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

Performance

XSX6.DE vs. SLQX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Expat Slovenia SBI TOP UCITS ETF (SLQX.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, XSX6.DE achieves a 10.66% return, which is significantly lower than SLQX.DE's 26.34% return.


XSX6.DE

1D
0.00%
1M
1.16%
6M
6.68%
YTD
10.66%
1Y
21.96%
3Y*
15.13%
5Y*
10.20%
10Y*
9.60%

SLQX.DE

1D
0.30%
1M
5.08%
6M
16.14%
YTD
26.34%
1Y
28.79%
3Y*
36.55%
5Y*
23.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
10.66%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-9.50%
SLQX.DE
Expat Slovenia SBI TOP UCITS ETF
26.34%46.37%33.58%16.52%-10.85%43.83%-3.91%11.50%-17.12%

Correlation

The correlation between XSX6.DE and SLQX.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.17

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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2018

0.12

The correlation between XSX6.DE and SLQX.DE shifts across timeframes, from 0.12 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XSX6.DE vs. SLQX.DE — 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: 6363
Overall Rank
XSX6.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 6767
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 6363
Martin Ratio Rank

SLQX.DE
SLQX.DE Risk / Return Rank: 5050
Overall Rank
SLQX.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SLQX.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
SLQX.DE Omega Ratio Rank: 5858
Omega Ratio Rank
SLQX.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
SLQX.DE Martin Ratio Rank: 4343
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. SLQX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Expat Slovenia SBI TOP UCITS ETF (SLQX.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.


XSX6.DESLQX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.32

1.29

+0.03

Calmar ratioReturn relative to maximum drawdown

2.31

2.33

-0.02

Martin ratioReturn relative to average drawdown

8.95

5.60

+3.35

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

The current XSX6.DE Sharpe Ratio is 1.67, which is comparable to the SLQX.DE Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of XSX6.DE and SLQX.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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Drawdowns

XSX6.DE vs. SLQX.DE - Drawdown Comparison

The maximum XSX6.DE drawdown since its inception was -36.06%, which is greater than SLQX.DE's maximum drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and SLQX.DE.


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Drawdown Indicators


XSX6.DESLQX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-34.33%

-1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.46%

-12.32%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-12.39%

-3.98%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-24.09%

+3.25%

Max Drawdown (10Y)

Largest decline over 10 years

-36.06%

Current Drawdown

Current decline from peak

-1.53%

0.00%

-1.53%

Average Drawdown

Average peak-to-trough decline

-5.23%

-8.99%

+3.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

5.13%

-2.68%

Volatility

XSX6.DE vs. SLQX.DE - Volatility Comparison

The current volatility for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) is 3.18%, while Expat Slovenia SBI TOP UCITS ETF (SLQX.DE) has a volatility of 3.38%. This indicates that XSX6.DE experiences smaller price fluctuations and is considered to be less risky than SLQX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSX6.DESLQX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.38%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

16.14%

-5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

21.11%

-8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

18.41%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

17.91%

-2.70%

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

XSX6.DE has a 0.20% expense ratio, which is lower than SLQX.DE's 1.38% expense ratio.


Dividends

XSX6.DE vs. SLQX.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XSX6.DE and SLQX.DE have a correlation of 0.23, 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 1.38% for SLQX.DE.

XSX6.DE tracks STOXX® Europe 600, while SLQX.DE tracks SBI TOP Index. They also come from different issuers: Xtrackers and Expat. Their fees differ too: 0.20% for XSX6.DE and 1.38% for SLQX.DE.

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