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XXSC.L vs. XEUM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XXSC.L vs. XEUM.L

Last updated Jun 5, 2026

XXSC.L (Xtrackers MSCI Europe Small Cap UCITS ETF 1C) and XEUM.L (Xtrackers MSCI Europe ESG Screened UCITS ETF 1C) are both Europe Equities funds from DWS - XXSC.L tracks the MSCI Europe Small Cap NR EUR while XEUM.L tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 10 years, XXSC.L returned 8.44%/yr vs 10.25%/yr for XEUM.L. Their correlation of 0.82 suggests significant overlap in exposure. XXSC.L charges 0.30%/yr vs 0.12%/yr for XEUM.L.

Performance

XXSC.L vs. XEUM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L). 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 stocks are quite close, with XXSC.L having a 6.58% return and XEUM.L slightly lower at 6.34%. Over the past 10 years, XXSC.L has underperformed XEUM.L with an annualized return of 8.44%, while XEUM.L has yielded a comparatively higher 10.25% annualized return.

XXSC.L

1D
0.56%
1M
2.62%
YTD
6.58%
6M
9.35%
1Y
15.64%
3Y*
11.84%
5Y*
4.26%
10Y*
8.44%

XEUM.L

1D
0.52%
1M
3.81%
YTD
6.34%
6M
8.47%
1Y
18.05%
3Y*
12.48%
5Y*
8.79%
10Y*
10.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXSC.L vs. XEUM.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XXSC.L
Xtrackers MSCI Europe Small Cap UCITS ETF 1C		6.58%22.28%0.76%10.44%-17.50%15.39%10.55%24.87%-14.91%23.58%
XEUM.L
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C		6.34%22.70%2.86%14.00%-5.29%14.84%9.94%23.14%-12.46%19.05%

Correlation

The correlation between XXSC.L and XEUM.L is 0.84, 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

0.84

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

0.85

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2013

0.82

The correlation between XXSC.L and XEUM.L has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

XXSC.L vs. XEUM.L - Sectors Allocation Comparison

Sectors
XXSC.L
XEUM.L

Industrials

26.6%
19.5%

Financial Services

15.3%
24.4%

Consumer Cyclical

11.4%
5.8%

Real Estate

8.3%
0.9%

Basic Materials

7.5%
5.0%

Technology

7.4%
9.7%

Healthcare

7.3%
14.1%

Energy

5.1%
4.2%

Communication Services

5.0%
3.9%

Consumer Defensive

3.5%
7.2%

Utilities

2.5%
5.4%

Industrials

XXSC.L
26.6%
XEUM.L
19.5%

Financial Services

XXSC.L
15.3%
XEUM.L
24.4%

Consumer Cyclical

XXSC.L
11.4%
XEUM.L
5.8%

Real Estate

XXSC.L
8.3%
XEUM.L
0.9%

Basic Materials

XXSC.L
7.5%
XEUM.L
5.0%

Technology

XXSC.L
7.4%
XEUM.L
9.7%

Healthcare

XXSC.L
7.3%
XEUM.L
14.1%

Energy

XXSC.L
5.1%
XEUM.L
4.2%

Communication Services

XXSC.L
5.0%
XEUM.L
3.9%

Consumer Defensive

XXSC.L
3.5%
XEUM.L
7.2%

Utilities

XXSC.L
2.5%
XEUM.L
5.4%

Compare stocks, funds, or ETFs

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Xtrackers MSCI Europe Small Cap UCITS ETF 1C

Xtrackers MSCI Europe ESG Screened UCITS ETF 1C

Often compared with XXSC.L:
XXSC.L vs. IUSQ.DEXXSC.L vs. AYEW.DEXXSC.L vs. CES1.LXXSC.L vs. EMIM.LXXSC.L vs. SPYXXSC.L vs. EUNL.DEXXSC.L vs. XDEV.L
Often compared with XEUM.L:
XEUM.L vs. VERX.LXEUM.L vs. XDNS.LXEUM.L vs. XCX6.LXEUM.L vs. IMV.LXEUM.L vs. LCPE.LXEUM.L vs. XAUS.LXEUM.L vs. XDEM.L

Return for Risk

XXSC.L vs. XEUM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XXSC.L
XXSC.L Risk / Return Rank: 3434
Overall Rank
XXSC.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XXSC.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XXSC.L Omega Ratio Rank: 3636
Omega Ratio Rank
XXSC.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
XXSC.L Martin Ratio Rank: 3535
Martin Ratio Rank
XEUM.L
XEUM.L Risk / Return Rank: 4040
Overall Rank
XEUM.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XEUM.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
XEUM.L Omega Ratio Rank: 4343
Omega Ratio Rank
XEUM.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
XEUM.L Martin Ratio Rank: 3838
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.

XXSC.L vs. XEUM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L). 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.

XXSC.LXEUM.LDifference
Sharpe ratioReturn per unit of total volatility
1.25
1.45

-0.21

Sortino ratioReturn per unit of downside risk
1.80
2.08

-0.28

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratioReturn relative to maximum drawdown

1.44

1.68

-0.24

Martin ratioReturn relative to average drawdown

5.17

5.91

-0.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XXSC.L vs. XEUM.L - Sharpe Ratio Comparison

The current XXSC.L Sharpe Ratio is 1.25, which is comparable to the XEUM.L Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of XXSC.L and XEUM.L, 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

XXSC.LXEUM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.45

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.63

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.68

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.67

+0.09

Drawdowns

XXSC.L vs. XEUM.L - Drawdown Comparison

The maximum XXSC.L drawdown since its inception was -35.12%, which is greater than XEUM.L's maximum drawdown of -30.91%. Use the drawdown chart below to compare losses from any high point for XXSC.L and XEUM.L.

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Drawdown Indicators

XXSC.LXEUM.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.12%

-30.91%

-4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-10.70%

-0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-12.84%

-12.84%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

-17.79%

-12.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-30.91%

-4.21%

Current Drawdown

Current decline from peak

-1.31%

-1.32%

+0.01%

Average Drawdown

Average peak-to-trough decline

-7.53%

-4.17%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

3.05%

-0.03%

Volatility

XXSC.L vs. XEUM.L - Volatility Comparison

Xtrackers MSCI Europe Small Cap UCITS ETF 1C (XXSC.L) and Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) have volatilities of 3.95% and 4.01%, 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

XXSC.LXEUM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.01%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

10.28%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.50%

12.38%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

13.89%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.27%

14.99%

+1.28%

XXSC.L vs. XEUM.L - Expense Ratio Comparison

XXSC.L has a 0.30% expense ratio, which is higher than XEUM.L's 0.12% expense ratio.

Dividends

XXSC.L vs. XEUM.L - Dividend Comparison

Neither XXSC.L nor XEUM.L has paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
XEUM.L
Xtrackers MSCI Europe ESG Screened 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%0.00%
XXSC.L
Xtrackers MSCI Europe Small Cap 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%1.95%

Frequently Asked Questions

XXSC.L and XEUM.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEUM.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEUM.L is cheaper with a 0.12% expense ratio, compared with 0.30% for XXSC.L.

XXSC.L tracks MSCI Europe Small Cap NR EUR, while XEUM.L tracks MSCI Europe NR EUR. Their fees differ too: 0.30% for XXSC.L and 0.12% for XEUM.L.

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