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

Performance

XSX6.DE vs. FNCL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Fidelity MSCI Financials Index ETF (FNCL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSX6.DE is traded in EUR, while FNCL is traded in USD. To make them comparable, the FNCL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSX6.DE achieves a 7.40% return, which is significantly higher than FNCL's -1.86% return. Over the past 10 years, XSX6.DE has underperformed FNCL with an annualized return of 9.14%, while FNCL has yielded a comparatively higher 12.27% annualized return.


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%

FNCL

1D
0.99%
1M
2.47%
YTD
-1.86%
6M
-0.42%
1Y
5.42%
3Y*
16.30%
5Y*
9.59%
10Y*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSX6.DE vs. FNCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FNCL
Fidelity MSCI Financials Index ETF
-1.86%1.30%39.05%10.68%-6.85%45.01%-10.25%34.56%-9.38%5.24%

Correlation

The correlation between XSX6.DE and FNCL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.33

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

0.41

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

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2013

0.48

The correlation between XSX6.DE and FNCL shifts across timeframes, from 0.33 (3 years) to 0.48 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XSX6.DE vs. FNCL — Risk / Return Rank

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

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

FNCL
FNCL Risk / Return Rank: 1515
Overall Rank
FNCL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FNCL Sortino Ratio Rank: 1515
Sortino Ratio Rank
FNCL Omega Ratio Rank: 1515
Omega Ratio Rank
FNCL Calmar Ratio Rank: 1414
Calmar Ratio Rank
FNCL Martin Ratio Rank: 1414
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Fidelity MSCI Financials Index ETF (FNCL). 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.


XSX6.DEFNCLDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.24

1.07

+0.17

Calmar ratioReturn relative to maximum drawdown

1.73

0.40

+1.33

Martin ratioReturn relative to average drawdown

6.55

0.99

+5.56

XSX6.DE vs. FNCL - Sharpe Ratio Comparison

The current XSX6.DE Sharpe Ratio is 1.26, which is higher than the FNCL Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XSX6.DE and FNCL, 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


XSX6.DEFNCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

0.35

+0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.50

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.54

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.59

+0.01

Drawdowns

XSX6.DE vs. FNCL - Drawdown Comparison

The maximum XSX6.DE drawdown since its inception was -36.05%, smaller than the maximum FNCL drawdown of -44.00%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and FNCL.


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Drawdown Indicators


XSX6.DEFNCLDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-44.00%

+7.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-13.45%

+3.99%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-22.45%

+6.08%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-22.45%

+1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

-44.00%

+7.95%

Current Drawdown

Current decline from peak

-1.56%

-7.62%

+6.06%

Average Drawdown

Average peak-to-trough decline

-5.27%

-7.08%

+1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

5.49%

-2.99%

Volatility

XSX6.DE vs. FNCL - Volatility Comparison

Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Fidelity MSCI Financials Index ETF (FNCL) have volatilities of 4.26% and 4.11%, 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


XSX6.DEFNCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

4.11%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

11.46%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.95%

15.53%

-2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.44%

19.17%

-4.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.61%

22.80%

-7.19%

XSX6.DE vs. FNCL - Expense Ratio Comparison

XSX6.DE has a 0.20% expense ratio, which is higher than FNCL's 0.08% 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

XSX6.DE vs. FNCL - Dividend Comparison

XSX6.DE has not paid dividends to shareholders, while FNCL's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
FNCL
Fidelity MSCI Financials Index ETF
1.65%1.45%1.52%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%
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%0.00%0.00%

Frequently Asked Questions


XSX6.DE and FNCL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FNCL is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FNCL is cheaper with a 0.08% expense ratio, compared with 0.20% for XSX6.DE.

XSX6.DE is categorized as Europe Equities, while FNCL is Financials Equities. XSX6.DE tracks STOXX® Europe 600, while FNCL tracks MSCI USA IMI Financials Index. They also come from different issuers: Xtrackers and Fidelity. Their fees differ too: 0.20% for XSX6.DE and 0.08% for FNCL.

Portfolio Optimizer

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