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

Performance

XREA.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.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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Returns By Period

In the year-to-date period, XREA.DE achieves a -0.91% return, which is significantly lower than XSX6.DE's 7.40% return. Over the past 10 years, XREA.DE has underperformed XSX6.DE with an annualized return of 1.57%, while XSX6.DE has yielded a comparatively higher 9.14% annualized return.


XREA.DE

1D
0.48%
1M
-3.50%
YTD
-0.91%
6M
0.57%
1Y
-1.75%
3Y*
9.96%
5Y*
-3.70%
10Y*
1.57%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XREA.DE
Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF
-0.91%8.31%-2.14%17.83%-34.64%12.36%-7.76%26.96%-4.17%15.53%
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 XREA.DE and XSX6.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2014

0.58

The correlation between XREA.DE and XSX6.DE shifts across timeframes, from 0.48 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XREA.DE
XREA.DE Risk / Return Rank: 88
Overall Rank
XREA.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XREA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
XREA.DE Omega Ratio Rank: 88
Omega Ratio Rank
XREA.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
XREA.DE Martin Ratio Rank: 88
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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.

XREA.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.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.


XREA.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.99

1.24

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.11

1.73

-1.84

Martin ratioReturn relative to average drawdown

-0.29

6.55

-6.84

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

The current XREA.DE Sharpe Ratio is -0.11, which is lower than the XSX6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XREA.DE and XSX6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XREA.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

1.26

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.17

0.66

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

0.58

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.59

-0.40

Drawdowns

XREA.DE vs. XSX6.DE - Drawdown Comparison

The maximum XREA.DE drawdown since its inception was -47.51%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XREA.DE and XSX6.DE.


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Drawdown Indicators


XREA.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.51%

-36.05%

-11.46%

Max Drawdown (1Y)

Largest decline over 1 year

-15.08%

-9.46%

-5.62%

Max Drawdown (3Y)

Largest decline over 3 years

-19.28%

-16.37%

-2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-47.51%

-20.84%

-26.67%

Max Drawdown (10Y)

Largest decline over 10 years

-47.51%

-36.05%

-11.46%

Current Drawdown

Current decline from peak

-24.16%

-1.56%

-22.60%

Average Drawdown

Average peak-to-trough decline

-15.55%

-5.27%

-10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

2.50%

+3.11%

Volatility

XREA.DE vs. XSX6.DE - Volatility Comparison

Xtrackers FTSE Developed Europe Ex UK Property UCITS ETF (XREA.DE) has a higher volatility of 4.66% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XREA.DE's price experiences larger fluctuations and is considered to be riskier 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


XREA.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

4.26%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.86%

10.73%

+2.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

12.95%

+2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.98%

14.44%

+7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.78%

15.61%

+4.17%

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

XREA.DE has a 0.33% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.


Dividends

XREA.DE vs. XSX6.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XREA.DE and XSX6.DE have a correlation of 0.48, 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 0.33% for XREA.DE.

XREA.DE is categorized as REIT, while XSX6.DE is Europe Equities. XREA.DE tracks FTSE EPRA/NAREIT Developed Europe ex UK Capped, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.33% for XREA.DE and 0.20% for XSX6.DE.

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