XY4P.DE vs. XESC.DE
XY4P.DE (Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - XY4P.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone Yield Plus, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, XY4P.DE returned 0.56%/yr vs 10.49%/yr for XESC.DE. At a 0.22 correlation, their price movements are largely independent. XY4P.DE charges 0.15%/yr vs 0.09%/yr for XESC.DE.
Performance
XY4P.DE vs. XESC.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XY4P.DE achieves a -0.03% return, which is significantly lower than XESC.DE's 7.20% return. Over the past 10 years, XY4P.DE has underperformed XESC.DE with an annualized return of 0.56%, while XESC.DE has yielded a comparatively higher 10.49% annualized return.
XY4P.DE
- 1D
- 0.06%
- 1M
- 0.56%
- YTD
- -0.03%
- 6M
- -0.02%
- 1Y
- 0.27%
- 3Y*
- 3.35%
- 5Y*
- -1.34%
- 10Y*
- 0.56%
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%
XY4P.DE vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF | -0.03% | 1.69% | 3.52% | 8.01% | -17.35% | -2.95% | 5.93% | 9.55% | -0.61% | 0.53% |
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% | 10.25% |
Correlation
The correlation between XY4P.DE and XESC.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2010 | 0.22 |
Over the past year, XY4P.DE and XESC.DE have become more correlated (0.44) than their long-term average of 0.22, meaning their price movements have been converging.
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
XY4P.DE vs. XESC.DE — Risk / Return Rank
XY4P.DE
XESC.DE
XY4P.DE vs. XESC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.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.
| XY4P.DE | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.07 | 1.45 | -1.38 |
| Martin ratioReturn relative to average drawdown | 0.19 | 4.94 | -4.74 |
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
| XY4P.DE | XESC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.98 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.65 | -0.85 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.57 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.32 | +0.07 |
Drawdowns
XY4P.DE vs. XESC.DE - Drawdown Comparison
The maximum XY4P.DE drawdown since its inception was -20.52%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for XY4P.DE and XESC.DE.
Loading charts...
Drawdown Indicators
| XY4P.DE | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.52% | -45.38% | +24.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.95% | -10.88% | +6.93% |
Max Drawdown (3Y)Largest decline over 3 years | -4.07% | -16.53% | +12.46% |
Max Drawdown (5Y)Largest decline over 5 years | -20.11% | -23.33% | +3.22% |
Max Drawdown (10Y)Largest decline over 10 years | -20.52% | -38.51% | +17.99% |
Current DrawdownCurrent decline from peak | -9.19% | -0.53% | -8.66% |
Average DrawdownAverage peak-to-trough decline | -5.49% | -8.39% | +2.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 3.19% | -1.76% |
Volatility
XY4P.DE vs. XESC.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF (XY4P.DE) is 1.77%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 4.90%. This indicates that XY4P.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.
Loading charts...
Volatility by Period
| XY4P.DE | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 4.90% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.88% | 13.02% | -9.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.57% | 16.01% | -11.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.49% | 17.54% | -11.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.49% | 18.27% | -11.78% |
XY4P.DE vs. XESC.DE - Expense Ratio Comparison
XY4P.DE has a 0.15% 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
XY4P.DE vs. XESC.DE - Dividend Comparison
Neither XY4P.DE nor XESC.DE has 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% |
XY4P.DE Xtrackers iBoxx Sovereigns Eurozone Yield Plus UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XY4P.DE and XESC.DE have a correlation of 0.44, 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 0.15% for XY4P.DE.
XY4P.DE is categorized as European Government Bonds, while XESC.DE is Europe Equities. XY4P.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus, while XESC.DE tracks MSCI EMU NR EUR. Their fees differ too: 0.15% for XY4P.DE and 0.09% for XESC.DE.
Find the right allocation for XY4P.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