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

Performance

XSXD.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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, XSXD.DE achieves a 11.41% return, which is significantly higher than XSX6.DE's 7.40% return.


XSXD.DE

1D
-0.13%
1M
5.23%
YTD
11.41%
6M
11.49%
1Y
25.73%
3Y*
19.04%
5Y*
10Y*

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

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


2026 (YTD)2025202420232022
XSXD.DE
Xtrackers S&P 500 Swap UCITS ETF 1D
11.41%4.89%32.52%22.75%0.51%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
7.40%20.91%8.35%15.54%5.39%

Correlation

The correlation between XSXD.DE and XSX6.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.56

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2022

0.61

The correlation between XSXD.DE and XSX6.DE has been stable across timeframes, ranging from 0.56 to 0.61 - a consistent structural relationship.

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Return for Risk

XSXD.DE vs. XSX6.DE — Risk / Return Rank

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

XSXD.DE
XSXD.DE Risk / Return Rank: 7070
Overall Rank
XSXD.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
XSXD.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
XSXD.DE Omega Ratio Rank: 7070
Omega Ratio Rank
XSXD.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
XSXD.DE Martin Ratio Rank: 7070
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 3737
Overall Rank
XSX6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 4242
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.

XSXD.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.


XSXD.DEXSX6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.41

1.24

+0.17

Calmar ratioReturn relative to maximum drawdown

3.62

1.73

+1.89

Martin ratioReturn relative to average drawdown

12.87

6.55

+6.32

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

The current XSXD.DE Sharpe Ratio is 2.21, which is higher than the XSX6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XSXD.DE and XSX6.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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Sharpe Ratios by Period


XSXD.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.26

+0.95

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

1.20

0.59

+0.61

Drawdowns

XSXD.DE vs. XSX6.DE - Drawdown Comparison

The maximum XSXD.DE drawdown since its inception was -23.31%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XSXD.DE and XSX6.DE.


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Drawdown Indicators


XSXD.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-36.05%

+12.74%

Max Drawdown (1Y)

Largest decline over 1 year

-7.08%

-9.46%

+2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-23.31%

-16.37%

-6.94%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

Current Drawdown

Current decline from peak

-0.46%

-1.56%

+1.10%

Average Drawdown

Average peak-to-trough decline

-4.38%

-5.27%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.50%

-0.51%

Volatility

XSXD.DE vs. XSX6.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 Swap UCITS ETF 1D (XSXD.DE) is 2.67%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XSXD.DE experiences smaller price fluctuations and is considered to be less risky than XSX6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XSXD.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

4.26%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

10.73%

-3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

11.57%

12.95%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.59%

14.44%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.59%

15.61%

-1.02%

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

XSXD.DE has a 0.07% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XSXD.DE vs. XSX6.DE - Dividend Comparison

XSXD.DE's dividend yield for the trailing twelve months is around 0.81%, while XSX6.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
0.00%0.00%0.00%0.00%0.00%
XSXD.DE
Xtrackers S&P 500 Swap UCITS ETF 1D
0.81%0.94%1.09%1.30%0.38%

Frequently Asked Questions


XSXD.DE and XSX6.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSXD.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSXD.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for XSX6.DE.

XSXD.DE is categorized as S&P 500, while XSX6.DE is Europe Equities. XSXD.DE tracks S&P 500 Index, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.07% for XSXD.DE and 0.20% for XSX6.DE.

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