XUEN.DE vs. XESC.DE
XUEN.DE (Xtrackers MSCI USA Energy UCITS ETF 1D) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XUEN.DE is a Energy Equities fund tracking the MSCI USA Energy 20/35 Custom, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, XUEN.DE returned 21.22%/yr vs 11.50%/yr for XESC.DE. At a 0.33 correlation, their price movements are largely independent. XUEN.DE charges 0.12%/yr vs 0.09%/yr for XESC.DE.
Performance
XUEN.DE vs. XESC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XUEN.DE achieves a 32.35% return, which is significantly higher than XESC.DE's 7.20% return.
XUEN.DE
- 1D
- -0.40%
- 1M
- 4.10%
- YTD
- 32.35%
- 6M
- 28.01%
- 1Y
- 43.05%
- 3Y*
- 14.05%
- 5Y*
- 21.22%
- 10Y*
- —
XESC.DE
- 1D
- 0.76%
- 1M
- 1.88%
- YTD
- 7.20%
- 6M
- 8.62%
- 1Y
- 15.73%
- 3Y*
- 15.59%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
XUEN.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 32.35% | -3.28% | 10.56% | -3.66% | 71.12% | 65.12% | -40.59% | 12.55% | -14.61% | 11.19% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 7.20% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 0.30% |
Correlation
The correlation between XUEN.DE and XESC.DE is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.33 |
The correlation between XUEN.DE and XESC.DE shifts across timeframes, from -0.16 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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
XUEN.DE vs. XESC.DE — Risk / Return Rank
XUEN.DE
XESC.DE
XUEN.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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.
| XUEN.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.18 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.45 | +0.99 |
| Martin ratioReturn relative to average drawdown | 7.67 | 4.94 | +2.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XUEN.DE | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.98 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.65 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.32 | +0.04 |
Drawdowns
XUEN.DE vs. XESC.DE - Drawdown Comparison
The maximum XUEN.DE drawdown since its inception was -64.67%, which is greater than XESC.DE's maximum drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XUEN.DE and XESC.DE.
Loading charts...
Drawdown Indicators
| XUEN.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.67% | -45.38% | -19.29% |
Max Drawdown (1Y)Largest decline over 1 year | -17.12% | -10.88% | -6.24% |
Max Drawdown (3Y)Largest decline over 3 years | -26.63% | -16.53% | -10.10% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -23.33% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -9.21% | -0.53% | -8.68% |
Average DrawdownAverage peak-to-trough decline | -16.97% | -8.39% | -8.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 3.19% | +2.27% |
Volatility
XUEN.DE vs. XESC.DE - Volatility Comparison
Xtrackers MSCI USA Energy UCITS ETF 1D (XUEN.DE) has a higher volatility of 7.71% compared to Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) at 4.90%. This indicates that XUEN.DE's price experiences larger fluctuations and is considered to be riskier than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XUEN.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.71% | 4.90% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 20.26% | 13.02% | +7.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 16.01% | +7.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.62% | 17.54% | +9.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.68% | 18.27% | +11.41% |
XUEN.DE vs. XESC.DE - Expense Ratio Comparison
XUEN.DE has a 0.12% expense ratio, which is higher than XESC.DE's 0.09% 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
XUEN.DE vs. XESC.DE - Dividend Comparison
XUEN.DE's dividend yield for the trailing twelve months is around 2.07%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
XUEN.DE Xtrackers MSCI USA Energy UCITS ETF 1D | 2.07% | 2.80% | 2.64% | 3.22% | 3.89% | 3.12% | 7.28% | 2.72% | 0.71% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XUEN.DE and XESC.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.12% for XUEN.DE.
XUEN.DE is categorized as Energy Equities, while XESC.DE is Europe Equities. XUEN.DE tracks MSCI USA Energy 20/35 Custom, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.12% for XUEN.DE and 0.09% for XESC.DE.
Find the right allocation for XUEN.DE and XESC.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