XSX7.DE vs. ^STOXX

Last updated Jun 27, 2026

XSX7.DE (Xtrackers Stoxx Europe 600 UCITS ETF) is Europe Equities fund tracking the STOXX® Europe 600, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 3 years, XSX7.DE returned 15.57%/yr vs 12.23%/yr for ^STOXX. With a 0.96 correlation, they move nearly in lockstep.

Performance

XSX7.DE vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XSX7.DE achieves a 10.21% return, which is significantly higher than ^STOXX's 8.00% return.

XSX7.DE

• 1D: 0.00%
• 1M: 2.13%
• YTD: 10.21%
• 6M: 10.96%
• 1Y: 22.44%
• 3Y*: 15.57%
• 5Y*: —
• 10Y*: —

^STOXX

• 1D: 0.00%
• 1M: 1.92%
• YTD: 8.00%
• 6M: 8.74%
• 1Y: 19.11%
• 3Y*: 12.23%
• 5Y*: 6.95%
• 10Y*: 7.29%

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

XSX7.DE vs. ^STOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF	10.21%	21.04%	8.43%	6.86%
^STOXX STOXX Europe 600 Index	8.00%	17.42%	5.39%	4.00%

Correlation

The correlation between XSX7.DE and ^STOXX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (All Time) Calculated using the full available price history since Mar 8, 2023	0.96

The correlation between XSX7.DE and ^STOXX has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

Return for Risk

XSX7.DE vs. ^STOXX — Risk / Return Rank

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

XSX7.DE

XSX7.DE Risk / Return Rank: 61
XSX7.DE Sharpe Ratio Rank: 61
XSX7.DE Sortino Ratio Rank: 63
XSX7.DE Omega Ratio Rank: 64
XSX7.DE Calmar Ratio Rank: 55
XSX7.DE Martin Ratio Rank: 60

^STOXX

^STOXX Risk / Return Rank: 62
^STOXX Sharpe Ratio Rank: 61
^STOXX Sortino Ratio Rank: 73
^STOXX Omega Ratio Rank: 70
^STOXX Calmar Ratio Rank: 50
^STOXX Martin Ratio Rank: 56

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.

XSX7.DE vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and STOXX Europe 600 Index (^STOXX). 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.

	XSX7.DE	^STOXX	Difference
Sharpe ratio: Return per unit of total volatility	1.77	1.59	+0.18
Sortino ratio: Return per unit of downside risk	2.55	2.35	+0.20
Omega ratio: Gain probability vs. loss probability	1.33	1.30	+0.04
Calmar ratio: Return relative to maximum drawdown	2.40	2.03	+0.37
Martin ratio: Return relative to average drawdown	9.27	7.39	+1.88

XSX7.DE vs. ^STOXX - Sharpe Ratio Comparison

The current XSX7.DE Sharpe Ratio is 1.77, which is comparable to the ^STOXX Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of XSX7.DE and ^STOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XSX7.DE vs. ^STOXX - Drawdown Comparison

The maximum XSX7.DE drawdown since its inception was -16.32%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for XSX7.DE and ^STOXX.

Drawdown Indicators

	XSX7.DE	^STOXX	Difference
Max Drawdown Largest peak-to-trough decline	-16.32%	-60.54%	+44.22%
Max Drawdown (1Y) Largest decline over 1 year	-9.32%	-9.56%	+0.24%
Max Drawdown (3Y) Largest decline over 3 years	-16.32%	-16.56%	+0.24%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.55%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.97%	-14.58%	+12.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.41%	2.61%	-0.20%

Volatility

XSX7.DE vs. ^STOXX - Volatility Comparison

Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and STOXX Europe 600 Index (^STOXX) have volatilities of 2.80% and 2.83%, 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.

Volatility by Period

	XSX7.DE	^STOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.80%	2.83%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	10.58%	10.30%	+0.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.65%	12.18%	+0.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.95%	14.20%	-1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.95%	15.21%	-2.26%

Frequently Asked Questions

Can I hold both XSX7.DE and ^STOXX in my portfolio?

With a correlation of 0.94, XSX7.DE and ^STOXX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.