risk

-0.00

1.28

-1.28

Omega ratio

Gain probability vs. loss probability

1.00

1.20

-0.20

Calmar ratio

Return relative to maximum drawdown

0.31

1.84

-1.53

Martin ratio

Return relative to average drawdown

0.82

7.39

-6.57

XQUD.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current XQUD.DE Sharpe Ratio is -0.04, which is lower than the XSX6.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of XQUD.DE and XSX6.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XQUD.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

0.94

-0.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.58

-0.32

Correlation

The correlation between XQUD.DE and XSX6.DE is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XQUD.DE vs. XSX6.DE - Dividend Comparison

Neither XQUD.DE nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XQUD.DE vs. XSX6.DE - Drawdown Comparison

The maximum XQUD.DE drawdown since its inception was -12.01%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XQUD.DE and XSX6.DE.


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Drawdown Indicators


XQUD.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.01%

-36.05%

+24.04%

Max Drawdown (1Y)

Largest decline over 1 year

-5.85%

-10.14%

+4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-4.27%

-5.45%

+1.18%

Average Drawdown

Average peak-to-trough decline

-5.60%

-5.30%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

2.36%

-0.25%

Volatility

XQUD.DE vs. XSX6.DE - Volatility Comparison

The current volatility for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) is 1.99%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 5.71%. This indicates that XQUD.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


XQUD.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

5.71%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

9.14%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

8.04%

15.21%

-7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.11%

14.25%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.11%

15.57%

-7.46%