XSX6.DE vs. XZEU.DE
Compare and contrast key facts about Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE).
XSX6.DE and XZEU.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XSX6.DE is a passively managed fund by Xtrackers that tracks the performance of the STOXX® Europe 600. It was launched on Jan 20, 2009. XZEU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 27, 2018. Both XSX6.DE and XZEU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSX6.DE or XZEU.DE.
Key characteristics
| XSX6.DE | XZEU.DE | |
|---|---|---|
| YTD Return | 7.68% | 11.68% |
| 1Y Return | 14.02% | 18.66% |
| 3Y Return (Ann) | 3.80% | 4.29% |
| 5Y Return (Ann) | 7.01% | 7.91% |
| Sharpe Ratio | 1.28 | 1.67 |
| Sortino Ratio | 1.78 | 2.33 |
| Omega Ratio | 1.23 | 1.30 |
| Calmar Ratio | 1.86 | 2.70 |
| Martin Ratio | 7.42 | 10.95 |
| Ulcer Index | 1.78% | 1.61% |
| Daily Std Dev | 10.42% | 10.59% |
| Max Drawdown | -36.05% | -33.18% |
| Current Drawdown | -4.75% | -4.43% |
Correlation
The correlation between XSX6.DE and XZEU.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
XSX6.DE vs. XZEU.DE - Performance Comparison
In the year-to-date period, XSX6.DE achieves a 7.68% return, which is significantly lower than XZEU.DE's 11.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XSX6.DE vs. XZEU.DE - Expense Ratio Comparison
Both XSX6.DE and XZEU.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
XSX6.DE vs. XZEU.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.
Dividends
XSX6.DE vs. XZEU.DE - Dividend Comparison
Neither XSX6.DE nor XZEU.DE has paid dividends to shareholders.
Drawdowns
XSX6.DE vs. XZEU.DE - Drawdown Comparison
The maximum XSX6.DE drawdown since its inception was -36.05%, which is greater than XZEU.DE's maximum drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for XSX6.DE and XZEU.DE. For additional features, visit the drawdowns tool.
Volatility
XSX6.DE vs. XZEU.DE - Volatility Comparison
Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) have volatilities of 4.49% and 4.42%, 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.