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

Performance

XUEE.DE vs. XSX6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.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, XUEE.DE achieves a 1.11% return, which is significantly lower than XSX6.DE's 7.40% return.


XUEE.DE

1D
-0.01%
1M
0.45%
YTD
1.11%
6M
1.53%
1Y
8.78%
3Y*
7.16%
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)

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


2026 (YTD)20252024202320222021
XUEE.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged
1.11%10.44%3.34%7.63%-21.79%-0.09%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
7.40%20.91%8.35%15.54%-10.63%4.45%

Correlation

The correlation between XUEE.DE and XSX6.DE is 0.52, 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

0.52

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

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2021

0.47

The correlation between XUEE.DE and XSX6.DE has been stable across timeframes, ranging from 0.44 to 0.52 - a consistent structural relationship.

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Return for Risk

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

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

XUEE.DE
XUEE.DE Risk / Return Rank: 5050
Overall Rank
XUEE.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XUEE.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
XUEE.DE Omega Ratio Rank: 5353
Omega Ratio Rank
XUEE.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
XUEE.DE Martin Ratio Rank: 4949
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.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.


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

+0.45

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.33

1.24

+0.09

Calmar ratioReturn relative to maximum drawdown

2.03

1.73

+0.30

Martin ratioReturn relative to average drawdown

7.91

6.55

+1.36

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

The current XUEE.DE Sharpe Ratio is 1.71, which is higher than the XSX6.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of XUEE.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


XUEE.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

1.26

+0.45

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

-0.07

0.59

-0.66

Drawdowns

XUEE.DE vs. XSX6.DE - Drawdown Comparison

The maximum XUEE.DE drawdown since its inception was -30.78%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XUEE.DE and XSX6.DE.


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Drawdown Indicators


XUEE.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-36.05%

+5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

-9.46%

+5.15%

Max Drawdown (3Y)

Largest decline over 3 years

-8.57%

-16.37%

+7.80%

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

-4.52%

-1.56%

-2.96%

Average Drawdown

Average peak-to-trough decline

-15.12%

-5.27%

-9.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

2.50%

-1.39%

Volatility

XUEE.DE vs. XSX6.DE - Volatility Comparison

The current volatility for Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.DE) is 1.82%, while Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) has a volatility of 4.26%. This indicates that XUEE.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


XUEE.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

4.26%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

10.73%

-6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

12.95%

-7.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

14.44%

-5.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.14%

15.61%

-6.47%

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

XUEE.DE has a 0.40% expense ratio, which is higher than XSX6.DE's 0.20% expense ratio.


Dividends

XUEE.DE vs. XSX6.DE - Dividend Comparison

XUEE.DE's dividend yield for the trailing twelve months is around 4.31%, 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%
XUEE.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged
4.31%4.86%6.00%4.45%4.59%

Frequently Asked Questions


XUEE.DE and XSX6.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSX6.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSX6.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for XUEE.DE.

XUEE.DE is categorized as Emerging Markets Bonds, while XSX6.DE is Europe Equities. XUEE.DE tracks FTSE Emerging Markets USD Government and Government-Related Bond Select (EUR Hedged), while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.40% for XUEE.DE and 0.20% for XSX6.DE.

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