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XWEB.DE vs. XESC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XWEB.DE vs. XESC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) and Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.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, XWEB.DE achieves a 3.30% return, which is significantly lower than XESC.DE's 9.31% return.


XWEB.DE

1D
0.00%
1M
0.84%
YTD
3.30%
6M
3.63%
1Y
7.77%
3Y*
5Y*
10Y*

XESC.DE

1D
0.00%
1M
2.56%
YTD
9.31%
6M
10.20%
1Y
21.31%
3Y*
16.40%
5Y*
11.78%
10Y*
11.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XWEB.DE vs. XESC.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XWEB.DE
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C
3.30%1.61%16.94%-6.46%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
9.31%22.24%11.06%3.61%

Correlation

The correlation between XWEB.DE and XESC.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jul 5, 2023

0.43

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Return for Risk

XWEB.DE vs. XESC.DE — Risk / Return Rank

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

XWEB.DE
XWEB.DE Risk / Return Rank: 1616
Overall Rank
XWEB.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XWEB.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XWEB.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XWEB.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
XWEB.DE Martin Ratio Rank: 1212
Martin Ratio Rank

XESC.DE
XESC.DE Risk / Return Rank: 4444
Overall Rank
XESC.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 4646
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.

XWEB.DE vs. XESC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.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.


XWEB.DEXESC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.17

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

0.53

1.96

-1.43

Martin ratioReturn relative to average drawdown

0.78

6.81

-6.04

XWEB.DE vs. XESC.DE - Sharpe Ratio Comparison

The current XWEB.DE Sharpe Ratio is 0.34, which is lower than the XESC.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of XWEB.DE and XESC.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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Drawdowns

XWEB.DE vs. XESC.DE - Drawdown Comparison

The maximum XWEB.DE drawdown since its inception was -14.73%, smaller than the maximum XESC.DE drawdown of -46.74%. Use the drawdown chart below to compare losses from any high point for XWEB.DE and XESC.DE.


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Drawdown Indicators


XWEB.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.73%

-46.74%

+32.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.73%

-10.88%

-3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

Current Drawdown

Current decline from peak

-10.17%

-1.71%

-8.46%

Average Drawdown

Average peak-to-trough decline

-6.09%

-9.06%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

3.13%

+6.90%

Volatility

XWEB.DE vs. XESC.DE - Volatility Comparison

The current volatility for Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C (XWEB.DE) is 1.88%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 3.52%. This indicates that XWEB.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


XWEB.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.88%

3.52%

-1.64%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

13.23%

-7.76%

Volatility (1Y)

Calculated over the trailing 1-year period

22.65%

16.03%

+6.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

17.56%

-0.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

17.98%

-1.24%

XWEB.DE vs. XESC.DE - Expense Ratio Comparison

XWEB.DE has a 0.25% 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

XWEB.DE vs. XESC.DE - Dividend Comparison

Neither XWEB.DE nor XESC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XWEB.DE and XESC.DE have a correlation of 0.40, 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 0.25% for XWEB.DE.

XWEB.DE is categorized as Global Equities, while XESC.DE is Europe Equities. XWEB.DE tracks MSCI World Minimum Volatility Low Carbon SRI Screened Select, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.25% for XWEB.DE and 0.09% for XESC.DE.

Portfolio Optimizer

Find the right allocation for XWEB.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.

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