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XUEK.DE vs. XESP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEK.DE vs. XESP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P Europe ex UK UCITS ETF (XUEK.DE) and Xtrackers Spanish Equity UCITS ETF (XESP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XUEK.DE having a 7.14% return and XESP.DE slightly higher at 7.33%.


XUEK.DE

1D
0.60%
1M
1.36%
YTD
7.14%
6M
9.35%
1Y
15.44%
3Y*
13.91%
5Y*
9.45%
10Y*

XESP.DE

1D
0.58%
1M
1.35%
YTD
7.33%
6M
11.94%
1Y
34.69%
3Y*
29.44%
5Y*
18.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUEK.DE vs. XESP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XUEK.DE
Xtrackers S&P Europe ex UK UCITS ETF
7.14%21.19%7.43%18.01%-12.81%25.44%1.91%18.96%
XESP.DE
Xtrackers Spanish Equity UCITS ETF
7.33%58.64%14.65%26.79%-1.62%10.88%-10.20%7.50%

Correlation

The correlation between XUEK.DE and XESP.DE is 0.81, 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

0.81

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

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2019

0.79

The correlation between XUEK.DE and XESP.DE has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

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Return for Risk

XUEK.DE vs. XESP.DE — Risk / Return Rank

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

XUEK.DE
XUEK.DE Risk / Return Rank: 3434
Overall Rank
XUEK.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XUEK.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
XUEK.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XUEK.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XUEK.DE Martin Ratio Rank: 3737
Martin Ratio Rank

XESP.DE
XESP.DE Risk / Return Rank: 6666
Overall Rank
XESP.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
XESP.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XESP.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XESP.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XESP.DE Martin Ratio Rank: 6868
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.

XUEK.DE vs. XESP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Europe ex UK UCITS ETF (XUEK.DE) and Xtrackers Spanish Equity UCITS ETF (XESP.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.


XUEK.DEXESP.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.22

1.38

-0.16

Calmar ratioReturn relative to maximum drawdown

1.57

3.51

-1.94

Martin ratioReturn relative to average drawdown

5.68

12.31

-6.62

XUEK.DE vs. XESP.DE - Sharpe Ratio Comparison

The current XUEK.DE Sharpe Ratio is 1.16, which is lower than the XESP.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of XUEK.DE and XESP.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


XUEK.DEXESP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.12

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

1.12

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.55

+0.11

Drawdowns

XUEK.DE vs. XESP.DE - Drawdown Comparison

The maximum XUEK.DE drawdown since its inception was -34.81%, smaller than the maximum XESP.DE drawdown of -39.02%. Use the drawdown chart below to compare losses from any high point for XUEK.DE and XESP.DE.


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Drawdown Indicators


XUEK.DEXESP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

-39.02%

+4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.85%

-10.17%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-12.93%

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-22.94%

-18.59%

-4.35%

Current Drawdown

Current decline from peak

-1.21%

-0.54%

-0.67%

Average Drawdown

Average peak-to-trough decline

-5.09%

-7.37%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.91%

-0.18%

Volatility

XUEK.DE vs. XESP.DE - Volatility Comparison

The current volatility for Xtrackers S&P Europe ex UK UCITS ETF (XUEK.DE) is 4.19%, while Xtrackers Spanish Equity UCITS ETF (XESP.DE) has a volatility of 4.48%. This indicates that XUEK.DE experiences smaller price fluctuations and is considered to be less risky than XESP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUEK.DEXESP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

4.48%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

14.04%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

13.41%

16.86%

-3.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

16.68%

-1.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.81%

18.78%

-1.97%

XUEK.DE vs. XESP.DE - Expense Ratio Comparison

XUEK.DE has a 0.09% expense ratio, which is lower than XESP.DE's 0.30% expense ratio.


Dividends

XUEK.DE vs. XESP.DE - Dividend Comparison

XUEK.DE's dividend yield for the trailing twelve months is around 2.31%, while XESP.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
XESP.DE
Xtrackers Spanish Equity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUEK.DE
Xtrackers S&P Europe ex UK UCITS ETF
2.31%2.41%2.80%2.57%4.73%1.40%2.54%

Frequently Asked Questions


XUEK.DE and XESP.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUEK.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEK.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for XESP.DE.

XUEK.DE tracks MSCI Europe Ex UK NR EUR, while XESP.DE tracks Solactive Spain 40. Their fees differ too: 0.09% for XUEK.DE and 0.30% for XESP.DE.

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