XUFN.DE vs. XSX6.DE
XUFN.DE (Xtrackers MSCI USA Financials UCITS ETF 1D) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XUFN.DE is a Financials Equities fund tracking the MSCI USA Financials, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, XUFN.DE returned 9.47%/yr vs 9.70%/yr for XSX6.DE. A 0.64 correlation means they provide meaningful diversification when combined. XUFN.DE charges 0.12%/yr vs 0.20%/yr for XSX6.DE.
Performance
XUFN.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUFN.DE achieves a -4.69% return, which is significantly lower than XSX6.DE's 7.40% return.
XUFN.DE
- 1D
- 3.20%
- 1M
- 1.29%
- YTD
- -4.69%
- 6M
- -2.50%
- 1Y
- 2.59%
- 3Y*
- 16.27%
- 5Y*
- 9.47%
- 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%
XUFN.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | -4.69% | 3.41% | 38.69% | 10.96% | -7.89% | 49.37% | -12.55% | 36.23% | -11.22% | 14.21% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 2.69% |
Correlation
The correlation between XUFN.DE and XSX6.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2017 | 0.64 |
The correlation between XUFN.DE and XSX6.DE shifts across timeframes, from 0.50 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XUFN.DE vs. XSX6.DE — Risk / Return Rank
XUFN.DE
XSX6.DE
XUFN.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.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.
| XUFN.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.24 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.73 | -1.59 |
| Martin ratioReturn relative to average drawdown | 0.33 | 6.55 | -6.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XUFN.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 1.26 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.66 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.59 | -0.08 |
Drawdowns
XUFN.DE vs. XSX6.DE - Drawdown Comparison
The maximum XUFN.DE drawdown since its inception was -43.39%, which is greater than XSX6.DE's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XUFN.DE and XSX6.DE.
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Drawdown Indicators
| XUFN.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.39% | -36.05% | -7.34% |
Max Drawdown (1Y)Largest decline over 1 year | -13.24% | -9.46% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -23.03% | -16.37% | -6.66% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -20.84% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -9.49% | -1.56% | -7.93% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -5.27% | -2.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.77% | 2.50% | +3.27% |
Volatility
XUFN.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI USA Financials UCITS ETF 1D (XUFN.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) have volatilities of 4.40% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUFN.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 4.26% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 10.73% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 12.95% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.60% | 14.44% | +4.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.59% | 15.61% | +5.98% |
XUFN.DE vs. XSX6.DE - Expense Ratio Comparison
XUFN.DE has a 0.12% 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
XUFN.DE vs. XSX6.DE - Dividend Comparison
XUFN.DE's dividend yield for the trailing twelve months is around 1.15%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XUFN.DE Xtrackers MSCI USA Financials UCITS ETF 1D | 1.15% | 1.17% | 1.08% | 1.66% | 2.69% | 1.25% | 1.34% | 3.46% | 0.66% |
Frequently Asked Questions
XUFN.DE and XSX6.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XUFN.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XUFN.DE is cheaper with a 0.12% expense ratio, compared with 0.20% for XSX6.DE.
XUFN.DE is categorized as Financials Equities, while XSX6.DE is Europe Equities. XUFN.DE tracks MSCI USA Financials, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.12% for XUFN.DE and 0.20% for XSX6.DE.
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