XSX6.DE vs. XCMC.DE
XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) and XCMC.DE (Xtrackers Bloomberg Commodity Swap UCITS ETF 1C) are both exchange-traded funds - XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while XCMC.DE is a Commodities fund tracking the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 3 years, XSX6.DE returned 13.95%/yr vs 11.29%/yr for XCMC.DE. At a 0.05 correlation, their price movements are largely independent. XSX6.DE charges 0.20%/yr vs 0.19%/yr for XCMC.DE.
Performance
XSX6.DE vs. XCMC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSX6.DE achieves a 7.40% return, which is significantly lower than XCMC.DE's 28.51% 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%
XCMC.DE
- 1D
- -1.20%
- 1M
- 0.63%
- YTD
- 28.51%
- 6M
- 19.13%
- 1Y
- 28.46%
- 3Y*
- 11.29%
- 5Y*
- —
- 10Y*
- —
XSX6.DE vs. XCMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 1.58% |
XCMC.DE Xtrackers Bloomberg Commodity Swap UCITS ETF 1C | 28.51% | -2.66% | 11.92% | -9.34% | 24.84% | -11.32% |
Correlation
The correlation between XSX6.DE and XCMC.DE is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.05 |
The correlation between XSX6.DE and XCMC.DE shifts across timeframes, from -0.13 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSX6.DE vs. XCMC.DE — Risk / Return Rank
XSX6.DE
XCMC.DE
XSX6.DE vs. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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.
| XSX6.DE | XCMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.32 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 3.72 | -1.99 |
| Martin ratioReturn relative to average drawdown | 6.55 | 8.44 | -1.88 |
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
| XSX6.DE | XCMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.66 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.44 | +0.15 |
Drawdowns
XSX6.DE vs. XCMC.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, which is greater than XCMC.DE's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XCMC.DE.
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Drawdown Indicators
| XSX6.DE | XCMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -22.91% | -13.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -7.80% | -1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -16.37% | -14.82% | -1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | — | — |
Current DrawdownCurrent decline from peak | -1.56% | -3.42% | +1.86% |
Average DrawdownAverage peak-to-trough decline | -5.27% | -12.68% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 3.45% | -0.95% |
Volatility
XSX6.DE vs. XCMC.DE - Volatility Comparison
The current volatility for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) is 4.26%, while Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) has a volatility of 4.94%. This indicates that XSX6.DE experiences smaller price fluctuations and is considered to be less risky than XCMC.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.DE | XCMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 4.94% | -0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.73% | 15.31% | -4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.95% | 17.48% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 17.33% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.61% | 17.33% | -1.72% |
XSX6.DE vs. XCMC.DE - Expense Ratio Comparison
XSX6.DE has a 0.20% expense ratio, which is higher than XCMC.DE's 0.19% 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. XCMC.DE - Dividend Comparison
Neither XSX6.DE nor XCMC.DE has paid dividends to shareholders.
Frequently Asked Questions
XSX6.DE and XCMC.DE have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCMC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCMC.DE is cheaper with a 0.19% expense ratio, compared with 0.20% for XSX6.DE.
XSX6.DE is categorized as Europe Equities, while XCMC.DE is Commodities. XSX6.DE tracks STOXX® Europe 600, while XCMC.DE tracks Bloomberg Commodity 3 Month Forward. Their fees differ too: 0.20% for XSX6.DE and 0.19% for XCMC.DE.
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