XUTE.DE vs. XESC.DE
XUTE.DE (Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist)) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XUTE.DE is a Government Bonds fund tracking the iBoxx USD Treasuries Index (EUR Hedged), while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 5 years, XUTE.DE returned -2.48%/yr vs 12.51%/yr for XESC.DE. At a correlation of -0.11, they often move in opposite directions. XUTE.DE charges 0.10%/yr vs 0.09%/yr for XESC.DE.
Performance
XUTE.DE vs. XESC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XUTE.DE achieves a -0.78% return, which is significantly lower than XESC.DE's 11.96% return.
XUTE.DE
- 1D
- -0.07%
- 1M
- 0.37%
- 6M
- -0.57%
- YTD
- -0.78%
- 1Y
- 1.15%
- 3Y*
- 1.17%
- 5Y*
- -2.48%
- 10Y*
- —
XESC.DE
- 1D
- 0.00%
- 1M
- 5.24%
- 6M
- 10.86%
- YTD
- 11.96%
- 1Y
- 22.20%
- 3Y*
- 16.35%
- 5Y*
- 12.51%
- 10Y*
- 11.67%
XUTE.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XUTE.DE Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) | -0.78% | 4.18% | -1.19% | 1.61% | -14.67% | -3.37% | 6.64% | 3.87% | -2.07% | 0.41% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 11.96% | 22.24% | 11.06% | 22.50% | -8.87% | 23.54% | -2.88% | 30.09% | -12.09% | 10.25% |
Correlation
The correlation between XUTE.DE and XESC.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2016 | -0.11 |
The correlation between XUTE.DE and XESC.DE shifts across timeframes, from -0.11 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XUTE.DE vs. XESC.DE — Risk / Return Rank
XUTE.DE
XESC.DE
XUTE.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) (XUTE.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.
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.
| XUTE.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.25 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.04 | -1.71 |
| Martin ratioReturn relative to average drawdown | 0.86 | 7.10 | -6.24 |
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Drawdowns
XUTE.DE vs. XESC.DE - Drawdown Comparison
The maximum XUTE.DE drawdown since its inception was -23.77%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XUTE.DE and XESC.DE.
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Drawdown Indicators
| XUTE.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.77% | -46.74% | +22.97% |
Max Drawdown (1Y)Largest decline over 1 year | -3.49% | -10.88% | +7.39% |
Max Drawdown (3Y)Largest decline over 3 years | -5.77% | -16.53% | +10.76% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -23.33% | +2.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.51% | — |
Current DrawdownCurrent decline from peak | -16.71% | 0.00% | -16.71% |
Average DrawdownAverage peak-to-trough decline | -9.85% | -9.05% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.34% | 3.13% | -1.79% |
Volatility
XUTE.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) (XUTE.DE) is 0.95%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.86%. This indicates that XUTE.DE experiences smaller price fluctuations and is considered to be less risky than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XUTE.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.95% | 3.86% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.73% | 13.34% | -10.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 16.07% | -12.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.71% | 17.58% | -11.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.09% | 17.93% | -12.84% |
XUTE.DE vs. XESC.DE - Expense Ratio Comparison
XUTE.DE has a 0.10% 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
XUTE.DE vs. XESC.DE - Dividend Comparison
XUTE.DE's dividend yield for the trailing twelve months is around 3.39%, while XESC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XUTE.DE Xtrackers II US Treasuries UCITS ETF EUR Hedged (Dist) | 3.39% | 3.36% | 3.56% | 2.27% | 2.15% | 3.30% | 1.87% | 1.28% | 0.85% |
Frequently Asked Questions
XUTE.DE and XESC.DE have a correlation of 0.31, 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 0.10% for XUTE.DE.
XUTE.DE is categorized as Government Bonds, while XESC.DE is Europe Equities. XUTE.DE tracks iBoxx USD Treasuries Index (EUR Hedged), while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.10% for XUTE.DE and 0.09% for XESC.DE.
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