XSX7.DE vs. RIO.L
XSX7.DE (Xtrackers Stoxx Europe 600 UCITS ETF) is Europe Equities fund tracking the STOXX® Europe 600, while RIO.L (Rio Tinto PLC) is a stock. Over the past 3 years, XSX7.DE returned 14.05%/yr vs 22.94%/yr for RIO.L. At a 0.46 correlation, their price movements are largely independent.
Performance
XSX7.DE vs. RIO.L - Performance Comparison
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Different Trading Currencies
XSX7.DE is traded in EUR, while RIO.L is traded in GBp. To make them comparable, the RIO.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSX7.DE achieves a 7.42% return, which is significantly lower than RIO.L's 35.72% return.
XSX7.DE
- 1D
- 0.51%
- 1M
- 0.85%
- YTD
- 7.42%
- 6M
- 10.03%
- 1Y
- 16.27%
- 3Y*
- 14.05%
- 5Y*
- —
- 10Y*
- —
RIO.L
- 1D
- -2.86%
- 1M
- 1.55%
- YTD
- 35.72%
- 6M
- 47.97%
- 1Y
- 83.27%
- 3Y*
- 22.94%
- 5Y*
- 13.17%
- 10Y*
- 22.30%
XSX7.DE vs. RIO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 7.42% | 21.04% | 8.43% | 12.54% |
RIO.L Rio Tinto PLC | 35.72% | 27.74% | -9.20% | 15.64% |
Correlation
The correlation between XSX7.DE and RIO.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2023 | 0.46 |
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Return for Risk
XSX7.DE vs. RIO.L — Risk / Return Rank
XSX7.DE
RIO.L
XSX7.DE vs. RIO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) and Rio Tinto PLC (RIO.L). 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.
| XSX7.DE | RIO.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.02 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.52 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 6.22 | -4.49 |
| Martin ratioReturn relative to average drawdown | 6.53 | 24.07 | -17.54 |
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
| XSX7.DE | RIO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 3.31 | -2.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.48 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.26 | +0.94 |
Drawdowns
XSX7.DE vs. RIO.L - Drawdown Comparison
The maximum XSX7.DE drawdown since its inception was -16.32%, smaller than the maximum RIO.L drawdown of -86.23%. Use the drawdown chart below to compare losses from any high point for XSX7.DE and RIO.L.
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Drawdown Indicators
| XSX7.DE | RIO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.32% | -86.23% | +69.91% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -13.62% | +4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.32% | -24.64% | +8.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.13% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.30% | — |
Current DrawdownCurrent decline from peak | -1.65% | -5.70% | +4.05% |
Average DrawdownAverage peak-to-trough decline | -1.96% | -26.69% | +24.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.46% | -0.97% |
Volatility
XSX7.DE vs. RIO.L - Volatility Comparison
The current volatility for Xtrackers Stoxx Europe 600 UCITS ETF (XSX7.DE) is 4.24%, while Rio Tinto PLC (RIO.L) has a volatility of 11.35%. This indicates that XSX7.DE experiences smaller price fluctuations and is considered to be less risky than RIO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSX7.DE | RIO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 11.35% | -7.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 21.57% | -11.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 25.63% | -12.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.80% | 27.39% | -14.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.80% | 29.40% | -16.60% |
Dividends
XSX7.DE vs. RIO.L - Dividend Comparison
XSX7.DE's dividend yield for the trailing twelve months is around 2.59%, less than RIO.L's 3.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIO.L Rio Tinto PLC | 3.83% | 4.75% | 7.16% | 5.53% | 9.91% | 14.14% | 5.43% | 10.94% | 6.07% | 4.66% | 3.42% | 7.42% |
XSX7.DE Xtrackers Stoxx Europe 600 UCITS ETF | 2.59% | 2.67% | 3.32% | 2.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XSX7.DE and RIO.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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