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XZEC.DE vs. 36BB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZEC.DE vs. 36BB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.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, XZEC.DE achieves a 3.52% return, which is significantly higher than 36BB.DE's -2.32% return.


XZEC.DE

1D
1.36%
1M
3.79%
YTD
3.52%
6M
4.05%
1Y
11.05%
3Y*
2.19%
5Y*
10Y*

36BB.DE

1D
0.28%
1M
0.04%
YTD
-2.32%
6M
-1.63%
1Y
4.30%
3Y*
7.40%
5Y*
4.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZEC.DE vs. 36BB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XZEC.DE
Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF
3.52%1.95%3.52%16.28%-16.49%0.39%
36BB.DE
iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist
-2.32%-5.30%22.34%32.38%-29.45%10.02%

Correlation

The correlation between XZEC.DE and 36BB.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.71

The correlation between XZEC.DE and 36BB.DE shifts across timeframes, from 0.56 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XZEC.DE vs. 36BB.DE — Risk / Return Rank

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

XZEC.DE
XZEC.DE Risk / Return Rank: 2222
Overall Rank
XZEC.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XZEC.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XZEC.DE Omega Ratio Rank: 2121
Omega Ratio Rank
XZEC.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
XZEC.DE Martin Ratio Rank: 2222
Martin Ratio Rank

36BB.DE
36BB.DE Risk / Return Rank: 1313
Overall Rank
36BB.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
36BB.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
36BB.DE Omega Ratio Rank: 1313
Omega Ratio Rank
36BB.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
36BB.DE Martin Ratio Rank: 1313
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.

XZEC.DE vs. 36BB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) and iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.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.


XZEC.DE36BB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.13

1.06

+0.08

Calmar ratioReturn relative to maximum drawdown

0.98

0.28

+0.69

Martin ratioReturn relative to average drawdown

2.63

0.77

+1.86

XZEC.DE vs. 36BB.DE - Sharpe Ratio Comparison

The current XZEC.DE Sharpe Ratio is 0.73, which is higher than the 36BB.DE Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of XZEC.DE and 36BB.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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Sharpe Ratios by Period


XZEC.DE36BB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.73

0.26

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.43

-0.36

Drawdowns

XZEC.DE vs. 36BB.DE - Drawdown Comparison

The maximum XZEC.DE drawdown since its inception was -30.22%, smaller than the maximum 36BB.DE drawdown of -35.03%. Use the drawdown chart below to compare losses from any high point for XZEC.DE and 36BB.DE.


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Drawdown Indicators


XZEC.DE36BB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.22%

-35.03%

+4.81%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-15.07%

+3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-23.79%

-27.35%

+3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-32.92%

Current Drawdown

Current decline from peak

-4.58%

-11.48%

+6.90%

Average Drawdown

Average peak-to-trough decline

-10.22%

-10.96%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

5.59%

-1.40%

Volatility

XZEC.DE vs. 36BB.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF (XZEC.DE) is 4.04%, while iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist (36BB.DE) has a volatility of 4.81%. This indicates that XZEC.DE experiences smaller price fluctuations and is considered to be less risky than 36BB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZEC.DE36BB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.81%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

12.73%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

16.71%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.02%

19.44%

+0.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.02%

20.85%

-0.83%

XZEC.DE vs. 36BB.DE - Expense Ratio Comparison

XZEC.DE has a 0.17% expense ratio, which is lower than 36BB.DE's 0.18% 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

XZEC.DE vs. 36BB.DE - Dividend Comparison

XZEC.DE has not paid dividends to shareholders, while 36BB.DE's dividend yield for the trailing twelve months is around 0.91%.


PositionTTM2025202420232022202120202019
36BB.DE
iShares MSCI World Consumer Discretionary Sector ESG UCITS ETF USD Dist
0.91%0.89%1.01%0.99%1.43%0.77%1.30%0.28%
XZEC.DE
Xtrackers MSCI Europe Consumer Discretionary ESG Screened UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XZEC.DE and 36BB.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XZEC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZEC.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for 36BB.DE.

XZEC.DE tracks MSCI Europe Consumer Discretionary ESG Screened 20-35 Select, while 36BB.DE tracks MSCI World Consumer Discretionary. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for XZEC.DE and 0.18% for 36BB.DE.

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