PortfoliosLab logoPortfoliosLab logo
XSXE.DE vs. H4ZZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XSXE.DE vs. H4ZZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


XSXE.DE

1D
-0.30%
1M
0.08%
6M
5.76%
YTD
9.55%
1Y
19.28%
3Y*
14.19%
5Y*
9.54%
10Y*

H4ZZ.DE

1D
0.13%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSXE.DE vs. H4ZZ.DE - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XSXE.DE vs. H4ZZ.DE — Risk / Return Rank

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

XSXE.DE
XSXE.DE Risk / Return Rank: 5959
Overall Rank
XSXE.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XSXE.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
XSXE.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XSXE.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
XSXE.DE Martin Ratio Rank: 5959
Martin Ratio Rank

H4ZZ.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

XSXE.DE vs. H4ZZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) and HSBC Euro Stoxx 50 UCITS ETF EUR (Acc) (H4ZZ.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.

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.


XSXE.DEH4ZZ.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.01

Martin ratioReturn relative to average drawdown

7.69

XSXE.DE vs. H4ZZ.DE - Sharpe Ratio Comparison


Loading charts...

Drawdowns

XSXE.DE vs. H4ZZ.DE - Drawdown Comparison

The maximum XSXE.DE drawdown since its inception was -33.65%, which is greater than H4ZZ.DE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XSXE.DE and H4ZZ.DE.


Loading charts...

Drawdown Indicators


XSXE.DEH4ZZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

0.00%

-33.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

Max Drawdown (3Y)

Largest decline over 3 years

-14.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.30%

Current Drawdown

Current decline from peak

-1.91%

0.00%

-1.91%

Average Drawdown

Average peak-to-trough decline

-4.63%

0.00%

-4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

Volatility

XSXE.DE vs. H4ZZ.DE - Volatility Comparison


Loading charts...

Volatility by Period


XSXE.DEH4ZZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.66%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

XSXE.DE vs. H4ZZ.DE - Expense Ratio Comparison

XSXE.DE has a 0.25% expense ratio, which is higher than H4ZZ.DE's 0.05% 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

XSXE.DE vs. H4ZZ.DE - Dividend Comparison

Neither XSXE.DE nor H4ZZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, H4ZZ.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4ZZ.DE is cheaper with a 0.05% expense ratio, compared with 0.25% for XSXE.DE.

XSXE.DE tracks STOXX Europe 600 Index (EUR Hedged), while H4ZZ.DE tracks EURO STOXX 50. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.25% for XSXE.DE and 0.05% for H4ZZ.DE.

Portfolio Optimizer

Find the right allocation for XSXE.DE and H4ZZ.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer